Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 123 TABLE 58: CREDIT RISK IN STANDARDISED APPROACH - EAD DISTRIBUTED BY RISKWEIGHT (CR5) In accordance with the EBA’s guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation and contributions to default funds of central counterparties. (In EURm) 31.12.2020 Risk Weight Exposure Class 0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Risk Weight Total Central governments or central banks 6,436 - - - - - - - - 1,178 - 2,702 - - - 10,316 Regional governments or local authorities 94 - - - 615 - 1 - - 70 - - - - 0 780 Public sector entities 0 - - - 240 - - - - 23 - - - - 0 263 Multilateral Development Banks 1,436 - - - - - 20 - - 23 - - - - - 1,479 International Organisations - - - - - - - - - - - - - - - - Institutions 5,053 1,617 17 - 11,750 - 203 - - 505 0 - - - 22 19,169 Corporates - - - - 920 - 813 - 4 28,331 245 - - - 8 30,320 Retail - - - - 0 1,777 - - 28,659 132 - - - - 119 30,688 Secured by mortgages on immovable property 0 - - - - 10,258 1,649 - 2,879 251 - - - - 7 15,043 Exposures in default - - - - - - - - - 1,810 702 - - - 379 2,891 Items associated with particularly high risk - - - - - - - - - - 369 - - - - 369 Covered bonds - - - 206 - - - - - - - - - - - 206 Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - - - - - - - Collective investments undertakings (CIU) - - - - - - - - - 5 - - - - - 5 Equity exposures 3 - - - - - - - - 668 - 10 - - 293 974 Other exposures 1,914 - - - 456 - 2,776 - - 17,284 0 - - - 6,581 29,012 TOTAL 14,936 1,617 19 206 13,982 12,035 5,462 - 31,542 50,279 1,316 2,712 - - 7,409 141,516