BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

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 LIABILITIES Debt securities

4

Derivatives

40

161

238

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

55 12

37

57 94

165

1

3

10

5

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

44

161

238

Derivatives

1 1

Interest rate derivatives

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

1

503

556

Debt securities

Other financial liabilities

2

Financial liabilities designated at fair value through profit or loss

505

556

Excluding economic hedging. (1)

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

290

146

19

116 116

Loans due from banks and customers

54

Debt securities

236

146

19

Equity instruments

2 2

Shares and other equity securities

Derivatives

16

111

486 381

346

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives Other derivatives

13

16

109

90 13

5

328

1

2

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

308

256

505

462 142 117

Debt instruments

17

98 60 38 98 15 15

67

Loans due from banks and customers

Debt securities

17

67

25

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

17

67 10 10

142

Debt instruments

354 354

122 122

966 966

41 41

Debt securities

Equity instruments

(20) (20)

168 168

Shares and other equity securities

Financial assets at fair value through other comprehensive income

354

122

966

(5)

10

209

Excluding economic hedging. (1)

344

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

www.groupebpce.com

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