Societe Generale S.a. Class A · EURONEXT:GLE
Societe Generale S.a. Class A — European Financials Conference 2020
12 slides from Societe Generale S.a. Class A's conference presentation, Mar 17, 2020
Slide 1: Societe Generale
SOCIETE GENERALE European Financials Conference | 17.03.2020
Slide 2: Disclaimer
DISCLAIMER This presentation contains forward-looking statements relating to the targets and strategies of the Societe Generale Group. These forward-looking statements are based on a series of assumptions, both general and specific, in particular the application of accounting principles and methods
Slide 3: Capital Requirements
CAPITAL REQUIREMENTS MDA triggering level as of 01.01.20: 10.03% Systemic buffer 1.00% 0.28% 28bps of countercyclical buffer as of 01.01.2020 Countercyclical buffer Capital conservation “The ECB will allow banks to operate temporarily below the level of capital defined by the Pillar 2 2.50% Guidance
Slide 4: Group Liquid Asset Buffer
GROUP LIQUID ASSET BUFFER _Liquid Asset Buffer (in EURbn) 172 177 188 193 190 85 81 88 82 84 Central Bank Deposits(1) High Quality Liquid 82 91 81 73 76 Asset Securities(2) Central Bank Eligible 17 17 21 21 21 Assets(2) Q4 18 Q1 19 Q2 19 Q3 19 Q4 19 LIQUIDITY COVERAGE RATIO AT 124% ON AVERAGE IN Q4
Slide 5: 2020 YTD Vanilla Long Term Funding Programme 40% Completed
2020 YTD VANILLA LONG TERM FUNDING PROGRAMME 40% COMPLETED 2019 completed LT funding programme breakdown 2020 YTD completed LT funding programme breakdown 2% 0% 1% 0% 21% Senior structured issues Senior structured issues Covered Bonds 35% Covered Bonds Senior Preferred Senior Preferred Senior Non-Pr
Slide 6: Balanced Geographical Exposure
BALANCED GEOGRAPHICAL EXPOSURE GEOGRAPHIC EXPOSURE (31.12.19) On and off balance sheet EAD (all customer EUR 918bn) On-and off-balance sheet EAD* All customers included: EUR 918bn Africa and Asia-Pacific Latin Eastern Middle East 6% America and Europe 4% Caribbean (excl.EU) 1% DIVERSIFIED GEOGRAPHIC
Slide 7: Diversified Sector Exposure
DIVERSIFIED SECTOR EXPOSURE NO CORPORATE* SECTOR EXPOSURE ABOVE 6% OF TOTAL GROUP EAD _ CORPORATE EAD BY SECTOR AS % OF TOTAL GROUP EAD Finance & Insurance 6,0% Business services (including conglomerates) 3,8% Real estate 3,6% Wholesale trade 2,6% Transport & logistics 2,5% Collective services 2,2%
Slide 8: Details on Credit Risk
DETAILS ON CREDIT RISK EXPOSURE BY INTERNAL RATING (31.12.19) _CORPORATE* 33% ca. 63% Investment Grade _BANKS** ca. 94% Investment Grade 44% 29% 37% 21% 9% 13% 7% 5% 0% 1% 1% 1% 0% AAA AA A BBB BB B <B AAA AA A BBB BB B <B *The scope includes performing loans recorded under the IRB method (excluding
Slide 9: Proven Track Record on Cost of Risk
PROVEN TRACK RECORD ON COST OF RISK GROUP NET COST OF RISK IN BP 106 94 83 80 81 61 52 37 25 21 19 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 Source : published data, excluding provision for CIB legacy assets up to 2013 and provisions for disputes EUROPEAN FINANCIALS CONFERENCE 17 MARCH
Slide 10: EBA 2019 EU-Wide Transparency Exercise Non Performing Loans
EBA 2019 EU-WIDE TRANSPARENCY EXERCISE NON PERFORMING LOANS Coverage ratio as defined by the EBA in the transparency exercise (*) (Accumulated impairment, accumulated changes in fair Non Performing Loans value due to credit risk and (NPL) provisions on non- performing exposures) / as defined by the
Slide 11: Group - Change in Trading VaR and Stressed VaR
GROUP - CHANGE IN TRADING VAR* AND STRESSED VAR** _Quarterly Average of 1-Day, 99% Trading VaR* (in EUR m) 23 28 19 17 18 21 18 22 Trading VaR* 15 8 16 6 7 10 5 5 4 Credit 8 15 12 12 10 Interest Rates 12 11 13 11 11 Equity 14 17 19 Forex 15 14 13 15 15 12 Commodities 3 3 3 4 4 4 3 3 2 2 2 2 3 2 2 2
Slide 12: Investor Relations Team
INVESTOR RELATIONS TEAM [email protected] www.societegenerale.com/en/investors
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