BPCE - 2019 Universal Registration Document

5

FINANCIAL REPORT

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

FAIR VALUE OF FINANCIAL ASSETS AND LIABILITIES FAIR VALUE HIERARCHY OF FINANCIAL ASSETS AND LIABILITIES 10.1.1 The following statement provides a breakdown of financial instruments by type of price and valuation model: 10.1

12/31/2019

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL ASSETS Debt instruments

11,859

102,588 99,867

3,042 2,701

117,489 102,568 14,921 36,160 36,160 51,156 35,294

Loans due from banks and customers

Debt securities

11,859 35,915 35,915

2,721

341

Equity instruments

185 185

60 60

Shares and other equity securities

Derivatives

924

48,143 34,474

2,088

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives Other derivatives

2

819 262 778 230

679

2,408

3,349

10,637

11,415

373 251

602 495

243

Financial assets at fair value through profit or loss – Held for trading (1)

48,698

150,916

5,190

204,805

Derivatives

515 316 199 515

12 12

527 328 199 527

Interest rate derivatives Currency derivatives

Financial assets at fair value through profit or loss – Economic hedges

12

Debt instruments

45

45

Loans due from banks and customers

2

2

Debt securities

43 45

43 45

Financial assets designated at fair value through profit or loss

Debt instruments

2,397

1,763 1,622

2,430 1,235 1,195 2,430

6,590 2,856 3,734 6,590

Loans due from banks and customers

Debt securities

2,397 2,397

141

Financial assets at fair value through profit or loss – Non standard

1,763

Shares and other equity securities

230 230

10 10

641 641

880 880

Equity instruments

Financial assets at fair value through profit or loss – Excluding assets held for trading

230

10

641

880

Debt instruments

14,853

680

52 39 12

15,585

Loans due from banks and customers

1

41

Debt securities

14,853

679 167 167 848

15,544

Equity instruments

185 185

1,178 1,178 1,230

1,531 1,531

Shares and other equity securities

Financial assets at fair value through other comprehensive income

15,038

17,116

Interest rate derivatives Currency derivatives Hedging derivatives

6,511 1,358 7,870

6,512 1,359 7,870

TOTAL FINANCIAL ASSETS AT FAIR VALUE

66,363

161,966

9,504

237,832

Excluding economic hedging. (1)

458

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE

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