BPCE - 2019 Universal Registration Document
FINANCIAL REPORT
IFRS CONSOLIDATED FINANCIAL STATEMENTS OF GROUPE BPCE AS AT DECEMBER 31, 2019
ANALYSIS OF FAIR VALUE HIERARCHY TRANSFERS 10.1.3 The amounts of transfers indicated in this statement are those of the last valuation preceding the transfer.
Fiscal year 2019
From Level 1
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 3
Level 1
Level 3
Level 1
Level 2
in millions of euros
FINANCIAL ASSETS Debt instruments
290
146
19
116 116
Loans due from banks and customers
54
Debt securities
236
146
19
Equity instruments
2 2
Shares and other equity securities
Derivatives
16
111
486 381
346
13
Interest rate derivatives • Equity derivatives • Currency derivatives • Credit derivatives • Other derivatives •
16
109
90 13
5
328
1
2
Financial assets at fair value through profit or loss – Held for trading (1)
308
256
505
462 142 117
Debt instruments
17
98 60 38
67
Loans due from banks and customers
Debt securities
17
67
25
Financial assets at fair value through profit or loss – Non standard
17
98 15
67 10
142
Debt instruments
354
122
966
41
Loans due from banks and customers Debt securities
5
354
122
966
15
10
41
Equity instruments
(20) (20)
168 168
Shares and other equity securities
Financial assets at fair value through other comprehensive income
354
122
966
(5)
10
209
FINANCIAL LIABILITIES Debt securities
83
2
Derivatives
12
116
598 302 287
406
Interest rate derivatives • Equity derivatives • Currency derivatives • Credit derivatives • Other derivatives •
20 10
12
115
8 1
376
1
Financial liabilities at fair value through profit or loss – Held for trading (1)
12
199
598
408
Derivatives
(1) (1)
Interest rate derivatives
Financial liabilities at fair value through profit or loss – Economic hedges
(1)
Debt securities
4,975
Financial liabilities designated at fair value through profit or loss
4,975
Excluding economic hedging. (1)
321
UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE
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