Société Générale / Risk report 2021 - Pillar 3 2020
6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 138 TABLE 65: RWA AND CAPITAL REQUIREMENTS FLOWSTATEMENTS OF CREDIT RISK EXPOSURES UNDER IRB APPROACH (CR8) (In EURm) RWA amounts Capital requirements RWA as at end of previous reporting period (30.09.2020) 166,167 13,293 Asset size (1,588) (127) Asset quality (1,115) (89) Model updates - - Methodology and policy 6,703 536 Acquisitions and disposals (1,431) (114) Foreign exchange movements (678) (54) Other (213) (17) RWA as at end of reporting period (31.12.2020) 167,845 13,428
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