Société Générale / Risk Report - Pillar III

5 CAPITAL MANAGEMENT AND ADEQUACY

APPENDIX: DETAILS OF OWN FUNDS AND CAPITAL ADEQUACY

Consolidated balance sheet within the prudential scope

Subject to the securiti- sation framework

Consolidated balance sheet

Subject to counter- party risk

Deducted from own funds

ASSETS at 31.12.2018 (In EURm)

Subject to credit risk

Subject to market risk

Cash, due from banks

96,585

96,585

95,382

Financial assets at fair value through profit or loss

365,550

375,286

32,383

262,073

342,484

Hedging derivatives

11,899

11,931

11,931

37

Financial assets at fair value through other comprehensive income

50,026 12,026 60,588

50,026 12,026 60,738

51,455 12,060 42,870

34

Securities at amortised cost

Due from banks at amortised cost

18,000

9,847

of which subordinated loans to credit institutions

91

91

Customer loans at amortised cost

447,229

448,981

431,726

26,298

25,853

909

Revaluation differences on portfilios hedged against interest rate risk

338

338

Investment of insurance activities

146,768

0

Tax assets

5,819

5,676

5,736

of which deferred tax assets that rely on future profitability excluding those arising from temporary differences of which deferred tax assets arising from temporary differences

2,895

2,079

1,777

1,858

2,620

Other assets

67,446

65,106

44,163

5,741

of which defined-benefit pension fund assets

76

76

107

Non-current assets held for sale

13,502

13,505

Investments accounted for using the equity method

249

3,750

3,902

Tangible and intangible assets

26,751

26,599

24,596

of which intangible assets exclusive of leasing rights

2,199 4,652

2,066 4,327

2,095 4,642

Goodwill

TOTAL ASSETS

1,309,428 1,174,874

744,273

318,302

383,996

909

8,621

The amounts "Subject to market risk" are representative of 98% of the Risk-Weighted Assets for market risk

62

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |