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.