Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

LEVERAGE RATIO DETAILS

TABLE 13A: SUMMARY RECONCILIATION OF ACCOUNTING ASSETS AND LEVERAGE RATIO EXPOSURES (LRSUM)

31.12.2019

31.12.2018

(In EURm)

1

Total assets as per published financial statements

1,356,303

1,309,428

Adjustment for entities which are consolidated for accounting purposes but are outside the scope of regulatory consolidation (Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the leverage ratio exposure measure in accordance with Article 429(13) of Regulation (EU) No 575/2013 “CRR”)

2

(152,506)

(134,555)

3

-

-

4

Adjustments for derivative financial instruments

(80,869)

(45,520)

5

Adjustments for securities financing transactions “SFTs”

(3,037)

(11,146)

Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures) (Adjustment for intragroup exposures excluded from the leverage ratio exposure measure in accordance with Article 429 (7) of Regulation (EU) No 575/2013) (Adjustment for exposures excluded from the leverage ratio exposure measure in accordance with Article 429 (14) of Regulation (EU) No 575/2013)

6

103,856

99,777

EU-6a

-

-

EU-6b

(13,268)

-

7 8

Other adjustments

(10,217)

(10,320)

Total leverage ratio exposure

1,200,262

1,207,664

56

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |