Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

Not subject to capital requirements or subject to deduction from capital

Consolidated balance sheet

Subject to the securiti- sation framework

Consolidated balance sheet

within the prudential scope

Subject to counter- party risk

LIABILITIES at 31.12.2019 (In EURm)

Subject to credit risk

Subject to market risk

Due to central bank

4,097

4,097

-

-

-

-

4,097

Financial liabilities at fair value through profit or loss

364,129

367,298

- - - - -

237,303

332,540

- - - - -

34,758

Hedging derivatives

10,212

10,215

10,215

107

0

Debt securities issued

125,168 107,929 418,612

126,303 104,347 420,056

28,445

97,858 98,642 411,296

Due to banks

5,705 8,760

5,606 8,394

Customer deposits

Revaluation differences on portfolios hedged against interest rate risk

6,671 1,409

6,671 1,013

- - -

- - -

- - -

6,671 1,013

Tax liabilities

Other Liabilities

85,062

76,012

4,756

71,256

Non-current liabilities held for sale Liabilities related to insurance activities contracts

1,333

1,333

-

-

-

-

1,333

144,259

-

- - -

- - -

-

- - -

-

Provisions

4,387

4,373

21

4,352

Subordinated debts

14,465

14,505

-

14,505

of which redeemable subordinated notes including revaluation differences on hedging items

14,032

14,074

- -

- -

- -

- -

14,074

TOTAL DEBTS

1,287,733 1,136,223

745,781

Sub-Total Equity, Group share

63,527

63,324

-

-

-

-

63,324

Issued common stocks, equity instruments and capital reserves

31,102 29,558

31,102 29,355

- - - - - -

- - - - - -

- - - - - -

- - - - - -

31,102 29,355

Retained earnings

Net income

3,248

3,248

3,248

Unrealised or deferred capital gains and losses

(381) 5,043

(381) 4,250

(381) 4,250

Minority interests

TOTAL EQUITY

68,570

67,574

67,574

TOTAL LIABILITIES

1,356,303 1,203,797

-

261,983

379,869

-

823,928

61

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020