BPCE - 2018 Registration document

5 FINANCIAL REPORT

BPCE parent company annual financial statements

Analysis of expense for the year

Other long-term employee benefits

Other long-term employee benefits

Post-employment defined-benefit plans

Post-employment defined-benefit plans

Supple- mentary pension benefits and other

Supple- mentary pension benefits and other

Long- service awards

End-of- career awards

Long- service awards

End-of- career awards

CGPCE Plan

CARBP Plan

CGPCE Plan

CARBP Plan

12/31/2018

12/31/2017

in millions of euros

Service cost

7

4

11

8

4

12

Service cost for prior periods

0 6

0 6

Interest cost

2

4

2

4

Interest income Actuarial gains recognized in income

(2)

(3)

(5)

(2)

(2)

(4)

0 4

0 2

Other

1 9

3 7

1

1 5

TOTAL

0

0

0

16

0

0

11

0

16

Main actuarial assumptions

12/31/2018

12/31/2017

Other long-term employee benefits

Other long-term employee benefits

Post-employment defined-benefit plans

Post-employment defined-benefit plans

Supple- mentary pension benefits and other 1.19% – 1.86%

Supple- mentary pension benefits and other 0.89% – 1.47%

End-of- career awards 0.29% – 1.6%

Long- service awards

End-of- career awards

Long- service awards

CGPCE Plan

CARBP Plan

CGPCE Plan

CARBP Plan

as a %

0.45% – 1.05% 1.58% 1.32%

0.01% – 1.34%

0.09% – 0.78%

Discount rate Inflation rate

1.82% 1.56%

1.70% 1.70% 1.70% 1.70% 1.70% 1.70% 1.70% 1.70% 1.70% 1.70%

Wage growth rate

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

inflation – 1% to 0.50% TGH05/ TGF05

inflation – 1% TGH05/ TGF05

inflation

inflation

AGIRC – ARRCO revaluation rate

N/A

– 1% N/A

N/A

N/A

– 1% N/A

N/A

TGH05/ TGF05

TGH05/ TGF05

TGH05/ TGF05

TGH05/ TGF05

TGH05/ TGF05

TGH05/ TGF05 10.1 to 19.9

TGH05/ TGF05

TGH05/ TGF05

Life tables used

9.7 to 19.5

3.9 to 14.3

4.8 to 8.6

4.8 to 14.9

4.7 to 9.2

Duration

17.5

13.8

18.4

14.5

In 2018, of the - € 0.8 million in actuarial gains and losses generated for CARBP, - € 0.6 million was from gains and losses related to the updated financial assumptions, and - € 0.2 million from experience adjustments. The life tables used are: TGH05/TGF05 for termination benefits, long service awards and ● other benefits, as well as for CGPCE and CARBP. The discount rate used is based on the prime borrower curve (EUR Composite AA curve). Stock option purchase plans Since the formation of BPCE, company directors have neither received share subscription or purchase options, nor been awarded bonus shares.

At December 31, 2018, pension plan assets were allocated as follows: for the Caisse d’Epargne CGPCE pension plan: 88.3% in bonds, 9.3% ● in equities, 2% in real estate assets and 0.4% in money-market assets. In 2018, of the - € 6.5 million in actuarial gains and losses generated for CGPCE, - € 4.9 million was from gains and losses related to the updated financial assumptions, and - € 1.6 million from experience adjustments: for the Banque Populaire banks’ CARBP pension plan: 46.1% in ● bonds, 39.3% in equities, 9.2% in investment funds and 5.4% in money-market assets.

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Registration document 2018

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