BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

12/31/2019

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

19,963

95,045 42,810 27,036

809

115,817 45,232 27,629

Derivatives

736

1,685

Interest rate derivatives (2) •

593 315 460 316

Equity derivatives •

498

4,108

4,922

Currency derivatives (2) •

10,796

11,256

Credit derivatives • Other derivatives •

508 361

824 600

238

1

Other financial liabilities

9,090

9,090

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

20,699

146,945

2,494

170,138

Derivatives

881 721 160 881

433 434

1,314 1,154

Interest rate derivatives Currency derivatives

160

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

433

1,314

Debt securities

17,231

9,366

26,597

Other financial liabilities

3,696 3,696

29

2

3,727

Financial liabilities designated at fair value through profit or loss

17,260 12,505

9,368

30,324 12,505

Interest rate derivatives Currency derivatives Hedging derivatives

2,563

2,563

15,068 180,153

15,068 216,844

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

24,395

12,296

Excluding economic hedging. (1) Amounts not restated compared to the financial statements published in 2019, following a change in thepresentation of premiums on options to be paid or eceived (see Note 5.2.3). (2)

338

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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