BPCE - 2020 Universal Registration Document

FINANCIAL REPORT

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

7.1.3.5

Change in credit losses on loan commitments given

Purchased or Originated Credit-Impaired (S2 POCI)

Purchased or Originated Credit-Impaired (S3 POCI)

Stage 1

Stage 2

Stage 3

TOTAL

Impair- ment for expected

Impair- ment for expected

Impair- ment for expected

Impair- ment for expected

Impair- ment for expected

Impair- ment for expected

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

credit losses

credit losses

credit losses

credit losses

credit losses

credit losses

in millions of euros BALANCE AT 12/31/2019 Origination and acquisitions Derecognition (redemptions, disposals and debt forgiveness) Transfers of financial assets Transfers to S1 Transfers to S2 Transfers to S3 Other changes (1) BALANCE AT 12/31/2020

70,918

(33)

6,152

(82)

117

(22)

9

77,196

(138)

9,153

(17)

1,517

(10)

///

///

1

2

10,673

(26)

(7,768)

3

(453)

2

(36)

(4)

(8,261)

5

(1,723)

1

1,634

(1)

74

(3)

(14)

(4)

1,207

(4)

(1,196)

4

(13)

(2) (9) (3)

(2,900)

5

2,894

(6)

(2) 89

(1) (3) 13

(29)

(63)

(3) 15

1,825

(7)

(2,166)

6

(22)

1

6

(357)

72,404

(54)

6,684

(85)

134

(10)

6

8

79,236

(149)

Including amortization of receivables, changes in credit risk parameters (including partial repayments), exchange rate fluctuations and IFRS 5 impacts. (1)

7.1.3.6

Change in credit losses on guarantee commitments given

Purchased or Originated Credit-Impaired (S2 POCI)

Purchased or Originated Credit-Impaired (S3 POCI)

5

Stage 1

Stage 2

Stage 3

TOTAL

Impairment for expected

Impairment for expected

Impairment for expected

Impairment for expected

Impairment for expected

Impair- ment for expected

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

Gross carrying amount

credit losses

credit losses

credit losses

credit losses

credit losses

credit losses

in millions of euros BALANCE AT 12/31/2019 Origination and acquisitions Derecognition (redemptions, disposals and debt forgiveness) Transfers of financial assets Transfers to S1 Transfers to S2 Transfers to S3 Other changes (1) BALANCE AT 12/31/2020

21,635

(11)

3,418

(16)

175

(65)

2

1

25,231

(92)

3,884

(4)

305

(2)

///

///

4,190

(6)

(3,345)

2

(501)

2

(14)

7

(3,860)

11

(463)

1

373

(2)

90

(4)

(2)

(5)

434

(1)

(432)

1

(2)

1

1

(882)

2

881 (76)

(3)

(1) 91

(2)

(1) (5)

(15)

(5)

(441)

(4)

(867)

(3)

343

(51)

(1)

(967)

(58)

21,270

(16)

2,728

(21)

592

(113)

2

24,591

(150)

Including amortization of receivables, changes in credit risk parameters (including partial repayments), exchange rate fluctuations and IFRS 5 impacts. (1)

461

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE