Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION

SECTOR BREAKDOWN OF GROUP CORPORATE EXPOSURE (BASEL PORTFOLIO)

17.0%

Finance & Insurance Business services (including conglomerates) Real estate Wholesale trade Transport & logistics (1) Collective services

10.8%

10.1%

7.3%

7.0%

6.2% 6.1%

Oil and Gas Retail trade Food & agriculture Metals, minerals Construction Machinery and equipment Others Automobiles Telecoms Chemicals, rubber, plastics Consumer goods Hotels and catering Transport equip. Manuf. Health, social services Public administration

4.9%

4.1%

3.6%

3.5%

3.0% 2.9%

2.6%

2.3%

1.9%

1.6%

1.5%

1.3%

1.1% 1.1%

(1) Of which 1.0% of the Group's total maritime transport Corporate exposures.

The EAD of the Corporate portfolio is presented in accordance with the Basel rules (large corporates, including insurance companies, funds and hedge funds, SMEs, specialised financing, factoring businesses), based on the obligor’s characteristics, before taking into account the substitution effect (credit risk scope: debtor, issuer and replacement risk).

As at 31 December 2019, the Corporate portfolio amounted to EUR 326 billion (on- and off-balance sheet exposures measured in EAD). Three sectors account for more than 10% of the portfolio each (Finance and Insurance, Business services, Real Estate). The Group’s exposure to its ten largest Corporate counterparties accounts for 5% of this portfolio.

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