Société Générale / Risk report 2021 - Pillar 3 2020

Creditriskcorrespondstotheriskof lossesarising from the inability of the Group’s customers, issuers or other counterparties to meet their financial commitments. This risk includes the risk linked to securitisation activities and may be further amplified by individual, country and sector concentration risk. IN BRIEF Credit risk RWA at end 2020 EUR 260.9 bn (Credit risk RWA at end 2019: EUR 262.9bn) EAD calculated in IRB (% of total credit risk): 83 % 6 75 | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 CREDIT RISK