Société Générale / Risk report 2021 - Pillar 3 2020

7 COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 151 TABLE 72: COUNTERPARTY CREDIT RISK IN STANDARDISED APPROACH – EAD DISTRIBUTED BY RISKWEIGHT (CCR3) In accordance with the EBA’s guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation. (In EURm) 31.12.2020 Risk weight Exposure Classes 0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1 250% Others RW Total Central governments or central banks 170 - - - - - - - - - - - - - - 170 Regional governments or local authorities 0 - - - - - - - - - - - - - 0 0 Public sector entities - - - - 2 - - - - 1 - - - - - 3 Multilateral Development Banks - - - - - - - - - - - - - - - - International Organisations - - - - - - - - - - - - - - - - Institutions 8,435 12,033 0 - 2,687 - 278 - - 483 1 - - - 9 23,925 Corporates - - - - 0 - 22 - - 1,193 0 - - - 183 1,398 Retail - - - - - - - - 1 1 - - - - 0 2 Secured by mortgages on immovable property - - - - - - - - - - - - - - - - Exposures in default - - - - - - - - - - 0 - - - 0 0 Items associated with particularly high risk - - - - - - - - - - 0 - - - - 0 Covered bonds - - - - - - - - - - - - - - - - Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - - - - - - - Collective investments undertakings (CIU) - - - - - - - - - - - - - - - - Equity exposures - - - - - - - - - - - - - - - - Other exposures - - - - - - - - - - - - - - - - TOTAL 8,605 12,033 0 - 2,688 - 300 - 1 1,678 1 - - - 192 25,497