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GROUP CHANGE IN TRADING VAR (1) AND STRESSED VAR(2) _Quarterly Average of 1-Day, 99% Trading VaR (1) (in EURm) 22 15 15 13 10 18 24 25 25 15 18 15 23 18 17 27 21 14 19 11 7 7 18 17 16 13 15 12 13 10 17 8 12 8 10 4 3 2 3 -16 -18 -21 -26 21 -35 93 11 12 2 2 -25 -32 -30 -31 Q121 Q2 21 Q3 21 Q4 21 Q1 22 Q2 22 Q3 22 Q4 22 Q123 Stressed VAR (2) (1 day 99%, in EUR M) Minimum Maximum Average Q1 22 Q2 22 Q3 22 Q422 Q123 23 18 17 23 20 48 52 47 46 59 32 30 32 34 34 Trading VaR (1) ■Credit Interest Rates ■ Equity ■Forex ■Commodities ■Compensation Effect (1) Trading VaR: measurement over one year (i.e. 260 scenarios) of the greatest risk obtained after elimination of 1% of the most unfavourable occurrences (2) Stressed VaR: Identical approach to VaR (historical simulation with 1-day shocks and a 99% confidence interval), but over a fixed one-year historical window corresponding to a period of significant financial tension instead of a one-year rolling period SOCIETE GENERALE 1ST QUARTER 2023 RESULTS | 12 MAY 2023 44

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