BPCE - 2019 Universal Registration Document

5

FINANCIAL REPORT

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

ANALYSIS OF FAIR VALUE HIERARCHY TRANSFERS

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

ASSETS Securities designated at fair value through profit or loss

31 31

Bonds

Financial assets designated at fair value through profit or loss FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT OR LOSS

31

31

Other available-for-sale securities

401

825 544 280 825

685 685

572 572

Bonds

99

Equities and UCITS

302 401

AVAILABLE-FOR-SALE FINANCIAL ASSETS

685

572

Fiscal year 2018

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

ASSETS Securities designated at fair value through profit or loss

2 2

1

Equities and UCITS

Financial assets designated at fair value through profit or loss FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT OR LOSS

2

1

2 9 9

1

Other available-for-sale securities

75 56 19 75

603 603

1,525 1,506

Bonds

Equities and UCITS

20

AVAILABLE-FOR-SALE FINANCIAL ASSETS

9

603

1,525

9.1.1.7 The principles used to assess fair value are described in Note 10.

Fair value of insurance business assets carried in the balance sheet at amortized cost

12/31/2019

12/31/2018

Fair value

Level 1

Level 2

Level 3 Fair value

Level 1

Level 2

Level 3

in millions of euros

Investments of loans and receivables due from banks Investments of loans and receivables due from customers

747

68

679

383

4

379

13,312

51

13,259

2 2

12,759

47

12,712

Held-to-maturity investments

1,124

1,051

71

1,505

1,345

157

3

INSURANCE BUSINESS INVESTMENTS AT AMORTIZED COST

15,183

1,171

14,009

4

14,647

1,396

13,248

3

448

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE

www.groupebpce.com

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