BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

At December 31, 2020

Asset Management

Structured Financing Other activities

Excluding insurance business investments in millions of euros

Securitization

Financial assets at fair value through profit or loss

217 112

3,018

1,384

654 517

Trading derivatives

42 29

529 640 209

Trading financial instruments (excluding derivatives) Financial assets at fair value through profit or loss – Non-SPPI Financial instruments designated at fair value through profit or loss

48 50

63 24

2,831

28 88

Equity instruments not held for trading

6 9

6 6

51

Financial assets at fair value through other comprehensive income

164

279

Financial assets at amortized cost

6,255

1,148

12,895

1,296

Other assets

15

37

19

8

TOTAL ASSETS

6,496

4,367

14,305

2,237

Financial liabilities at fair value through profit or loss

10

82

140

249

Provisions

5

1

26

7

TOTAL LIABILITIES

15

83

166

256 572 109 211 281

Loan commitments given

7,089

302 243

2,346 3,557 4,399 6,738

Guarantee commitments given (1)

161 233

Guarantees received

9

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,200

14,708 2,982 For the Asset Management activity, Natixis guarantees the capital and/or returns on units in certain UCITS. These guarantees were recognized as derivatives at 12/31/2020 (1) (see Note 6.2 Guarantee commitments). 4,901 22,521

At December 31, 2019

Asset Management

Structured Financing Other activities

Excluding insurance business investments in millions of euros

Securitization

Financial assets at fair value through profit or loss

714 131 497

2,784

1,292

696 456 128

Trading derivatives

109 445

370 689 216

Trading financial instruments (excluding derivatives) Financial assets at fair value through profit or loss – Non-SPPI Financial instruments designated at fair value through profit or loss

80

1,963

13

93

Equity instruments not held for trading

6

175 156

17 20

100 223

Financial assets at fair value through other comprehensive income

10

Financial assets at amortized cost

6,384

1,389

13,195

1,105

Other assets

18

43

7

8

TOTAL ASSETS

7,126

4,373

14,514

2,032

Financial liabilities at fair value through profit or loss

54

90

903

182

Provisions

2

2

43

6

TOTAL LIABILITIES

56

92

946

189 526

Loan commitments given

5,554

247 255

3,304 3,814 4,232 5,226

Guarantee commitments given

225 243

54 86

Guarantees received

14

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,190

377

13,849

4,860

22,583

2,897

358

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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