Société Générale / Risk report 2021 - Pillar 3 2020

9 MARKET RISK MARKET RISK MAIN MEASURES | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 177 BREAKDOWN OF THE DAILY (1) P&L OF MARKET ACTIVITIES (2020, IN EURM) TRADING VAR (ONE-DAY, 99%), DAILY ACTUAL P&L (2) AND DAILY HYPOTHETICAL P&L (3) OF THE TRADING PORTFOLIO (2020, IN EURM) TABLE 91: REGULATORY TEN-DAY 99%VAR AND ONE-DAY 99%VAR (In EURm) 31.12.2020 31.12.2019 VaR (10 days, 99%) (4) VaR (1 day, 99%) (4) VaR (10 days, 99%) (4) VaR (1 day, 99%) (4) Period start 93 29 49 16 Maximum value 188 60 113 36 Average value 103 33 71 23 Minimum value 35 11 40 13 Period end 67 21 85 27 Over the scope for which capital requirements are assessed by internal model. (4) Actual P&L. (1) Daily profit or loss used for the VaR backtesting against actual P&L, as defined in the “99%Value-at-Risk (VaR)”. (2) Daily profit or loss used for the VaR backtesting against hypothetical P&L, as defined in the “99%Value-at-Risk (VaR)”. (3)