Société Générale / Risk report 2021 - Pillar 3 2020

10 OPERATIONAL RISK RISK-WEIGHTED ASSETS AND CAPITAL REQUIREMENTS PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 194 RISK-WEIGHTED ASSETS AND CAPITAL 10.4 REQUIREMENTS Societe Generale’s capital requirements for operational risk are mainly calculated using the Advanced Measurement Approach (AMA) via its internal model (95% in 2020). regulatory evolutions (Delegated Regulation (EU) No. 2018/959 having a final application date as of Q3 2020), with notably an upward impact on RWA triggered by a change of statistical modelling, somewhat alleviated by the exclusion of some types of losses from several The amount of RWA on the AMA scope increased in 2020 (EUR +1.4 scenarios for the calculation of operational risk capital requirements. billion, i.e. +3.2%). This rise is linked with the application of some The following table breaks down the Group’s risk-weighted assets and the corresponding capital requirements as at 31 December 2020. TABLE 100: RISK-WEIGHTED ASSETS AND CAPITAL REQUIREMENTS FOR OPERATIONAL RISK (In EURm) 31.12.2020 31.12.2019 RWA under standar- dised approach RWA under Advanced Measu- rement Approach (AMA) Total RWA Capital require- ments RWA under standar- dised approach RWA under Advanced Measu- rement Approach (AMA) Total RWA Capital require- ments Global Banking and Investor Solutions 185 31,696 31,881 2,550 189 32,007 32,196 2,576 Corporate Center 260 7,046 7,306 584 364 3,141 3,505 280 International Retail Banking and Financial Services 1,681 3,922 5,603 448 1,884 5,029 6,913 553 French Retail Banking 124 4,275 4,398 352 33 5,313 5,346 428 TOTAL 2,250 46,938 49,188 3,935 2,470 45,491 47,961 3,837