Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 113 BREAKDOWN OF CREDIT RISK – DETAIL TABLE 53: CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS AND INSTRUMENT (CR1-A) (In EURm) 31.12.2020 Gross carrying values of exposures Specific credit risk adjustment Net values Defaulted exposures Non-defaulted exposures Central governments and central banks 97 238,181 101 238,177 Institutions 54 50,017 78 49,994 Corporates 6,956 329,761 4,357 332,360 of which: Specialised Lending 1,477 61,110 825 61,763 of which: SME 2,121 39,658 1,293 40,486 Retail 5,141 168,338 2,925 170,554 Secured by real estate property 1,516 110,266 382 111,400 of which: SME 134 5,843 31 5,946 of which: Non-SME 1,382 104,423 351 105,454 Qualifying Revolving 306 4,581 235 4,653 Other Retail 3,319 53,491 2,309 54,501 SME 1,485 22,060 1,007 22,538 Non-SME 1,834 31,430 1,302 31,963 Equity exposures IRB - 6,274 - 6,274 TOTAL IRB APPROACH 12,248 792,572 7,461 797,359 Central governments or central banks - 8,529 2 8,527 Regional governments or local authorities - 582 11 570 Public sector entities - 292 2 290 Multilateral developments banks - 1,355 0 1,355 International Organisations - - - - Institutions - 13,527 2 13,525 Corporates - 47,472 342 47,130 of which: SME - 9,346 114 9,231 Retail - 47,489 346 47,144 of which: SME - 13,692 107 13,586 Secured by mortgages on immovable property - 15,435 161 15,273 of which: SME - 1,324 15 1,309 Exposures in default 6,622 - 3,582 3,040 Items associated with particularly 27 480 27 480 Covered bonds - 206 0 206 Claims on institutions and corporates with a short-term credit assessment - - - - Claims in the form of CIU - 5 - 5 Equity exposures - 974 - 974 Other items - 29,012 - 29,012 TOTAL SA APPROACH 6,650 165,357 4,475 167,532 TOTAL 18,898 957,929 11,936 964,892 of which: Loans 17,588 672,583 11,003 679,167 of which: Debt securities 96 65,743 43 65,796 of which: Off-balance-sheet exposures 1,215 219,603 890 219,928