BPCE - 2019 Universal Registration Document

FINANCIAL REPORT

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

12/31/2018

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

20,690

89,792 45,965 28,832

1,176 1,781

111,658 48,782 29,050

Derivatives

1,036

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

218 569 751 244

813

5,753

7,135

10,530

11,281

313 536

557 758

222

11,187 146,945

11,187 171,627

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

21,725

2,957

Derivatives

146

522 499

668 561

Interest rate derivatives Equity derivatives Currency derivatives

62

23

23 84

84

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

146

522 244

668

Debt securities

24,286

24,530

Other financial liabilities

3,726 3,726

660

3

4,389

Financial liabilities designated at fair value through profit or loss

24,946

247

28,919

Interest rate derivatives Currency derivatives Hedging derivatives

6,631 2,727 9,358

6,631 2,727 9,358

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

25,451

181,395

3,726

210,572

Excluding economic hedging. (1)

5

461

UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE