BPCE - 2018 Registration document

FINANCIAL REPORT IFRS Consolidated Financial Statements of BPCE SA group as at December 31, 2018

Financial assets under netting agreements not offset in the balance sheet

12/31/2018

01/01/2018

Related financial liabilities and financial instruments received as collateral

Net amount of financial assets recognized in the balance sheet

Related financial liabilities and financial

Net amount of financial assets recognized in the balance sheet

Margin calls received (cash collateral)

Margin calls received (cash collateral)

instruments received as collateral

Net exposure

Net exposure

in millions of euros

Derivatives (trading and hedging)

56,001 34,332 94,233 91,292 150,234 125,624

9,181 12,488 59,798 31,468

9,878 18,452

Repurchase agreements

2,941 92,599 86,504

12

6,083

TOTAL

9,181 15,429 152,397 117,972

9,890 24,535

Financial liabilities 5.18.2 Financial liabilities under netting agreements offset in the balance sheet

12/31/2018

01/01/2018

Net amount of financial liabilities recognized in the balance sheet

Net amount of financial liabilities recognized in the balance sheet

Gross amount of financial assets offset in the balance sheet

Gross amount of financial assets offset in the balance sheet

Gross amount of financial liabilities

Gross amount of financial liabilities

in millions of euros

Derivatives (trading and hedging)

79,789 100,536

20,981

58,808 90,582

78,473 43,431

17,426

61,047 34,966

Repurchase agreements

9,954

8,465

5

Financial liabilities at fair value through profit or loss Repurchase agreements (liabilities portfolio)

180,325 17,166 197,491

30,935

149,390 16,466 165,856

121,904 85,527 207,431

25,891

96,013 79,068 175,081

700

6,459

TOTAL

31,635

32,350

Financial liabilities under netting agreements not offset in the balance sheet

12/31/2018

01/01/2018

Net amount of financial liabilities recognized in the balance sheet

Related financial assets and financial instruments pledged as collateral

Net amount of financial liabilities recognized in the balance sheet

Related financial assets and financial instruments pledged as collateral

Margin calls paid (cash collateral)

Margin calls paid (cash collateral)

Net exposure

Net exposure

in millions of euros

Derivatives (trading and hedging)

58,808 34,657 10,946 13,205 61,047 31,880 10,767 18,400

Repurchase agreements

107,048 98,767

8,281 114,034 104,021

2 10,011

TOTAL

165,856 133,424 10,946 21,486 175,081 135,901 10,769 28,411

469

Registration document 2018