Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND 5.10 CAPITAL ADEQUACY

OWN FUNDS DETAILS

TABLE 7A: REGULATORY CAPITAL AND CRR/CRD4 SOLVENCY RATIOS (DETAILS OF TABLE 7)

Cross ref. Table 2

Cross Ref. Table 7b

Cross Ref. notes

(In EURm)

2019 (1)

2018 (2)

Common Equity Tier 1 capital (CET1): Instruments and reserves of which capital instruments and the related share premium accounts

53,855

51,898

6

21,006

19,995

1 2

of which retained earnings

3,616

3,448

of which accumulated other comprehensive income (and other reserve, to include unrealised gains and losses under the applicable accounting standards)

26,188

24,778

3 5

1 2

of which minority interests (amounts allowed in consolidated CET1)

1,770

1,683

7

of which independtly reviewed interim profits net of any forseeable charge or dividend

1,275

1,994

5a 28

6

Common Equity Tier 1 capital (CET1): Regulatory adjustments of which additional value adjustments (negative amount) of which intangible assests (net of related tax liabilities) of which deferred tax assets that rely on future profitability excluding those arising from temporary differences of which fair value reserves related to gains or losses on cash flow hedges of which negative amounts resulting from the calculation of expected loss amounts of which gains or losses on liabilities valued at fair value resulting from changes in own credit standing

(10,025)

(10,744)

(935)

(844)

7 8

(6,516)

(6,737)

4

3

(1,903)

(2,079)

10

2

4

(59)

105

11

5

(164)

(540)

12

217

107

14

6

of which defined-benefit pension fund assets (negative amount) of which direct and indirect holdings by an institution of own CET1 instruments (negative amount) of which exposure amount of the items which qualify for a risk weight of 1250% where the institution opts for the deduction alternative

(169)

(107)

15

3

7

(38)

(57)

16

(25)

(15)

20a

of which deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the condition in 38, paragraph 3 are met) (negative amount) of which regulatory adjustments relating to unrealised gains and losses pursuant to Articles 467 and 468 of which other elements of Common Equity Tier 1 capital or deductions - others of which capital instruments and the related share premium accounts of which amounts of qualifying amounts referred to in Article 484, paragraph 4 and the related share premium accounts subject to phase out from AT1 of which qualifying Tier 1 capital included in consolidated AT1 (including minority interests not included in row 5) issued by subsidiaries and held by third parties

-

-

-

26a

-

(577)

26b

Common Equity Tier 1 capital (CET1)

43,830

41,154

29 36

Additionnal Tier 1 (AT1) capital: Instruments

8,249

9,495

8,165

8,424

30

8

-

1,000

33

8

84

71

34

9

7

51

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