2nd Quarter and 1st Half 2022 Results
GROUP
CHANGE IN TRADING VAR* AND STRESSED VAR**
_Quarterly Average of 1-Day, 99% Trading VaR* (in EURm)
40
43
43
28
20
20
3
34
333
30
22
15
23
18
15
15
13
15
10
17
19
199
21
14
19
11
7
7
13
16
13
12
20
230
10
20
17
3
27
12
10
8
9
8
2
3
4
-16
-18
-21
-38
-26
40
-35
-32
-40
-53
Q2 20
Q3 20
Q4 20
Q1 21
Q2 21
Q3 21
Q4 21
Q122
Q2 22
Stressed VAR** (1 day 99%, in EUR M)
Minimum
Maximum
Average
Q2 21
Q3 21
Q4 21
Q1 22
Q222
23
23
24
23
18
48
58
64
48
52
35
38
39
32
30
Trading VaR*
■Credit
Interest Rates
■ Equity
■Forex
■Commodities
■Compensation Effect
*
Trading VaR: measurement over one year (i.e. 260 scenarios) of the greatest risk obtained after elimination of 1% of the most unfavourable occurrences
** 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
2ND QUARTER AND 1ST HALF 2022 RESULTS 13 AUGUST 2022View entire presentation