Harmonised Transparency Template
2022 Version
FRANCE
Societe Generale SCF
Reporting Date: 28/02/2022
Cut-off Date:
28/02/2022
Index
Worksheet A: HTT General
Worksheet B2: HTT Public Sector Assets
Worksheet C: HTT Harmonised Glossary
Covered Bond Label Disclaimer
Worksheet E: Optional ECB-ECAIs data
3. General Cover Pool / Covered Bond Information
3. Cover Pool Composition
Nominal (mn)
4. Cover Pool Amortisation Profile
Contractual (mn)
Expected Upon Prepayments (mn)
5. Maturity of Covered Bonds
Initial Maturity (mn)
Extended Maturity (mn)
A. Harmonised Transparency Template - General Information | HTT 2022 | |
3. General Cover Pool / Covered Bond Information | ||
4. References to Capital Requirements Regulation (CRR) 129(7) | ||
5. References to Capital Requirements Regulation (CRR) 129(1) | ||
6. Other relevant information | ||
Minimum Committed | Purpose | |
"Legal" OC: As mentioned in SCF law. | ||
7.5% | "Committed" OC is equal to Contractual OC in | |
order to reassure Rating Agencies. | ||
% Cover Pool | ||
0.0% | ||
98.3% | ||
0.0% | ||
1.7% | ||
0.0% | ||
100.0% | ||
% Total Contractual | % Total Expected Upon Prepayments | |
11.1% | 11.2% | |
10.2% | 10.3% | |
9.7% | 9.8% | |
9.0% | 9.0% | |
8.4% | 8.4% | |
29.6% | 29.5% | |
22.0% | 21.8% | |
100.0% | 100.0% | |
% Total Initial Maturity | % Total Extended Maturity | |
7.9% | 7.9% | |
4.5% | 0.6% | |
19.7% | 3.9% | |
7.9% | 19.7% | |
7.9% | 7.9% | |
33.4% | 41.3% | |
18.9% | 18.9% | |
100.0% | 100.0% |
G.3.4.1
Reporting in Domestic Currency | EUR |
Field Number
1. Basic Facts
G.1.1.1
G.1.1.2
Issuer Name
G.1.1.3
Link to Issuer's Website
G.1.1.4
Cut-off date
2. Regulatory Summary
G.2.1.1
G.2.1.2
UCITS Compliance (Y/N)CRR Compliance (Y/N)
G.2.1.3
1.General Information
G.3.3.1
G.3.3.2
Public Sector
G.3.3.3
G.3.3.4
Substitute Assets
G.3.3.5
G.3.3.6
Weighted Average life (in years)
Residual Life (mn)
By buckets:
G.3.4.2
G.3.4.3
G.3.4.4
G.3.4.5
G.3.4.6
G.3.4.7
G.3.4.8
G.3.4.9
G.3.5.1
Weighted Average life (in years)
Country
LCR status
Mortgages
Shipping
Other
0 - 1 Y
1 - 2 Y
2 - 3 Y
3 - 4 Y
4 - 5 Y
5 - 10 Y
10+ Y
Maturity (mn)
G.3.5.2
By buckets:
France
SOCIETE GENERALE SCFhttp://www.societegenerale.com/fr/mesurer-notre-performance/investisseurs/investisseurs-dette28/02/2022
Nominal (mn)
16,684.6
283.5
Total
16,968.1
6.4
6.3
Total
16,684.6 16,684.6
5.8
6.7
G.3.5.3
G.3.5.4
G.3.5.5
G.3.5.6
G.3.5.7
G.3.5.8
G.3.5.9
5 - 10 Y
0 - 1 Y
1 - 2 Y
2 - 3 Y
3 - 4 Y
4 - 5 Y
10+ Y
G.3.5.10
Total
12,720.0 12,720.0
6. Cover Assets - Currency
Nominal [before hedging] (mn)
Nominal [after hedging] (mn)
% Total [before]
% Total [after]
G.3.6.1
EUR AUD BRL CAD CHF CZK DKK GBP HKD JPY KRW NOK PLN SEK SGD USD Other
14,917.0
14,917.0
G.3.6.2
89.4% 89.4%
0.0
0.0
G.3.6.3
0.0% 0.0%
0.0% 0.0%
G.3.6.4
0.0% 0.0%
G.3.6.5
0.0% 0.0%
G.3.6.6
0.0% 0.0%
G.3.6.7
0.0% 0.0%
G.3.6.8
0.0% 0.0%
G.3.6.9
0.0% 0.0%
G.3.6.10
0.0% 0.0%
G.3.6.11
0.0% 0.0%
G.3.6.12
0.0% 0.0%
G.3.6.14
0.0% 0.0%
G.3.6.15
0.0% 0.0%
G.3.6.16
0.0% 0.0%
G.3.6.17
1,767.7
1,767.7
10.6% 10.6%
G.3.6.13
0.0% 0.0%
G.3.6.18
OG.3.6.1
OG.3.6.2
OG.3.6.3
OG.3.6.4
OG.3.6.5
OG.3.6.6
OG.3.6.7
Total o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify]
16,684.6
16,684.6
100.0% 100.0%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
7. Covered Bonds - Currency
Nominal [before hedging] (mn)
Nominal [after hedging] (mn)
% Total [before]
% Total [after]
G.3.7.1
EUR AUD BRL CAD CHF CZK DKK GBP HKD JPY KRW NOK PLN SEK SGD USD Other
12,720.0
12,720.0
100.0% 100.0%
G.3.7.2
0.0
0.0
0.0% 0.0%
G.3.7.3
0.0% 0.0%
G.3.7.4
0.0% 0.0%
G.3.7.5
0.0% 0.0%
G.3.7.6
0.0% 0.0%
