Société Générale / Risk report 2021 - Pillar 3 2020

9 MARKET RISK ADDITIONAL QUANTITATIVE INFORMATION ON MARKET RISK PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 186 TABLE 99: QUARTERLY RWA FLOWSTATEMENTS OF MARKET RISK EXPOSURES UNDER IMA (INTERNAL MODEL APPROACH) (MR2-B) (In EURm) VaR SVaR IRC CRM Other Total RWA Total capital requirements RWA at end of previous reporting period (30.09.2020) 4,694 7,342 1,218 1,315 - 14,570 1,166 Regulatory adjustment 3,373 3,917 38 - - 7,328 586 RWA at end of day previous quarter 1,321 3,425 1,180 1,315 - 7,241 579 Movement in risk levels (335) (1,845) 224 (435) - (2,390) (191) Model updates/changes - - - - - - - Methodology and policy - - - - - - - Acquisitions and disposals - - - - - - - Foreign exchange movements (4) (5) - - - (9) (1) Other - - - - - RWA at end of day quarter 982 1,575 1,405 880 - 4,842 387 Regulatory adjustment 3,135 5,096 354 185 - 8,770 702 RWA at end of reporting period (31.12.2020) 4,117 6,671 1,758 1,066 - 13,612 1,089 Effects are defined as follows: regulatory adjustment: difference between RWA used for the p purpose of regulatory RWA calculation on the one hand and RWA of the last day or of the last week of the period on the other hand; movement in risk levels: changes due to position changes; p model updates/changes: significant updates to the model to reflect p recent experience ( e.g. recalibration), as well as significant changes in model scope; methodology and policy: methodology changes to the calculations p driven by regulatory policy changes; acquisitions and disposals: modifications due to acquisition or p disposal of business/product lines or entities; foreign exchange movements: changes arising from foreign currency p translation movements.