Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK QUANTITATIVE INFORMATION PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 96 TABLE 39: EXPOSURE TREATED UNDER STANDARDISED APPROACH BY EXPOSURE CLASS AND EXTERNAL RATING (CREDIT AND COUNTERPARTY CREDIT RISKS) The amounts are presented without default, securitisation and contributions to default funds of central counterparties. (In EURm) 31.12.2020 Exposure class External rating Exposure EAD Sovereign AAA to AA- 3,061 3,971 A+ to A- 10 2 BBB+ to B- 1,130 1,117 < B- - 4 Without external rating 5,852 6,871 Subtotal 10,054 11,965 Institutions AAA to AA- 10,387 5,914 A+ to A- 480 386 BBB+ to B- 931 860 < B- - - Without external rating 26,230 36,981 Subtotal 38,029 44,140 Corporates AAA to AA- - 217 A+ to A- - 2 BBB+ to B- - - < B- - - Without external rating 49,169 31,499 Subtotal 49,169 31,718 Retail Without external rating 47,491 30,690 Other Without external rating 46,139 45,609 TOTAL 190,882 164,122

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