Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK QUANTITATIVE INFORMATION PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 92 GROUP RETAIL RISK EXPOSURE BY EXPOSURE SUBCLASS (EAD) AT 31 DECEMBER 2020 On- and off-balance sheet exposures (EUR 202 billion in EAD) GROUP RETAIL RISK EXPOSURE BY EXPOSURE SUBCLASS (EAD) AT 31 DECEMBER 2019 On- and off-balance sheet exposures (EUR 203 billion in EAD) SECTOR BREAKDOWN OF GROUP CORPORATE EXPOSURE (BASEL PORTFOLIO) EAD of the Corporate portfolio is presented in accordance with the Basel rules (large corporates, including insurance companies, funds and hedge funds, SMEs, specialised financing, factoring businesses), based on the obligor’s characteristics, before taking into account the substitution effect (credit risk scope: debtor, issuer and replacement risk). As at 31 December 2020, the Corporate portfolio amounted to EUR 339 billion (on- and off-balance sheet exposures measured in EAD). Three sectors account for more than 10% of the portfolio each (Finance and Insurance, Business services, Real Estate). The Group’s exposure to its ten largest Corporate counterparties accounts for 6% of this portfolio.