Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK IMPAIRMENT | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 81 The variables and segmentations are described in the table below: Scope Macro-economic variables Retail France French growth rate French inflation rate French unemployment rate 10Y Yield France Romania Romanian growth rate Exchange rate EUR/RON Romanian unemployment rate Italy Italian unemployment rate Non retail Financial institutions Spread EURIBOR – EONIA swap 3 months US growth rate Very large enterprises Brazilian growth rate Indian growth rate Chinese growth rate Russian growth rate Japanese growth rate US growth rate Euro zone growth rate Middle-market companies France Profit margins of companies France French growth rate Local communities French growth rate SMEs France Profit margins of French companies French growth rate SMEs (excluding France) Romanian growth rate Romanian unemployment rate Euro zone growth rate

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