Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 137 TABLE 64: SPECIALISED LENDING AND EQUITIES – INTERNAL APPROACH (CR10) (In EURm) 31.12.2020 Specialised lending Regulatory categories Remaining maturity On-balance sheet amount Off-balance sheet amount Risk weight Exposure amount RWAs Expected losses Category 1 Less than 2.5 years 311 1,545 50% 844 404 - Equal to or more than 2.5 years 8 73 70% 23 16 0 Category 2 Less than 2.5 years 299 420 70% 479 289 2 Equal to or more than 2.5 years 17 15 90% 21 19 0 Category 3 Less than 2.5 years 30 40 115% 46 46 1 Equal to or more than 2.5 years 1 0 115% 1 1 0 Category 4 Less than 2.5 years 6 3 250% 7 13 1 Equal to or more than 2.5 years 1 2 250% 3 7 0 Category 5 Less than 2.5 years 12 3 0% 12 - 6 Equal to or more than 2.5 years 6 - 0% 6 - 3 TOTAL Less than 2.5 years 657 2,011 1,388 752 10 Equal to or more than 2.5 years 32 90 53 43 3 Equities under the simple risk-weighted approach Categories On-balance sheet amount Off-balance sheet amount Risk weight Exposure amount RWAs Capital requirements Private equity exposures 351 - 190% 351 668 53 Exchange-traded equity exposures 25 - 290% 25 74 6 Other equity exposures 706 - 370% 706 2,614 209 TOTAL 1,083 - 1,083 3,355 268 The table as at 31 December 2019 has been modified as follows, in order to exclude from line “Other equity exposures” the shares in insurance entities weighted at 370% (Danish compromise): (In EURm) 31.12.2019 Specialised lending Regulatory categories Remaining maturity On-balance sheet amount Off-balance sheet amount Risk weight Exposure amount RWAs Expected losses Category 1 Less than 2.5 years 292 1,615 50% 815 397 - Equal to or more than 2.5 years 34 104 70% 58 40 0 Category 2 Less than 2.5 years 280 361 70% 437 279 2 Equal to or more than 2.5 years 18 40 90% 34 30 0 Category 3 Less than 2.5 years 35 72 115% 60 66 2 Equal to or more than 2.5 years 1 1 115% 1 1 0 Category 4 Less than 2.5 years 6 2 250% 7 14 1 Equal to or more than 2.5 years - 0 250% 0 0 0 Category 5 Less than 2.5 years 18 1 0% 18 - 5 Equal to or more than 2.5 years - 1 0% 0 - 0 TOTAL Less than 2.5 years 631 2,051 1,337 756 9 Equal to or more than 2.5 years 53 146 92 71 1 Equities under the simple risk-weighted approach Categories On-balance sheet amount Off-balance sheet amount Risk weight Exposure amount RWAs Capital requirements Private equity exposures 185 - 190% 185 352 28 Exchange-traded equity exposures 38 - 290% 38 111 9 Other equity exposures 728 - 370% 728 2,695 216 TOTAL 952 - 952 3,158 253