BPCE - 2018 Registration document

5 FINANCIAL REPORT

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

The data are presented below, aggregated based on their activity classification. At December 31, 2018

Asset Management

Structured Financing

Other activities

Excluding insurance business investments in millions of euros

Securitization

Financial assets at fair value through profit or loss

540

1,237

1,021

399 334

Trading derivatives

95

70

131 702 181

Trading financial instruments (excluding derivatives)

371

153 940

51

Financial assets at fair value through profit or loss – Non SPPI Financial instruments designated at fair value through profit or loss

70

9

Equity instruments not held for trading

4

65

9 3

14

Financial assets at fair value through other comprehensive income

Financial assets at amortized cost

5,996

1,646

12,608

696

Other assets

22

40

19

19

TOTAL ASSETS

6,558

2,922

13,652

1,114

Financial liabilities at fair value through profit or loss

45

204

585

192

Provisions

6

1

13

2

TOTAL LIABILITIES

51

205 246

598

194 439

Financing commitments given Guarantee commitments given

3,918

2,380 2,471 3,177 2,788

261

4,927

4

Collateral received

1

260 262

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,030

155

11,761

8,249

18,101

1,557

Insurance business investments in millions of euros

Securitization Asset Management

Other activities

Financial assets at fair value through profit or loss Trading financial instruments (excluding derivatives) Financial instruments designated at fair value through profit or loss

9,157 4,663 4,494 3,235

Available-for-sale financial assets

908 908

26 26

TOTAL ASSETS

12,392

TOTAL LIABILITIES Financing commitments given

344

189

Maximum loss exposure

1,252

12,581

26

Structured Financing

Other activities

Securitization Asset Management

in millions of euros

Size of structured entities

62,204

271,114

73,607

1,137

524

Registration document 2018