Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

TABLE 13C: LEVERAGE RATIO – SPLIT-UP OF ON BALANCE SHEET EXPOSURES (EXCLUDING DERIVATIVES, SFTS AND EXEMPTED EXPOSURES) (LRSPL)

31.12.2019

31.12.2018

(In EURm)

Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:

EU-1

867,660

834,158

EU-2 EU-3

Trading book exposures

86,320

64,379

Banking book exposures, of which:

781,340

769,779

EU-4 EU-5 EU-6 EU-7 EU-8 EU-9

Covered bonds

-

-

Exposures treated as sovereigns

201,137

190,920

Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns

14,754 34,524 15,976 201,637 200,365 15,794 97,153

13,652 44,586 17,216 180,047 225,833 18,418 79,107

Institutions

Secured by mortgages of immovable properties

Retail exposures

EU-10 EU-11 EU-12

Corporate

Exposures in default

Other exposures (eg equity, securitisations, and other non-credit obligation assets)

TABLE 14: NON-DEDUCTED EQUITIES IN INSURANCE UNDERTAKINGS (INS1)

31.12.2019

(In EURm)

Exposure

4,569

RWA

16,904

TABLE 15: REGULATORY CAPITAL FLOWS

(In EURm) End-2018 Common Equity Tier One Capital

41,154

Change in share capital resulting from the capital increase

57

Net income, Group share

(617) (105)

Change in the provision for 2017 dividends Change linked to translation differences Change in value of financial instruments

394 161 328 425 (99)

Change in non-controlling interests

Change in goodwill and intangible assets

Change in deductions

Other

2,132

End-2019 Common Equity Tier 1 capital

43,830

End-2018 Additional Tier 1 capital

9,358

Change in debt instruments eligible for additional Tier 1

(1,259)

Change in other additional Tier 1 capital

13

Change in deductions Tier 1

(0)

End-2019 Additional Tier 1 capital

8,112

End-2018 Tier 2 capital

11,544

Change in Tier 2 capital

(357)

Change in other additional Tier 2 capital

(44)

Change in deductions Tier 2

16

End-2019 Tier 2 capital

11,159

58

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |