Société Générale / Risk report 2021 - Pillar 3 2020

8 SECURITISATION PRUDENTIAL TREATMENT OF SECURITISATION POSITIONS PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 170 TABLE 88: SECURITISATION EXPOSURES DEDUCTED FROMOWN FUNDS BY TYPE OF UNDERLYING ASSETS (In EURm) 31.12.2020 31.12.2019 31.12.2020 31.12.2019 Underlying assets Banking Book Trading Book Residential mortgages - - 2 9 Commercial mortgages 0 - 0 - Credit card receivables - - - - Leasing - - - Loans to corporates and SMEs 12 7 - - Consumer loans 14 9 - - Trade receivables - - - - Other assets - - - - Covered bonds - - 0 - Other liabilites - - - - TOTAL 26 16 2 9 TABLE 89: REGULATORY CAPITAL REQUIREMENTS RELATING TO SECURITISATIONS RETAINED OR PURCHASED IN THE TRADING BOOK (In EURm) 31.12.2020 31.12.2019 Net long positions Net short positions Total risk- weighted positions Capital requirements Net long positions Net short positions Total risk- weighted positions Capital requirements Securitisation 402 182 534 43 516 129 277 22 Re-securitisation - - - - - - - - Positions deducted from capital - - - 2 - - - 9 TABLE 90: RE-SECURITISATION POSITIONS RETAINED OR PURCHASED (In EURm) 31.12.2020 31.12.2019 Banking Book Trading Book Banking Book Trading Book Before hedging/ insurances After hedging/ insurances Before hedging/ insurances After hedging/ insurances Before hedging/ insurances After hedging/ insurances Before hedging/ insurances After hedging/ insurances Re-securitisation 0 0 0 0 0 0 0 0 All re-securitisation positions have reached maturity. There were no financial guarantors on these exposures.