G.3.7.7
0.0% 0.0%
G.3.7.8
0.0% 0.0%
G.3.7.9
0.0% 0.0%
G.3.7.10
0.0% 0.0%
G.3.7.11
0.0% 0.0%
G.3.7.12
0.0% 0.0%
G.3.7.13
0.0% 0.0%
G.3.7.14
0.0% 0.0%
G.3.7.15
0.0% 0.0%
G.3.7.16
0.0
0.0
0.0% 0.0%
G.3.7.17
0.0% 0.0%
G.3.7.18
OG.3.7.1
OG.3.7.2
OG.3.7.3
OG.3.7.4
OG.3.7.5
OG.3.7.6
OG.3.7.7
Total o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify] o/w [If relevant, please specify]
12,720.0
12,720.0
100.0% 100.0%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
8. Covered Bonds - Breakdown by interest rate
Nominal [before hedging] (mn)
Nominal [after hedging] (mn)
% Total [before]
% Total [after]
1,720.0 10,850.0 150.0
G.3.8.1
G.3.8.2
Fixed coupon Floating coupon
1,720.0 10,850.0 150.0
13.5% 13.5%
85.3% 85.3%G.3.9.2 Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA) 0.0%G.3.9.3
Exposures to central banks 0.0%
G.3.9.4
Exposures to credit institutions
265.0 93.5%
G.3.9.5
Other 0.0%
G.3.9.6
Total
283.5 100.0%
OG.3.9.1
o/w EU gvts or quasi govts 0.0%
OG.3.9.2
o/w third-party countries Credit Quality Step 1 (CQS1) gvts or quasi govts
OG.3.9.3
o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts
OG.3.9.4
o/w EU central banks
OG.3.9.5
o/w third-party countries Credit Quality Step 1 (CQS1) central banks
0.0%
0.0% 0.0% 0.0%
OG.3.9.6
o/w third-party countries Credit Quality Step 2 (CQS2) central banks
OG.3.9.7
OG.3.9.8
o/w CQS1 credit institutions o/w CQS2 credit institutions
283.5
0.0% 0.0% 100.0%
OG.3.9.9
OG.3.9.10
OG.3.9.11
OG.3.9.12
0.0%
10. Substitute Assets - Country
Nominal (mn)
% Substitute Assets
G.3.10.1
Domestic (Country of Issuer) 283.5 100.0%
G.3.10.2
Eurozone 0.0%
G.3.10.3
Rest of European Union (EU) 0.0%
G.3.10.4
European Economic Area (not member of EU) 0.0%
G.3.10.5
Switzerland 0.0%
G.3.10.6
Australia 0.0%
G.3.10.7
Brazil 0.0%
G.3.10.8
Canada 0.0%
G.3.10.9
Japan 0.0%
G.3.10.10
Korea 0.0%
G.3.10.11
New Zealand 0.0%
G.3.10.12
Singapore 0.0%
G.3.10.13
US 0.0%
G.3.10.14
Other 0.0%
G.3.10.15
Total EU 283.5
G.3.10.16
Total 283.5 100.0%
11. Liquid Assets
Nominal (mn)
% Cover Pool
% Covered Bonds
G.3.11.1
Substitute and other marketable assets
G.3.11.2
Central bank eligible assets
G.3.11.3
283.5 841.1
Other
G.3.11.4
1.7% 2.2%
5.0% 6.6%
0.0% 0.0%Total
1,124.6
12. Bond List
G.3.12.1
Bond list
13. Derivatives & Swaps
G.3.13.1
Derivatives in the register / cover pool [notional] (mn)
G.3.13.2
Type of interest rate swaps (intra-group, external or both)
G.3.13.3
Type of currency rate swaps (intra-group, external or both)
https://coveredbondlabel.com/issuer/15/
6.6% 8.8%
OG.3.13.4
OG.3.13.5
14. Sustainable or other special purpose strategy - optional
G.3.14.1
G.3.14.2
G.3.14.3
G.3.14.4
OG.3.14.1
OG.3.14.2
OG.3.14.3
OG.3.14.4
OG.3.14.5
OG.3.14.6
OG.3.14.7
OG.3.14.8
OG.3.14.9
OG.3.14.10
OG.3.14.11
OG.3.14.12
OG.3.14.13
OG.3.14.14
OG.3.14.15
OG.3.14.16
OG.3.14.17
OG.3.14.18
OG.3.14.19
OG.3.14.20
OG.3.14.21
OG.3.14.22
OG.3.14.23
OG.3.14.24
OG.3.14.25
OG.3.14.26
OG.3.14.27
OG.3.14.28
Cover pool involved in a sustainable/special purpose strategy? (Y/N)
If yes to G.3.14.1 is there a commitment (1) or are already sustainable components present (2)?
specific criteria
link to the committed objective criteria
[For completion]
[For completion]
[ESG, SDG, blue loan etc.]
[link on the issuer's website to the objective criteria the labelled pool is committed to]
Pour lire la suite de ce noodl, vous pouvez consulter la version originale ici.
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Disclaimer
Société Générale SA published this content on 04 April 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 04 April 2022 16:16:03 UTC.