BPCE - 2019 Universal Registration Document

FINANCIAL REPORT

IFRS CONSOLIDATED FINANCIAL STATEMENTS OF GROUPE BPCE AS AT DECEMBER 31, 2019

At December 31, 2019 Excluding insurance business investments in millions of euros

Asset Management

Structured Financing Other activities

Securitization

Financial assets at fair value through profit or loss

714 131 497

2,784

1,292

696 456 128

Trading derivatives

109 445

370 689 216

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

80

1,963

13

93

Equity instruments not held for trading

6

175 156

17 20

100 223

Financial assets at fair value through other comprehensive income

10

Financial assets at amortized cost

6,384

1,389

13,195

1,105

Other assets

18

43

7

8

TOTAL ASSETS

7,126

4,373

14,514

2,032

Financial liabilities at fair value through profit or loss

54

90

903

182

Provisions

2

2

43

6

TOTAL LIABILITIES

56

92

946

189 526

Loan commitments given

5,554

247 255

3,304 3,814 4,232 5,226

225 243

54 86

Guarantee commitments given (1)

Guarantees received

14

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,190

377

13,849 2,897 For the Asset Management activity, Natixis guarantees the capital and/or returns on units in certain UCITS. These guarantees were recognized as derivatives at 12/31/2019. (see (1) Note 6.2, Guarantee commitments). 4,860 22,583

At December 31, 2018 Excluding insurance business investments in millions of euros

Asset Management

Structured Financing Other activities

Securitization

5

Financial assets at fair value through profit or loss

551

2,111

1,064

476 334

Trading derivatives

95

70

165 702 181

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

371

153

51 13

81

1,719

25

Equity instruments not held for trading

4

144 136

17 40

79

Financial assets at fair value through other comprehensive income

10

141

Financial assets at amortized cost

5,998

1,748

13,986

1,157

Other assets

22

40

19

20

TOTAL ASSETS

6,581

4,035

15,109

1,793

Financial liabilities at fair value through profit or loss

45

204

585

192

Provisions

6

1

52

7

TOTAL LIABILITIES

51

205 249

636

198 533

Loan commitments given

3,918

2,849 2,835 3,606 2,973

Guarantee commitments given

279

5,180

36

Guarantees received

1

14

330 262

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,030

155

11,801

9,606

20,109

2,288

335

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE