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 | 68 LINK BETWEEN PRUDENTIAL BALANCE SHEET AND TYPE OF RISK TABLE 23: DIFFERENCES BETWEEN STATUTORY AND PRUDENTIAL CONSOLIDATED BALANCE SHEETS AND ALLOCATION TO REGULATORY RISK CATEGORIES (LI1) ASSETS at 31.12.2020 (In EURm) Consolidated balance sheet (statutory scope) Consolidated balance sheet within the prudential scope Subject to credit risk Subject to counterparty credit risk Subject to the securitisation framework Subject to market risk- Not subject to capital requirements or subject to deduction from capital Cash, due from banks 168,179 168,179 165,837 - - - 2,342 Financial assets at fair value through profit or loss 429,458 440,424 22,490 281,532 - 417,934 - Hedging derivatives 20,667 20,689 - 20,689 - 264 - Financial assets at fair value through other comprehensive income 52,060 52,060 51,795 - - 265 - Securities at amortised cost 15,635 15,635 15,592 - - - 43 Due from banks at amortised cost 53,380 53,594 42,192 11,264 - 11,264 138 of which subordinated loans to credit institutions 97 97 - - - - 97 Customer loans at amortised cost 448,761 450,299 422,242 8,439 18,966 8,323 652 Revaluation differences on portfolios hedged against interest rate risk 378 378 - - - - 378 Investment of insurance activities 166,854 - - - - - - Tax assets 5,001 4,913 3,687 - - - 1,227 o.w deferred tax assets that rely on future profitability excluding those arising from temporary differences 1,840 1,227 0 - - - 1,227 o.w deferred tax assets arising from temporary differences 2,267 2,703 2,703 - - - - Other assets 67,341 64,862 42,971 - - 345 21,546 o.w defined-benefit pension fund assets 52 52 - - - - 52 Non-current assets held for sale 6 6 6 - - - - Investments accounted for using the equity method 100 4,692 4,692 - - - - Tangible and intangible assets 30,088 29,922 28,235 - - - 1,687 o.w intangible assets exclusive of leasing rights 2,485 2,345 658 - - - 1,687 Goodwill 4,044 3,719 - - - - 3,719 TOTAL ASSETS 1,461,952 1,309,372 799,737 321,924 18,966 438,396 31,732