BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

IFRS CONSOLIDATED FINANCIAL STATEMENTS OF GROUPE BPCE AS AT DECEMBER 31, 2020

12/31/2020

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

22,446

92,982 33,491 19,056

574

116,002 35,708 19,429

Derivatives

749

1,467

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

4

369 601 226 263

294

3,476 9,626

4,371 9,852 1,067

804 529

451

8

988

10,312 136,785

10,312 162,021

23,195

2,042

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

Derivatives

1

1,007

561 536

1,569 1,242

Interest rate derivatives Equity derivatives Currency derivatives

706

1

25

26

301

301

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

1

1,007

561

1,569

Debt securities

15,478

8,754

24,232

3,045 3,045

500

4

3,549

Other financial liabilities

Financial liabilities designated at fair value through profit or loss

15,978 13,141

8,758

27,782 13,141

Interest rate derivatives Currency derivatives Hedging derivatives

2,120

2,120

15,261 169,031

15,262 206,633

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

26,241

11,360

Excluding economic hedging. (1)

336

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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