BPCE - 2020 Universal Registration Document

FINANCIAL REPORT

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

BREAKDOWN OF FAIR VALUE HIERARCHY TRANSFERS 10.1.3 The amounts of transfers indicated in this statement are those of the last valuation preceding the transfer.

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 ASSETS Debt instruments

903

74

485 433

12

Loans due from banks and customers

Debt securities

903

74

52

12

Equity instruments

3 3

Shares and other equity securities

Derivatives

113

27

26

312 108

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives Other derivatives

111

12

16

26

176

10

1

2

15

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

1,019

101

512

323

Debt instruments

40 40

Debt securities

Financial assets designated at fair value through profit or loss

40

Debt instruments

263 263

470 470

Debt securities

Financial assets at fair value through other comprehensive income

263

470

5

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

162

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

162 503

238 556

Debt securities

Other financial liabilities

2

Financial liabilities designated at fair value through profit or loss

505

556

Excluding economic hedging. (1)

493

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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