SOCIÉTÉ GÉNÉRALE Harmonised Transparency Template
2021 Version
FRANCE
Societe Generale SCF
Reporting Date: Cut-off Date:
30/11/2021
30/11/2021
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
A. Harmonised Transparency Template - General Information | HTT 2021 | ||||||
Reporting in Domestic Currency | EUR | ||||||
CONTENT OF TAB A | |||||||
1. Basic Facts | |||||||
2. Regulatory Summary | |||||||
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 | |||||||
Field | 1. Basic Facts | ||||||
Number | |||||||
G.1.1.1 | Country | France | |||||
G.1.1.2 | Issuer Name | SOCIETE GENERALE SCF | |||||
G.1.1.3 | Link to Issuer's Website | http://www.societegenerale.com/fr/mesurer-notre | -performance/investisseurs/investisseurs-dette | ||||
G.1.1.4 | Cut-off date | 30/11/2021 | |||||
2. Regulatory Summary | |||||||
G.2.1.1 | UCITS Compliance (Y/N) | Y | |||||
G.2.1.2 | CRR Compliance (Y/N) | Y | |||||
G.2.1.3 | LCR status | http://www.ecbc.eu/legislation/list | |||||
3. General Cover Pool / Covered Bond Information | |||||||
1.General Information | Nominal (mn) | ||||||
G.3.1.1 | Total Cover Assets | 16,727.3 | |||||
G.3.1.2 | Outstanding Covered Bonds | 11,970.0 | |||||
2. Over-collateralisation (OC) | Legal / Regulatory | Actual | Minimum Committed | Purpose | |||
"Legal" OC: As mentioned in SCF law. | |||||||
G.3.2.1 | OC (%) | 5.0% | 28.8% | 7.5% | "Committed" OC is equal to Contractual OC in | ||
order to reassure Rating Agencies. | |||||||
3. Cover Pool Composition | Nominal (mn) | % Cover Pool | |||||
G.3.3.1 | Mortgages | 0.0% | |||||
G.3.3.2 | Public Sector | 15,420.3 | 92.2% | ||||
G.3.3.3 | Shipping | 0.0% | |||||
G.3.3.4 | Substitute Assets | 1,307.0 | 7.8% | ||||
G.3.3.5 | Other | 0.0% | |||||
G.3.3.6 | Total | 16,727.3 | 100.0% | ||||
4. Cover Pool Amortisation Profile | Contractual (mn) | Expected Upon Prepayments (mn) | % Total Contractual | % Total Expected Upon Prepayments | |||
G.3.4.1 | Weighted Average life (in years) | 6.2 | 6.2 | ||||
Residual Life (mn) | |||||||
By buckets: | |||||||
G.3.4.2 | 0 - 1 Y | 1,844.7 | 1,862.4 | 12.0% | 12.1% | ||
G.3.4.3 | 1 - 2 Y | 1,615.0 | 1,628.4 | 10.5% | 10.6% | ||
G.3.4.4 | 2 - 3 Y | 1,501.8 | 1,511.5 | 9.7% | 9.8% | ||
G.3.4.5 | 3 - 4 Y | 1,401.7 | 1,408.0 | 9.1% | 9.1% | ||
G.3.4.6 | 4 - 5 Y | 1,295.1 | 1,298.4 | 8.4% | 8.4% | ||
G.3.4.7 | 5 - 10 Y | 4,481.7 | 4,473.8 | 29.1% | 29.0% | ||
G.3.4.8 | 10+ Y | 3,280.3 | 3,237.9 | 21.3% | 21.0% | ||
G.3.4.9 | Total | 15,420.3 | 15,420.3 | 100.0% | 100.0% | ||
5. Maturity of Covered Bonds | Initial Maturity (mn) | Extended Maturity (mn) | % Total Initial Maturity | % Total Extended Maturity | |||
G.3.5.1 | Weighted Average life (in years) | 4.9 | 5.6 | ||||
Maturity (mn) | |||||||
G.3.5.2 | By buckets: | ||||||
G.3.5.3 | 0 - 1 Y | 1,250.0 | 1,250.0 | 10.4% | 10.4% | ||
G.3.5.4 | 1 - 2 Y | 1,570.0 | 1,070.0 | 13.1% | 8.9% | ||
G.3.5.5 | 2 - 3 Y | 1,750.0 | 500.0 | 14.6% | 4.2% | ||
G.3.5.6 | 3 - 4 Y | 1,000.0 | 1,750.0 | 8.4% | 14.6% | ||
G.3.5.7 | 4 - 5 Y | 1,000.0 | 1,000.0 | 8.4% | 8.4% | ||
G.3.5.8 | 5 - 10 Y | 4,250.0 | 4,750.0 | 35.5% | 39.7% | ||
G.3.5.9 | 10+ Y | 1,150.0 | 1,650.0 | 9.6% | 13.8% |
G.3.5.10 | Total | 11,970.0 | 11,970.0 | 100.0% | 100.0% |
6. Cover Assets - Currency | Nominal [before hedging] (mn) | Nominal [after hedging] (mn) | % Total [before] | % Total [after] | |
