Société Générale / Risk report 2021 - Pillar 3 2020

5 CAPITAL MANAGEMENT AND ADEQUACY SCOPE OF APPLICATION – PRUDENTIAL SCOPE PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 50 LIABILITIES at 31.12.2019 (In EURm) Consolidated balance sheet Prudential restatements linked to insurance (1) Prudential restatements linked to consolidation methods Accounting balance sheet within the prudential scope Reference to table 12a page 59 Due to central banks 4,097 - - 4,097 Financial liabilities at fair value through profit or loss 364,129 3,228 (59) 367,298 Hedging derivatives 10,212 3 - 10,215 Debt securities issued 125,168 1,135 - 126,303 Due to banks 107,929 (3,643) 61 104,347 Customer deposits 418,612 1,517 (73) 420,056 Revaluation differences on portfolios hedged against interest rate risk 6,671 - - 6,671 Tax liabilities 1,409 (396) - 1,013 Other Liabilities 85,062 (9,204) 154 76,012 Non-current liabilities held for sale 1,333 - - 1,333 Liabilities related to insurance activities contracts 144,259 (144,259) - - Provisions 4,387 (14) - 4,373 Subordinated debts 14,465 40 - 14,505 o.w redeemable subordinated notes including revaluation differences on hedging items 14,032 42 - 14,074 5 TOTAL DEBTS 1,287,733 (151,593) 83 1,136,223 Subtotal Equity, Group share 63,527 (203) - 63,324 6 Issued common stocks, equity instruments and capital reserves 31,102 - - 31,102 Retained earnings 29,558 (203) - 29,355 Net income 3,248 - - 3,248 Unrealised or deferred capital gains and losses (381) - - (381) Minority interests 5,043 (793) - 4,250 7 TOTAL EQUITY 68,570 (996) - 67,574 TOTAL LIABILITIES 1,356,303 (152,589) 83 1,203,797 Restatement of entities excluded from the prudential scope and reconsolidation of intra-group transactions relating to these entities. (1) The main Group companies outside the prudential reporting scope are as follows: TABLE 8: ENTITIES OUTSIDE THE PRUDENTIAL SCOPE Company Activity Country Antarius Insurance France ALD RE Designated Activity Company Insurance Ireland Catalyst RE International LTD Insurance Bermuda Société Générale Strakhovanie Zhizni LLC Insurance Russia Sogelife Insurance Luxembourg SG Strakhovanie LLC Insurance Russia Sogecap Insurance France Komercni Pojstovna A.S. Insurance Czech Republic La Marocaine Vie Insurance Morocco Oradea Vie Insurance France Société Générale RE SA Insurance Luxembourg Sogessur Insurance France Société Générale Life Insurance Broker SA Insurance Luxembourg Banque Pouyanne Bank France Generally, all regulated Group undertakings are subject to solvency under a double supervision, on a standalone basis and on a requirements set by their respective supervisory authorities. Regulated consolidated basis but the CRR allows, under specific conditions, financial entities and affiliates outside of Societe Generale’s prudential waivers from the requirements on an individual basis granted by the consolidation scope are all in compliance with their respective competent authorities. solvency requirements. As a general principle, all banks should be