BPCE - 2019 Universal Registration Document

FINANCIAL REPORT

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

12/31/2019

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

18,534

95,057 47,494 31,825

809

114,398 49,877 32,375

Derivatives

674

1,709

Interest rate derivatives • Equity derivatives • Currency derivatives • Credit derivatives • Other derivatives • Other financial liabilities

551 315 526 316

437

4,073

4,825

10,733

11,259

502 361

818 600

238

1

13,119 155,670

13,119 177,396

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

19,208

2,518

Derivatives

253 110 145 253

393 393

648 502 146 648

Interest rate derivatives Currency derivatives

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

393

Debt securities

17,270

9,366

26,636

Other financial liabilities

3,696 3,696

2

3,699

Financial liabilities designated at fair value through profit or loss

17,270

9,368

30,335

Interest rate derivatives Currency derivatives Hedging derivatives

7,572 2,540

7,572 2,540

10,112 183,306

10,113 218,491

5

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

22,905

12,280

Excluding economic hedging. (1)

459

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE