BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

12/31/2019

Level 1

Level 2

Level 3

Total

in millions of euros

FINANCIAL LIABILITIES Debt securities

18,534

95,057 47,494 31,825

809

114,398 49,877 32,375

Derivatives

674

1,709

Interest rate derivatives (2) •

551 315 526 316

Equity derivatives •

437

4,073

4,825

Currency derivatives (2) •

10,733

11,259

Credit derivatives • Other derivatives •

502 361

818 600

238

1

Other financial liabilities

13,119 155,670

13,119 177,396

19,208

2,518

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

Derivatives

253 110 145 253

393 393

648 502 146 648

Interest rate derivatives Currency derivatives

393

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

Debt securities

17,270

9,366

26,636

Other financial liabilities

3,696 3,696

2

3,699

Financial liabilities designated at fair value through profit or loss

17,270

9,368

30,335

Interest rate derivatives Currency derivatives Hedging derivatives

7,572 2,540

7,572 2,540

10,112 183,306

10,113 218,491

TOTAL FINANCIAL LIABILITIES AT FAIR VALUE

22,905

12,280

Excluding economic hedging. (1) Amounts not restated compared to the financial statements published in 2019, following a change in the presentation of premiums on options to be paid or received (see Note (2) 5.2.3).

488

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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