G.3.6.1 | EUR | 14,044.6 | 14,044.6 | 91.1% | 91.1% |
G.3.6.2 | AUD | 0.0 | 0.0 | 0.0% | 0.0% |
G.3.6.3 | BRL | 0.0% | 0.0% | ||
G.3.6.4 | CAD | 0.0% | 0.0% | ||
G.3.6.5 | CHF | 0.0% | 0.0% | ||
G.3.6.6 | CZK | 0.0% | 0.0% | ||
G.3.6.7 | DKK | 0.0% | 0.0% | ||
G.3.6.8 | GBP | 0.0% | 0.0% | ||
G.3.6.9 | HKD | 0.0% | 0.0% | ||
G.3.6.10 | JPY | 0.0% | 0.0% | ||
G.3.6.11 | KRW | 0.0% | 0.0% | ||
G.3.6.12 | NOK | 0.0% | 0.0% | ||
G.3.6.14 | PLN | 0.0% | 0.0% | ||
G.3.6.15 | SEK | 0.0% | 0.0% | ||
G.3.6.16 | SGD | 0.0% | 0.0% | ||
G.3.6.17 | USD | 1,375.8 | 1,375.8 | 8.9% | 8.9% |
G.3.6.13 | Other | 0.0% | 0.0% | ||
G.3.6.18 | Total | 15,420.3 | 15,420.3 | 100.0% | 100.0% |
7. Covered Bonds - Currency | Nominal [before hedging] (mn) | Nominal [after hedging] (mn) | % Total [before] | % Total [after] | |
G.3.7.1 | EUR | 11,970.0 | 11,970.0 | 100.0% | 100.0% |
G.3.7.2 | AUD | 0.0 | 0.0 | 0.0% | 0.0% |
G.3.7.3 | BRL | 0.0% | 0.0% | ||
G.3.7.4 | CAD | 0.0% | 0.0% | ||
G.3.7.5 | CHF | 0.0% | 0.0% | ||
G.3.7.6 | CZK | 0.0% | 0.0% | ||
G.3.7.7 | DKK | 0.0% | 0.0% | ||
G.3.7.8 | GBP | 0.0% | 0.0% | ||
G.3.7.9 | HKD | 0.0% | 0.0% | ||
G.3.7.10 | JPY | 0.0% | 0.0% | ||
G.3.7.11 | KRW | 0.0% | 0.0% | ||
G.3.7.12 | NOK | 0.0% | 0.0% | ||
G.3.7.13 | PLN | 0.0% | 0.0% | ||
G.3.7.14 | SEK | 0.0% | 0.0% | ||
G.3.7.15 | SGD | 0.0% | 0.0% | ||
G.3.7.16 | USD | 0.0 | 0.0 | 0.0% | 0.0% |
G.3.7.17 | Other | 0.0% | 0.0% | ||
G.3.7.18 | Total | 11,970.0 | 11,970.0 | 100.0% | 100.0% |
8. Covered Bonds - Breakdown by interest rate | Nominal [before hedging] (mn) | Nominal [after hedging] (mn) | % Total [before] | % Total [after] | |
G.3.8.1 | Fixed coupon | 2,970.0 | 2,970.0 | 24.8% | 24.8% |
G.3.8.2 | Floating coupon | 8,850.0 | 8,850.0 | 73.9% | 73.9% |
G.3.8.3 | Other | 150.0 | 150.0 | 1.3% | 1.3% |
G.3.8.4 | Total | 11,970.0 | 11,970.0 | 100.0% | 100.0% |
9. Substitute Assets - Type | Nominal (mn) | % Substitute Assets | |||
G.3.9.1 | Cash | 1,042.0 | 79.7% | ||
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 | 20.3% | ||
G.3.9.5 | Other | 0.0% | |||
G.3.9.6 | Total | 1,307.0 | 100.0% |
10. Substitute Assets - Country | Nominal (mn) | % Substitute Assets | |||
G.3.10.1 | Domestic (Country of Issuer) | 1,307.0 | 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 | 1,307.0 | |||
G.3.10.16 | Total | 1,307.0 | 100.0% | ||
11. Liquid Assets | Nominal (mn) | % Cover Pool | % Covered Bonds | ||
G.3.11.1 | Substitute and other marketable assets | 1,307.0 | 7.8% | 10.9% | |
G.3.11.2 | Central bank eligible assets | 507.4 | 3.0% | 4.2% | |
G.3.11.3 | Other | 0.0% | 0.0% | ||
G.3.11.4 | Total | 1,814.4 | 10.8% | 15.2% | |
12. Bond List | |||||
G.3.12.1 | Bond list | https://coveredbondlabel.com/issuer/15/ | |||
13. Derivatives & Swaps | |||||
G.3.13.1 | Derivatives in the register / cover pool [notional] (mn) | 2,620.0 | |||
G.3.13.2 | Type of interest rate swaps (intra-group, external or both) | Intra-group | |||
G.3.13.3 | Type of currency rate swaps (intra-group, external or both) | Intra-group |
4. References to Capital Requirements Regulation (CRR) | Row | Row |
129(7) | ||
The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 648/2012. It should be noted, however, that
whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 648/2012 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard.
