Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 127 (In EURm) 2019 France United Kingdom Germany Italy Luxembourg Spain Switzer- land Other Western European countries Czech Republic Romania Central governments or central banks 64,954 3,680 4,306 498 4,333 124 11,744 3,138 3,703 3,452 Institutions 22,382 2,043 237 141 815 913 385 1,633 1,392 1 Corporates 123,438 10,966 11,208 8,336 7,491 7,285 7,712 20,609 15,373 282 Retail 140,255 1,715 3,131 5,238 163 49 921 711 14,163 1 Equity 4,774 13 11 1 360 0 5 103 43 13 TOTAL IRB APPROACH 355,802 18,416 18,894 14,213 13,162 8,372 20,768 26,193 34,673 3,748 Central governments or central banks 3,399 864 389 938 23 72 64 163 5 26 Regional governments or local authorities 249 1 36 25 - 46 0 32 2 197 Public sector entities 46 75 42 3 - 19 6 93 12 4 Multilateral Development Banks 375 47 - - - - - - - - International Organisations - - - - - - - - - - Institutions 1,913 1,026 553 60 9 315 50 228 3 4 Corporates 18,731 1,048 2,128 1,995 546 626 266 4,065 1,488 2,541 Retail 20,822 2,044 6,552 1,748 4 587 297 1,025 1,022 2,440 Secured by mortgages on immovable property 4,062 352 1,536 3 0 2 7 1 20 2,839 Exposures in default 938 51 144 109 1 34 4 592 46 103 Items associated with particularly high risk 97 - - - - - - - - 1 Covered bonds - - - - - - - - - - Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - Collective investments undertakings (CIU) 21 6 - 4 24 0 0 7 - - Equity exposures 679 48 7 14 8 - 83 274 - 6 Other exposures 11,212 1,858 2,448 2,595 786 1,561 181 3,139 862 432 TOTAL SA APPROACH 62,543 7,420 13,833 7,495 1,400 3,263 959 9,617 3,460 8,593 TOTAL 418,345 25,836 32,727 21,708 14,562 11,635 21,727 35,810 38,132 12,341