Société Générale / Risk report 2021 - Pillar 3 2020

17 APPENDICES PILLAR 3 CROSS-REFERENCE TABLE PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 234 PILLAR 3 CROSS-REFERENCE TABLE 17.1 CRD4/CRR article Theme Pillar 3 report reference (except reference to the Universal Registration Document) Page in Pillar 3 report 90 (CRD4) Return on assets 5 Capital management and adequacy 48 435 (CRR) 1. Risk management objectives and policies 1 Group concise risk statement 3 Risk management and organisation 12 Liquidity risk 4-9 26-35 204-205 436 (CRR) 2. Scope of application 5 Capital management and adequacy 47-51; 68-73 SG website - Capital instruments and TLAC eligible SNP SG website - Information about the consolidation scope SG website - Differences in the scopes of consolidation (LI3) 437 (CRR) 3. Own funds 5 Capital management and adequacy 51-54; 59-63 438 (CRR) 4. Capital requirements 5 Capital management and adequacy 47; 54-55; 137-138; 154; 186 439 (CRR) 5. Exposure to counterparty credit risk 7 Counterparty credit risk 140-154 440 (CRR) 6. Capital buffers 5 Capital management and adequacy 66-67 441 (CRR) 7. Indicators of global systemic importance SG website - Information and publication section 442 (CRR) 8. Credit risk adjustments 6 Credit risk 79-81; 99-108; 113-114; 125-134 443 (CRR) 9. Unencumbered assets 12 Liquidity risk 206-208 444 (CRR) 10. Use of ECAIs 6 Credit risk 8 Securitisation 82; 96; 115-116; 123-124 167 445 (CRR) 11. Exposure to market risk 9 Market risk 172-186 446 (CRR) 12. Operational risk 10 Operational risk 188-195 447 (CRR) 13. Exposures to equities not included in the trading book 16 Equity risk 228-229 448 (CRR) 14. Exposure to interest rate risk on positions not included in the trading book 11 Structural interest rate and exchange rate risks 199-200 449 (CRR) 15. Exposure to securitisation positions 8 Securitisation 156-170 450 (CRR) 16. Remuneration policy First update of the Pillar 3 report (planned) 451 (CRR) 17. Leverage 5 Capital management and adequacy 57-58; 64-66 452 (CRR) 18. Use of the IRB Approach to credit risk 6 Credit risk 82-90; 95; 117-122 453 (CRR) 19. Use of credit risk mitigation techniques 6 Credit risk 7 Counterparty credit risk 78-79; 135-136 141 454 (CRR) 20. Use of the advanced measurement approaches to operational risk 10 Operational risk 188-195 455 (CRR) 21. Use of internal market risk models 9 Market risk 172-186 437a (CRR2) 22. TLAC and related eligible instruments 5 Capital management and adequacy SG website - Capital instruments and TLAC eligible SNP 56-57