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 counterparty risk

Subject to the securitisation framework

LIABILITIES at 31.12.2018 (In EURm)

Consolidated balance sheet

Subject to credit risk

Subject to market risk

Deducted from own funds

Due to central bank

5,721

5,721

Financial liabilities at fair value through profit or loss

363,083

365,555

227,204

303,877

Hedging derivatives Debt securities issued

5,993

6,001

6,002

138

116,339 94,706 416,818

118,096 91,710 418,387

28,266

Due to banks

2,604

2,603

Customer deposits

17,408

16,678

Revaluation differences on portfolios hedged against interest rate risk

5,257 1,157

5,257

Tax liabilities

824

Other Liabilities

76,629 10,454

69,974 10,512

9,174

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

129,543

0

Provisions

4,605

4,593

19

Subordinated debts

13,314

13,453

1,793

of which redeemable subordinated notes including revaluation differences on hedging items

12,730

12,869

TOTAL DEBTS

1,243,619

1,110,083

Sub-Total Equity, Group share

61,026

60,823

-

-

-

-

Issued common stocks, equity instruments and capital reserves

29,856 28,342

29,856 28,139

- - - - - -

- - - - - -

- - - - - -

- - - - - -

Retained earnings

Net income

3,864

3,864

Unrealised or deferred capital gains and losses

(1,036)

(1,036)

Minority interests

4,783

3,968

TOTAL EQUITY

65,809

64,791

TOTAL LIABILITIES

1,309,428

1,174,874

-

253,218

360,755

-

1,793

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

63

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020