Société Générale / Risk report 2021 - Pillar 3 2020

12 LIQUIDITY RISK REGULATORY RATIOS PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 210 TABLE 108: LIQUIDITY COVERAGE RATIO (EU-LIQ1) The liquidity coverage ratio is calculated as the simple average of month-end observations over the twelve months preceding the end of each quarter. Prudential Group (In EURm) Total unweighted value (in average) Total weighted value (in average) Quarter ending on 31.03.2020 30.06.2020 30.09.2020 31.12.2020 31.03.2020 30.06.2020 30.09.2020 31.12.2020 High-quality liquid assets Total high-quality liquid assets (HQLA) 164,784 175,241 188,059 204,815 Cash - Outflows Retail deposits and deposits from small business customers, of which: 198,003 200,970 204,245 208,820 15,489 15,667 15,847 16,129 Stable deposits 120,881 120,133 119,612 119,952 6,044 6,007 5,981 5,998 Less stable deposits 77,105 78,688 80,479 82,818 9,428 9,642 9,849 10,113 Unsecured wholesale funding 234,525 242,678 248,555 256,322 117,545 123,704 128,679 135,539 Operational deposits (all counterparties) and deposits in networks of cooperative banks 59,993 61,116 60,802 60,660 14,525 14,797 14,726 14,698 Non-operational deposits (all counterparties) 160,853 167,458 173,333 178,756 89,340 94,803 99,533 103,935 Unsecured debt 13,680 14,104 14,419 16,906 13,680 14,104 14,419 16,906 Secured wholesale funding 82,594 82,852 79,785 78,303 Additional requirements 179,266 178,570 177,343 177,538 69,639 67,554 64,331 62,022 Outflows related to derivative exposures and other collateral requirements 46,482 44,609 41,123 38,531 44,161 42,181 38,822 36,470 Material outflows due to deterioration of own credit quality 5,941 5,770 5,669 5,463 5,941 5,770 5,669 5,463 Credit and liquidity facilities 126,843 128,191 130,551 133,544 19,537 19,603 19,840 20,089 Other contractual funding obligations 70,561 68,082 64,255 63,480 70,561 68,082 64,255 63,480 Other contingent funding obligations 44,368 43,087 43,366 44,151 457 279 511 624 TOTAL CASH OUTFLOWS 356,284 358,139 353,408 356,097 Cash - inflows Secured lending (eg reverse repos) 294,353 291,814 279,908 278,135 95,468 96,437 93,274 90,906 Inflows from fully performing exposures 39,045 39,993 40,037 39,816 31,783 32,606 32,864 32,857 Other cash inflows 108,698 108,145 106,363 106,166 106,981 106,207 104,246 103,956 (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) - - - - (Excess inflows from a related specialised credit institution) - - - - TOTAL CASH INFLOWS 442,096 439,953 426,308 424,117 234,232 235,250 230,385 227,719 Fully exempt Inflows - - - - - - - - Inflows subject to 90% cap - - - - - - - - Inflows subject to 75% cap 366,071 363,284 350,846 348,996 234,232 235,250 230,385 227,719 LIQUIDITY BUFFER 164,784 175,241 188,059 204,815 TOTAL NET CASH OUTFLOWS 122,052 122,889 123,023 128,378 LIQUIDITY COVERAGE RATIO (%) 135% 143% 153% 160%