Société Générale / Risk report 2021 - Pillar 3 2020

7 COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 152 (In EURm) 31.12.2019 Risk weight Exposure Classes 0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1 250% Autres RW Total Central governments or central banks 3 - - - - - - - - - - - - - - 3 Regional governments or local authorities - - - - - - - - - - - - - - - - Public sector entities - - - - - - - - - 5 - - - - - 5 Multilateral Development Banks - - - - - - - - - - - - - - - - International Organisations - - - - - - - - - - - - - - - - Institutions 8,020 18,501 38 - 2,439 - 16 - - 159 - - - - 31 29,204 Corporates - - - - 104 - 9 - - 782 - - - - 147 1,042 Retail - - - - - - - - - 1 - - - - - 1 Secured by mortgages on immovable property - - - - - - - - - - - - - - - - Exposures in default - - - - - - - - - - - - - - - - Items associated with particularly high risk - - - - - - - - - - - - - - - - Covered bonds - - - - - - - - - - - - - - - - Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - - - - - - - Collective investments undertakings (CIU) - - - - - - - - - 189 - - - - - 189 Equity exposures - - - - - - - - - - - - - - - - Other exposures - - - - - - - - - - - - - - - - TOTAL 8,023 18,501 38 - 2,543 - 25 - - 1,136 - - - - 178 30,444

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