Société Générale / Risk report 2021 - Pillar 3 2020

9 MARKET RISK ADDITIONAL QUANTITATIVE INFORMATION ON MARKET RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 185 TABLE 98: INTERNAL MODEL VALUES IN TRADING PORTFOLIOS (MR3) (In EURm) 31.12.2020 31.12.2019 VaR (10 days, 99%) (1) Period start 93 49 Maximum value 188 113 Average value 103 71 Minimum value 35 40 Period end 67 85 Stressed VaR (10 days, 99%) (1) Period start 105 108 Maximum value 343 213 Average value 158 119 Minimum value 73 49 Period end 131 112 Incremental Risk Charge (99.9%) Period start 93 317 Maximum value 172 352 Average value 103 192 Minimum value 53 58 Period end 112 83 Comprehensive Risk capital charge (99.9%) Period start 95 164 Maximum value 462 211 Average value 116 144 Minimum value 51 73 Period end 70 95 Floor (standardised measurement method) 75 79 On the perimeter for which the capital requirements are assessed by internal model. (1)