BPCE - 2018 Registration document
FINANCIAL REPORT IFRS Consolidated Financial Statements of Groupe BPCE as at December 31, 2018
Fair value hierarchy of financial assets and liabilities at December 31, 2017 under IAS 39
Total*
Level 1
Level 2
Level 3
in millions of euros
FINANCIAL ASSETS Securities
50,301 12,751 37,550
5,010 2,093 2,917
256 256
55,567 15,100 40,467 47,158 28,070
Fixed-income securities Variable-income securities
Derivatives
677
44,298 27,756
2,183
Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives
2
312 564
533
2,477
3,574
2
13,184
1,106
14,292
390 491 276
200
590 632
Other derivatives
140
1
Other financial assets
1,662 4,101 2,536 1,818
1,938
Financial assets held for trading
50,978 17,381
49,584
104,663 22,276
Securities
2,359
Fixed-income securities Variable-income securities
766
101
2,685
16,615
2,258
718
19,591 42,828 65,104
Other financial assets
22
39,138 41,497
3,668 6,204
Financial assets designated at fair value through profit or loss
17,403
Interest rate derivatives Currency derivatives Hedging derivatives Investments in associates
8,713 1,090 9,803 7,910 5,609 2,301 314
8,713 1,095 9,808 3,385
5 5
140
2,931 5,380 3,591 1,789
5
Other securities
87,955 80,704
101,245 89,904 11,341
Fixed-income securities Variable-income securities
7,251
Other financial assets
10
29
39
Available-for-sale financial assets
88,095
8,234
8,340
104,669
FINANCIAL LIABILITIES Securities
26,605
343
26,948 47,670 28,092
Derivatives
735
44,920 27,756
2,015
Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives
53
283 255
551
4,200
5,006
1
12,269
1,159
13,429
469 226
315
784 359
Other derivatives
130
3
Other financial liabilities
42
42
Financial liabilities held for trading
27,340
45,305 22,416 34,448 56,864 11,971
2,015
74,660 22,789 38,468 61,257 11,971
Securities
373
Other financial liabilities
2,908 2,908
1,112 1,485
Financial liabilities designated at fair value through profit or loss
Interest rate derivatives Currency derivatives
2,754
2,754
Hedging derivatives
14,725
14,725
The contribution from the insurance entities at December 31, 2017 was a carrying amount of €73,829 million, of which €4,970 million for Level 2 and €5,271 million for Level 3. *
353
Registration document 2018
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