Société Générale / Risk report 2021 - Pillar 3 2020

5 CAPITAL MANAGEMENT AND ADEQUACY ADDITIONAL QUANTITATIVE INFORMATION ON OWN FUNDS AND CAPITAL ADEQUACY | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 67 TABLE 21: GEOGRAPHICAL DISTRIBUTION OF CREDIT EXPOSURES RELEVANT FOR THE CALCULATION OF THE COUNTERCYCLICAL CAPITAL BUFFER (CCYB1) (In EURm) 31.12.2020 General credit exposures Relevant credit exposures – Market risk Securitisation exposures - Exposure value for non-trading book Total exposure value Own fund requirements RWA- Own fund require- ments weights Counter- cyclical buffer rate(%)- Exposure value under the standar- dised approach Exposure value under the IRB approach Sum of long and short positions of trading book expo- sures for SA Value of trading book exposures for internal models Relevant credit exposures - Credit risk Relevant credit exposures – Market risk Relevant credit exposures – Securiti- sation positions in the non-trading book Total Europe 101,936 381,567 53 3,850 21,523 508,929 17,047 36 7 17,090 213,629 83.5% Bulgaria 1 228 - - - 229 7 - - 7 92 0.0% 0.50% Czech Republic 3,281 26,667 - - - 29,948 955 - - 955 11,934 4.7% 0.50% Denmark 508 527 - 32 - 1,067 47 0 - 47 592 0.2% 0.00% France 41,259 258,167 7 619 14,721 314,773 10,246 9 3 10,259 128,233 50.2% 0.00% Norway 489 967 - 76 - 1,533 50 0 - 51 633 0.2% 1.00% Slovakia 910 217 - 3 - 1,131 69 - - 69 859 0.3% 1.00% Sweden 593 961 - 254 - 1,807 65 1 - 66 822 0.3% 0.00% Ireland 243 6,142 - 52 862 7,298 124 1 1 126 1,578 0.6% 0.00% Iceland 0 0 - - - 0 0 - - 0 0 0.0% 0.00% Lithuania 13 25 - - - 38 1 - - 1 11 0.0% 0.00% Luxembourg 1,882 11,129 - 330 369 13,711 403 2 0 405 5,063 2.0% 0.25% United Kingdom 6,810 14,541 - 799 1,653 23,804 666 7 1 674 8,421 3.3% 0.00% North America 1,705 51,857 5,936 506 14,319 74,322 1,082 97 12 1,191 14,884 5.8% Asia-Pacific 1,021 19,888 - 104 1,938 22,952 493 4 3 500 6,251 2.4% Hong Kong 201 863 - 111 - 1,175 29 2 - 31 386 0.2% 1.00% Rest of the world 19,162 18,763 - 230 148 38,302 1,669 5 0 1,674 20,929 8.2% TOTAL 123,824 472,075 5,988 4,690 37,928 644,505 20,291 142 23 20,455 255,693 100.0% 0.04% TABLE 22: COUNTERCYCLICAL CAPITAL BUFFER REQUIREMENTS (CCYB2) (In EURm) 31.12.2020 31.12.2019 Total risk exposure amount 351,852 345,010 Institution-specific countercyclical capital buffer (rate) 0.04% 0.28% Institution-specific countercyclical capital buffer requirement (amount) 126 951