BPCE - 2020 Universal Registration Document

FINANCIAL REPORT

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

BREAKDOWN OF FAIR VALUE HIERARCHY TRANSFERS 10.1.3 The amounts of transfers indicated in this table are those of the last valuation preceding the transfer.

Fiscal year 2020

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

936

104

527 433

16

Loans due from banks and customers

16

Debt securities

936

104

94

Equity instruments

3 3

Shares and other equity securities

Derivatives

113

27

26

315 108

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives Other derivatives

111

12

16

29

176

10

1

2

15

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

1,053

131

554

330

Debt instruments

40 40 40 29

Debt securities

Financial assets at fair value through profit or loss

Debt instruments

13

18

Loans due from banks and customers

6

Debt securities

13

29

12

Financial assets at fair value through profit or loss – Non-standard

5

13

29 20 20

18

Equity instruments

Shares and other equity securities

Financial assets at fair value through profit or loss - Excluding assets held for trading

20

Debt instruments

502 502

712 712

8 8

27 27

Debt securities

Equity instruments

2 2

Shares and other equity securities

Financial assets at fair value through other comprehensive income

504

712

8

27

Excluding economic hedging. (1)

343

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE