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 10.1.3 The amounts of transfers indicated in this statement are those of the last valuation preceding the transfer.
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
FINANCIAL ASSETS Debt instruments
287
119
6
116 116
Loans due from banks and customers
54
Debt securities Derivatives
233
119 111
6
16
486 381
339
Interest rate derivatives Equity derivatives Currency derivatives
5 5
16
109
90 13
328
Financial assets at fair value through profit or loss – Held for trading (1)
306
230
492 (59) (59)
455
Debt instruments
Loans due from banks and customers
Financial assets at fair value through profit or loss – Non standard
(59)
Equity instruments
(1) (1)
Shares and other equity securities
Financial assets at fair value through profit or loss – Excluding assets held for trading
(1)
Debt instruments
273 273
588 588
Debt securities
Financial assets at fair value through other comprehensive income
273
588
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
FINANCIAL LIABILITIES Debt securities
83
2
Derivatives
12
116
598 302 287
401
15 10
Interest rate derivatives • Equity derivatives • Currency derivatives • Credit derivatives • Other derivatives •
12
115
8 1
376
1
Financial liabilities at fair value through profit or loss – Held for trading (1)
12
199
598
403
Derivatives
(1) (1)
Interest rate derivatives
Financial liabilities at fair value through profit or loss – Economic hedges
(1)
Debt securities
4,975
Financial liabilities designated at fair value through profit or loss
4,975
Excluding economic hedging. (1)
466
UNIVERSAL REGISTRATION DOCUMENT 2019 | GROUPE BPCE
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