Société Générale / Risk report 2021 - Pillar 3 2020
17 APPENDICES MAPPING TABLE OF EXPOSURE CLASSES PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 238 Chapter Table number Pillar 3 Table number URD (1) Title Page in Pillar 3 report Page in the URD (1) EBA revised Pillar 3 guidelines regulatory references 16 111 47 Net gains and losses on banking book equities and holdings 229 264 16 112 48 Capital requirements related to banking book equities and holdings 229 264 (1) Universal Registration Document MAPPING TABLE OF EXPOSURE CLASSES 17.3 As part of the presentation of credit risk data, the table below shows the link between the synthetic presentations of certain tables and the exposure classes detailed in the tables requested by the EBA in the context of the revision of Pillar 3. Method COREP exposure class Pillar 3 exposure class AIRB Central governments and central banks Sovereigns AIRB Institutions Institutions AIRB Corporate - SME Corporates AIRB Corporate - Specialised lending Corporates AIRB Corporate - Other Corporates AIRB Retail - Secured by real estate SME Retail AIRB Retail - Secured by real estate non-SME Retail AIRB Retail - Qualifying revolving Retail AIRB Retail - Other SME Retail AIRB Retail - Other non-SME Retail AIRB Other non credit-obligation assets Others AIRB Default funds contributions Others FIRB Central governments and central banks Sovereigns FIRB Institutions Institutions FIRB Corporate - SME Corporates FIRB Corporate - Specialised lending Corporates FIRB Corporate - Other Corporates IRB Equity Exposures Others IRB Securitisation Others Standardised Central governments or central banks Sovereigns Standardised Regional governments or local authorities Institutions Standardised Public sector entities Institutions Standardised Multilateral development banks Sovereigns Standardised International organisations Sovereigns Standardised Institutions Institutions Standardised Corporates Corporates Standardised Retail Retail Standardised Secured by mortgages on immovable property Others Standardised Exposures in default Others Standardised Items associated with particularly high risk Others Standardised Covered bonds Others Standardised Claims on institutions and corporate with a short-term credit assessment Others Standardised Claims in the form of CIU Others Standardised Equity Exposures Others Standardised Other items Others Standardised Default funds contributions Others Standardised Securitisation Others
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