Société Générale / Risk report 2021 - Pillar 3 2020

5 CAPITAL MANAGEMENT AND ADEQUACY ADDITIONAL QUANTITATIVE INFORMATION ON OWN FUNDS AND CAPITAL ADEQUACY PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 66 TABLE 18C: LEVERAGE RATIO – SPLIT-UP OF ON-BALANCE SHEET EXPOSURES (EXCLUDING DERIVATIVES, SFTS AND EXEMPTED EXPOSURES) (LRSPL) (In EURm) 31.12.2020 31.12.2019 EU-1 Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which: 969,181 867,660 EU-2 Trading book exposures 114,991 86,320 EU-3 Banking book exposures, of which: 854,190 781,340 EU-4 Covered bonds 206 - EU-5 Exposures treated as sovereigns 279,867 201,137 EU-6 Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns 14,453 14,754 EU-7 Institutions 48,161 34,524 EU-8 Secured by mortgages of immovable properties 16,447 15,976 EU-9 Retail exposures 195,019 201,637 EU-10 Corporate 190,072 200,365 EU-11 Exposures in default 8,338 15,794 EU-12 Other exposures (eg equity, securitisations, and other non-credit obligation assets) 101,627 97,153 TABLE 19: NON-DEDUCTED EQUITIES IN INSURANCE UNDERTAKINGS (INS1) (In EURm) 31.12.2020 Exposure 4,674 RWA 17,294 TABLE 20: FINANCIAL CONGLOMERATES INFORMATION ON OWN FUNDS AND CAPITAL ADEQUACY RATIO (INS2) (In EURm) 30.06.2020 Supplementary own fund requirements of the financial conglomerate (amount) 21,328 Capital adequacy ratio of the financial conglomerate (%) 143% COUNTERCYCLICAL BUFFER DETAILS The countercyclical capital buffer (or CCyB) rate is defined by country. in France and in charge of recognising any rates applicable in other The countercyclical capital buffer requirement is calculated by countries is the High Council for Financial Stability (HCSF). The HCSF averaging the countercyclical rates of each country, weighted by the publishes quarterly the CCyB rate for France and the rates recognised exposures relevant to credit risk in those countries. The for third countries. The rate applicable to the Group is recalculated countercyclical capital buffer rate came into effect on 1 January 2016, whenever a country is subject to a rate change. As a result, there is no with a transitional period that ended in 2019. In France, the authority annual rate for this cushion, but a rate applicable on a given date. in charge of defining the countercyclical rate applicable to exposures