Société Générale / Risk report 2021 - Pillar 3 2020

7 COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 146 TABLE 68: EAD AND RWA TOWARDS CENTRAL COUNTERPARTIES (CCR8) (In EURm) 31.12.2020 31.12.2019 EAD RWA EAD RWA Exposures to QCCPs 28,248 1,228 32,252 1,454 Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which: 10,038 201 16,225 326 OTC derivatives n 1,003 20 1,108 23 Exchange-traded derivatives n 7,243 145 13,793 277 Securities financing transactions n 1,791 36 1,323 26 Netting sets where cross-product netting has been approved n - - - - Segregated initial margin 12,701 - 9,731 - Non-segregated initial margin 2,036 41 2,525 51 Pre-funded default fund contributions 3,474 986 3,771 1,077 Alternative calculation of own funds requirements for exposures - - - - Exposures to non-QCCPs 61 35 - - Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which: - - - - OTC derivatives n - - - - Exchange-traded derivatives n - - - - Securities financing transactions n - - - - Netting sets where cross-product netting has been approved n - - - - Segregated initial margin 35 35 - - Non-segregated initial margin - - - - Pre-funded default fund contributions 25 - - - Unfunded default fund contributions - - - -