G.4.1.1 | (i) | Value of the cover pool outstanding covered bonds: | 38 | |||||
G.4.1.2 | (i) | Value of covered bonds: | 39 | |||||
G.4.1.3 | (ii) | Geographical distribution: | 48 for Public Sector Assets | |||||
G.4.1.4 | (ii) | Type of cover assets: | 52 | |||||
G.4.1.5 | (ii) | Loan size: | 18 for Public Sector Assets | |||||
G.4.1.6 | (ii) | Interest rate risk - cover pool: | 163 | 129 for Public Sector Assets | ||||
G.4.1.7 | (ii) | Currency risk - cover pool: | 111 | |||||
G.4.1.8 | (ii) | Interest rate risk - covered bond: | 163 | |||||
G.4.1.9 | (ii) | Currency risk - covered bond: | 137 | |||||
G.4.1.10 | (Please refer to "Tab D. HTT Harmonised Glossary" for hedging strategy) | 17 for Harmonised Glossary | ||||||
G.4.1.11 | (iii) | Maturity structure of cover assets: | 65 | |||||
G.4.1.12 | (iii) | Maturity structure of covered bonds: | 88 | |||||
G.4.1.13 | (iv) | Percentage of loans more than ninety days past due: | 166 for Public Sector Assets | |||||
5. References to Capital Requirements Regulation (CRR) | ||||||||
129(1) | ||||||||
G.5.1.1 | Exposure to credit institute credit quality step 1 & 2 | 265.0 | ||||||
6. Other relevant information |
B2. Harmonised Transparency Template - Public Sector Assets | HTT 2021 | |||||
Reporting in Domestic Currency | EUR | |||||
CONTENT OF TAB B2 | ||||||
8. Public Sector Assets | ||||||
Field | 8. Public Sector Assets | |||||
Number | ||||||
1. General Information | ||||||
PS.8.1.1 | Number of public sector exposures | 1408 | ||||
2. Size Information | Nominal | Number of Exposures | % Public Sector Assets | % No. of Exposures | ||
PS.8.2.1 | Average exposure size (000s) | 10,951.9 | 1,408.0 | |||
By buckets (mn): | ||||||
PS.8.2.2 | 0-500k€ | 64.1 | 335.0 | 0.4% | 23.8% | |
PS.8.2.3 | 500-1M€ | 139.5 | 189.0 | 0.9% | 13.4% | |
PS.8.2.4 | 1M-5M€ | 1,203.7 | 492.0 | 7.8% | 34.9% | |
PS.8.2.5 | 5M-10M€ | 1,001.4 | 144.0 | 6.5% | 10.2% | |
PS.8.2.6 | 10M-50M€ | 4,095.3 | 195.0 | 26.6% | 13.8% | |
PS.8.2.7 | 50M-100M€ | 2,384.6 | 33.0 | 15.5% | 2.3% | |
PS.8.2.8 | >100M€ | 6,531.7 | 20.0 | 42.4% | 1.4% | |
PS.8.2.9 | 0.0% | 0.0% | ||||
PS.8.2.10 | 0.0% | 0.0% | ||||
PS.8.2.11 | 0.0% | 0.0% | ||||
PS.8.2.12 | 0.0% | 0.0% | ||||
PS.8.2.13 | 0.0% | 0.0% | ||||
PS.8.2.14 | 0.0% | 0.0% | ||||
PS.8.2.15 | 0.0% | 0.0% | ||||
PS.8.2.16 | 0.0% | 0.0% | ||||
PS.8.2.17 | Total | 15,420.3 | 1,408.0 | 100.0% | 100.0% | |
3. Breakdown by Asset Type | Nominal (mn) | % Public Sector Assets | ||||
PS.8.3.1 | Loans | 15,331.3 | 99.4% | |||
PS.8.3.2 | Bonds | 89.0 | 0.6% | |||
PS.8.3.3 | Other | 0.0 | 0.0% | |||
PS.8.3.4 | Total | 15,420.3 | 100.0% |
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Société Générale SA published this content on 06 January 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 06 January 2022 15:17:06 UTC.
