Société Générale / Risk report 2021 - Pillar 3 2020

7 COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 144 QUANTITATIVE INFORMATION 7.4 TABLE 66: COUNTERPARTY CREDIT RISK, EAD AND RWA BY APPROACH AND EXPOSURE CLASS Counterparty credit risk is broken down as follows: (In EURm) 31.12.2020 IRB Standard Total Exposure class Exposure EAD RWA Exposure EAD RWA Exposure EAD RWA Sovereign 23,472 23,560 382 170 170 - 23,642 23,730 382 Institutions 19,536 19,673 3,387 23,628 23,928 1,403 43,164 43,601 4,789 Corporates 54,370 54,145 15,786 1,697 1,398 1,246 56,067 55,543 17,032 Retail 121 121 8 2 2 2 122 122 10 Other 1 1 - 3,499 3,499 986 3,500 3,500 987 TOTAL 97,500 97,500 19,563 28,996 28,996 3,636 126,496 126,496 23,199 The table as at 31 December 2019 has been modified as follows in order to include risk exposures related to contributions to the default funds of central counterparties (EUR 1.1 billion of RWA as at 31 December 2019): (In EURm) 31.12.2019 IRB Standard Total Exposure class Exposure EAD RWA Exposure EAD RWA Exposure EAD RWA Sovereign 22,843 22,954 302 3 3 - 22,845 22,956 302 Institutions 20,006 20,005 2,901 29,209 29,209 1,035 49,215 49,215 3,936 Corporates 44,030 43,919 10,639 1,042 1,042 826 45,072 44,961 11,465 Retail 189 189 9 1 1 1 190 190 11 Other 9 9 - 3,960 3,960 1,267 3,970 3,970 1,267 TOTAL 87,077 87,077 13,852 34,215 34,215 3,129 121,292 121,292 16,981 The tables above feature amounts excluding the CVA (Credit Valuation Adjustment) which represents EUR 3.1 billion as at 31 December 2020 ( vs . EUR 2.6 billion as at 31 December 2019).

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