Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 125 TABLE 59: GEOGRAPHICAL BREAKDOWN OF NET EXPOSURES (CRB-C) The EBA’s recommendation to institutions for this table (EBA Guidelines 2016/11) is to report exposures only for material exposure classes, as described in EBA Guidelines 2014/14. Societe Generale opted not to present unused exposure classes. In accordance with the EBA’s guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation, contributions to default funds of CCPs, as well as other non-credit obligation assets under the advanced approach. (In EURm) 2020 France United Kingdom Germany Italy Luxem- bourg Spain Switzer- land Other Western European countries Czech Republic Romania Central governments or central banks 116,228 13,390 4,445 514 4,217 164 19,007 3,164 4,990 4,055 Institutions 24,187 2,257 390 396 660 85 198 1,659 1,735 18 Corporates 134,680 13,723 12,671 9,726 7,546 7,185 8,168 21,359 15,720 171 Retail 143,076 245 2,919 5,448 773 40 817 1,611 14,787 1 Equity 5,378 14 16 13 393 0 6 157 49 21 TOTAL IRB APPROACH 423,548 29,630 20,440 16,097 13,589 7,473 28,196 27,951 37,280 4,267 Central governments or central banks 2,906 840 691 1,129 55 52 23 402 47 9 Regional governments or local authorities 216 4 60 23 - 41 0 2 3 185 Public sector entities 44 68 38 3 - 31 4 6 13 2 Multilateral Development Banks 1,355 - - - - - - - - - International Organisations - - - - - - - - - - Institutions 2,992 813 1,216 191 30 604 170 336 2 3 Corporates 13,784 1,691 1,870 1,598 590 635 243 2,209 1,532 2,451 Retail 22,283 1,692 6,422 1,720 90 598 262 1,272 923 3,198 Secured by mortgages on immovable property 3,635 1,970 1,684 7 0 11 13 39 11 1,954 Exposures in default 717 171 190 104 5 36 7 409 71 90 Items associated with particularly high risk 61 - - - - - - - - 23 Covered bonds - 206 - - - - - - - - Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - Collective investments undertakings (CIU) 0 - - - - - - - - 5 Equity exposures 302 49 3 3 8 - 93 273 - 4 Other exposures 10,960 1,934 2,579 2,079 1,613 1,501 144 3,491 784 398 TOTAL SA APPROACH 59,253 9,438 14,753 6,857 2,390 3,509 958 8,440 3,386 8,322 TOTAL 482,802 39,067 35,194 22,954 15,979 10,982 29,155 36,391 40,666 12,589