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 69 LIABILITIES at 31.12.2020 (In EURm) Consolidated balance sheet (statutory scope) Consolidated balance sheet within the prudential scope Subject to credit risk Subject to counterparty credit risk Subject to the securitisation framework Subject to market risk- Not subject to capital requirements or subject to deduction from capital Due to central bank 1,489 1,489 - - - - 1,489 Financial liabilities at fair value through profit or loss 390,247 392,278 - 280,935 - 338,523 53,756 Hedging derivatives 12,461 12,471 - 12,471 - 49 0 Debt securities issued 138,957 139,780 - - - 41,426 98,353 Due to banks 135,571 132,904 - 621 - 621 132,283 Customer deposits 456,059 457,439 - 5,536 - 5,536 451,903 Revaluation differences on portfolios hedged against interest rate risk 7,696 7,696 - - - - 7,696 Tax liabilities 1,223 929 - - - - 929 Other Liabilities 84,937 78,254 - - - 4,173 74,081 Non-current liabilities held for sale - - - - - - - Liabilities related to insurance activities contracts 146,126 - - - - - - Provisions 4,775 4,755 - - - 36 4,718 Subordinated debts 15,432 15,472 - - - - 15,472 of which redeemable subordinated notes including revaluation differences on hedging items 15,001 15,041 - - - - 15,041 TOTAL DEBTS 1,394,973 1,243,466 - 299,562 - 390,364 840,681 Subtotal Equity, Group share Issued common stocks, equity instruments and capital reserves 31,628 31,628 - - - - 31,628 Retained earnings 32,076 31,874 - - - - 31,874 Net income (258) (258) - - - - (258) Unrealised or deferred capital gains and losses (1,761) (1,762) - - - - (1,762) Minority interests 5,295 4,424 - - - - 4,424 TOTAL EQUITY 66,979 65,905 - - - - 65,905 TOTAL LIABILITIES 1,461,952 1,309,372 - 299,562 - 390,364 906,586 Some balance sheet items have been allocated to both “counterparty” and “market” risk categories: this is mostly the case for some derivative items at fair value through profit or loss as well as for reverse repos. The table as at 31 December 2019 has been modified as follows, notably in order to allocate balance sheet items that do not generate risk in the prudential sense to the column entitled “Not subject to capital requirements or subject to deduction from capital”: