Société Générale / Risk Report - Pillar III

11 LIQUIDITY RISK

DISCLOSURE ON ASSET ENCUMBRANCE

TABLE 104: COLLATERAL RECEIVED (AE-COL)

31.12.2019 (1)

Fair value of encumbered collateral received or own debt securities issued

Fair value of collateral received or own debt securities issued available for encumbrance

of which: EHQLA & HQLA (1)

of which: EHQLA & HQLA (1)

(In EURm)

Collateral received by the reporting institution

373,559

334,109

80,323

59,683

Loans on demand

-

-

-

-

Equity instruments

60,284

44,671

11,664

6,722

Debt securities

311,609

288,399

69,152

53,374

of which: covered bonds

1,796

960

7,902 8,402

7,269 1,248

of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations

10,942

6,523

284,250

279,545

48,305

44,652

15,996

2,138

18,305

8,459

11,680

7,595

4,473

1,661

Loans and advances other than loans on demand

-

-

-

-

Other collateral received

-

-

-

-

Own debt securities issued other than own covered bonds or asset-backed securities Own covered bonds and asset-backed securities issued and not yet pledged

0

-

39

-

19,551

-

TOTAL ASSETS, COLLATERAL RECEIVED AND OWN DEBT SECURITIES ISSUED

536,576

386,364

(1) Table's figures are calculated as medians of the four quarters across 2019.

TABLE 105: SOURCES OF ENCUMBRANCE (AE-SOU)

31.12.2019 (1)

Assets, collateral received and own debt securities issued other than covered bonds and ABSs encumbered

Matching liabilities, contingent liabilities or securities lent

(In EURm)

Carrying amount of selected financial liabilities

345,559

370,888

(1) Table's figures are calculated as medians of the four quarters across 2019.

201

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