Société Générale / Risk report 2021 - Pillar 3 2020

5 CAPITAL MANAGEMENT AND ADEQUACY ADDITIONAL QUANTITATIVE INFORMATION ON OWN FUNDS AND CAPITAL ADEQUACY PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 62 (In EURm) 31.12.2020 Ref. Amount at disclosure ADDITIONAL TIER 1 (AT1) CAPITAL: INSTRUMENTS 30 Capital instruments and the related share premium accounts 8,830 31 of which: classified as equity under applicable accounting standards 8,830 32 of which: classified as liabilities under applicable accounting standards - 33 Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1 Public sector capital injections grandfathered until 1 January 2018 34 Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties 195 35 of which: instruments issued by subsidiaries subject to phase out 36 Additional Tier 1 (AT1) capital before regulatory adjustments 9,025 ADDITIONAL TIER 1 (AT1) CAPITAL: REGULATORY ADJUSTMENTS 37 Direct and indirect holdings by an institution of own AT1 instruments (negative amount) (125) 38 Holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount) - 39 Direct and indirect holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above the 10% threshold and net of eligible short positions) (negative amount) - 40 Direct and indirect holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant in those entities (amount above the 10% threshold net of eligible short positions) (negative amount) (11) 41 Regulatory adjustments applied to AT1 in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/2013 ( i.e. CRR residual amounts) - 41a Residual amounts deducted from AT1 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No 575/2013 Of which items to be detailed line by line, e.g. Material net interim losses, intangibles, shortfall of provisions to expected losses, etc. - 41b Residual amounts deducted from AT1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to article 475 of Regulation (EU) No 575/2013 Of which items to be detailed line by line, e.g. Reciprocal cross holdings in Tier 2 instruments, direct holdings of non-significant investments in the capital of other financial sector entities, etc. - 41c Amount to be deducted from or added to AT1 capital with regard to additional filters and deductions required pre-CRR - of which: … filter for unrealised losses - of which: … filter for unrealised gains - 42 Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) - 43 Total regulatory adjustments to Additional Tier 1 (AT1) capital (136) 44 Additional Tier 1 (AT1) capital 8,888 45 TIER 1 CAPITAL (T1= CET1+AT1) 56,179 TIER 2 (T2) CAPITAL: INSTRUMENTS AND PROVISIONS 46 Capital instruments and the related share premium accounts 12,438 47 Amount of qualifying items referred to in Article 484, paragraph 5 and the related share premium account subject to phase out from T2 Public sector capital injections grandfathered until 1 January 2018 149 48 Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties 240 49 of which: instruments issued by subsidiaries subject to phase out - 50 Credit risk adjustments 499 51 TIER 2 (T2) CAPITAL BEFORE REGULATORY ADJUSTMENTS 13,326 TIER 2 (T2) CAPITAL: REGULATORY ADJUSTMENTS 52 Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) (150) 53 Holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount) - 54 Direct and indirect holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) 0 54a of which: new holdings not subject to transitional arrangements 54b of which: holdings existing before 1 January 2013 and subject to transitional arrangements 55 Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount) (1,771) 56 Regulatory adjustments applied to Tier 2 in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/2013 ( i.e. CRR residual amounts) - 56a Residual amounts deducted from Tier 2 capital with regard to deduction form Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No 575/2013 Of which items to be detailed line by line, e.g. Material net interim losses, intangibles, shortfall of provisions to expected losses, etc. - 56b Residual amounts deducted from Tier 2 capital with regard to deduction from Additional Tier 1 capital during the transitional period pursuant to Article 475 of Regulation (EU) No 575/2013 Of which items to be detailed line by line, e.g. Reciprocal cross holdings in Tier 2 instruments, direct holdings of non-significant investments in the capital of other financial sector entities, etc. - 56c Amount to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre-CRR - of which: filter for unrealised losses of which: filter for unrealised gains