Société Générale / Risk Report - Pillar III

11 LIQUIDITY RISK

BALANCE SHEET SCHEDULE

FINANCIAL ASSETS

31.12.2019

Note to the consolidated financial statements

0-3 m 3 m-1 yr

1-5 yrs

> 5 yrs

Total

(In EURm)

Cash, due from central banks

98,967

735

1,609

1,000

102,311

Financial assets at fair value through profit or loss, excluding derivatives Financial assets at fair value through other comprehensive income

Note 3.4

242,879

7,011

-

-

249,890

Note 3.4

51,730

1,282

-

244

53,256

Securities at amortised cost

Note 3.5

11,012

200

973

304

12,489

Due from banks at amortised cost

Note 3.5

47,260

1,957

6,257

892

56,366

Customer loans at amortised cost

Note 3.5 Note 3.5

87,877

58,318

162,795

111,234

420,224

Lease financing agreements (*)

2,487

6,050

16,727

4,756

30,020

(*) Amounts are featured net of impairments

The table as at 31 December 2018 has been modified as follows:

31.12.2018

Note to the consolidated financial statements

0-3 m 3 m-1 yr

1-5 yrs

> 5 yrs

Total

(In EURm)

Cash, due from central banks

93,309

733

1,597

946

96,585

Financial assets at fair value through profit or loss, excluding derivatives Financial assets at fair value through other comprehensive income

Note 3.4

240,543

2,024

-

-

242,567

Note 3.4

48,738

998

-

290

50,026

Securities at amortised cost

Note 3.5

6,360

1,717

3,566

383

12,026

Due from banks at amortised cost

Note 3.5

48,248

2,618

4,614

5,108

60,588

Customer loans at amortised cost

Note 3.5 Note 3.5

98,379

63,874

178,414

74,983

415,650

Lease financing agreements (*)

2,605

6,355

17,760

4,859

31,579

(*) Amounts are featured net of impairments

Due to the nature of its activities, Societe Generale holds derivative products and securities whose residual contractual maturities are not representative of its activities or risks. By convention, the following residual maturities were used for the classification of financial assets: Assets measured at fair value through profit or loss, excluding 1. derivatives (customer-related trading assets): Positions measured using prices quoted on active markets (L1 - accounting classification): maturity of less than 3 months, Positions measured using observable data other than quoted - prices (L2 accounting classification): maturity of less than 3 months,

Positions measured mainly using unobservable market data - (L3): maturity of 3 months to 1 year; Financial assets at fair value through other comprehensive 2. income: Available-for-sale assets measured using prices quoted on - active markets: maturity of less than 3 months, Bonds measured using observable data other than quoted - prices (L2): maturity of 3 months to 1 year, Finally, other securities (shares held long-term in particular): - maturity of more than 5 years.

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