Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

LINK BETWEEN PRUDENTIAL BALANCE SHEET AND TYPE OF RISK

18: DIFFERENCES BETWEEN STATUTORY AND PRUDENTIAL CONSOLIDATED BALANCE SHEETS AND ALLOCATION TO REGULATORY RISK CATEGORIES (LI1)

Not subject to capital requirements or subject to deduction from capital

Consolidated balance sheet within the prudential scope

Subject to the securiti- sation framework

Consolidated balance sheet

Subject to counter- party risk

ASSETS at 31.12.2019 (In EURm)

Subject to credit risk

Subject to market risk

Cash, due from banks

102,311

102,311

102,311

-

-

-

-

Financial assets at fair value through profit or loss

385,739

395,238

138,374

256,863

369,904

- -

- -

Hedging derivatives

16,837

16,873

-

16,873

122

Financial assets at fair value through other comprehensive income

53,256 12,489

53,256 12,489

53,256 12,489

- -

20

- -

- -

Securities at amortised cost

7

Due from banks at amortised cost

56,366

56,460

38,294

18,168

10,270

-

-

of which subordinated loans to credit institutions

88

88

-

-

Customer loans at amortised cost Revaluation differences on portfilios hedged against interest rate risk Investment of insurance activities

450,244

451,797

420,362

19,540

19,279

11,894

-

401

401

401

-

-

-

-

164,938

-

-

- -

- -

- -

-

Tax assets

5,779

5,644

3,741

1,903

o.w deferred tax assets that rely on future profitability excluding those arising from temporary differences

2,659

1,903

-

-

-

-

1,903

o.w deferred tax assets arising from temporary differences

2,082

2,732

- -

-

- -

2,732

-

Other assets

68,045

65,496

65,326

3,307

169

o.w defined-benefit pension fund assets Non-current assets held for sale Investments accounted for using the equity method

120

120

- -

- -

169

4,507

4,507

4,507

-

-

112

4,540

4,540

- -

- -

- -

-

Tangible and intangible assets

30,652

30,483

28,269

2,214

o.w intangible assets exclusive of leasing rights

2,363 4,627

2,225 4,302

-

- -

- -

- -

2,214 4,302

Goodwill

TOTAL ASSETS

1,356,303 1,203,797

762,801

311,444

402,909

11,894

8,588

60

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |