Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON b GLOBAL CREDIT RISK (CREDIT b AND b COUNTERPARTY RISK)

TABLE 41: RETAIL CREDIT RISK EXPOSURE, EAD AND RWA BY APPROACH AND EXPOSURE CLASS

31.12.2019 Retail portfolio

Average (1)

IRB approach

Standardised approach

Total

(In EURm)

Exposure Class

Exposure

EAD RWA Exposure

EAD RWA Exposure

EAD RWA Exposure RWA

Residential mortgages

111,271 110,758 16,206

8,671

3

1 119,942 110,762 16,207 115,510 15,874

Revolving credits Other credits to individuals

5,353 4,794 2,170

5,196 2,579 1,934 10,549 7,373 4,105 10,472 3,969

35,071 35,420 10,761 18,323 16,968 12,169 53,394 52,389 22,931 53,615 23,090

Other – small entities or self employed

19,920 19,577 6,110 14,569 13,349 8,279 34,489 32,927 14,389 34,197 14,216

TOTAL 171,615 170,549 35,248 46,759 32,900 22,383 218,374 203,449 57,631 213,793 57,150 The average exposure and RWA are determined by aggregating the total gross exposure and RWA at the end of the last four quarters and dividing the result by 4. (1)

31.12.2018 Retail portfolio

Average (1)

IRB approach

Standardised approach

Total

(In EURm)

Exposure Class

Exposure

EAD RWA Exposure

EAD RWA Exposure

EAD RWA Exposure

RWA

Residential mortgages

100,760 100,170 15,358

7,178

10

10 107,938 100,179 15,368 106,607 15,046

Revolving credits Other credits to individuals

5,517 4,906 2,206

4,956 2,531 1,901 10,473 7,438 4,106 10,313

4,103

34,145 34,404 9,913 20,806 19,260 14,096 54,952 53,664 24,009 54,575 24,425

Other – small entities or self employed

19,400 19,664 5,953

8,782 8,163 4,628 28,182 27,827 10,581 28,618 10,961

TOTAL 159,822 159,144 33,430 41,722 29,964 20,634 201,544 189,108 54,064 200,113 54,535 The average exposure and RWA are determined by aggregating the total gross exposure and RWA at the end of the last four quarters and dividing the result by 4. (1)

98

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |