BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

12/31/2020

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

20,567

95,011 38,397 24,432

574

116,152 40,536 24,763

Derivatives

713

1,426

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

4

327 601 227 263

258

3,364 9,273

4,223 9,500 1,062

799 529

451

8

988

14,252 147,661

14,252 170,941

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

21,280

2,001

Derivatives

1

442 154

426 401

869 555

Interest rate derivatives Equity derivatives Currency derivatives

1

25

26

288 442

288 869

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

1

426

Debt securities

15,494

8,754

24,248

Other financial liabilities

3,045 3,045

475

4

3,525

Financial liabilities designated at fair value through profit or loss

15,969

8,758

27,772

Interest rate derivatives Currency derivatives Hedging derivatives

7,928 2,111

7,928 2,111

10,039 174,111

10,039 209,621

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

24,326

11,184

Excluding economic hedging. (1)

486

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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