BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

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

Fiscal year 2019

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

287

119

6

116 116

Loans due from banks and customers

54

Debt securities Derivatives

233

119 111

6

16

486 381

339

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives Other derivatives

5 5

16

109

90 13

328

1

2

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

306

230

492 (59) (59)

455

Debt instruments

Loans due from banks and customers

Financial assets at fair value through profit or loss – Non-standard

(59)

Equity instruments

(1) (1)

Shares and other equity securities

Financial assets at fair value through profit or loss – Excluding assets held for trading

(1)

Debt instruments

273 273

588 588

Debt securities

Financial assets at fair value through other comprehensive income

273

588

Fiscal year 2019

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

83

2

Derivatives

12

116

598 302 287

401

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

15 10

12

115

8 1

376

1

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

12

199

598

403

Derivatives

(1) (1)

Interest rate derivatives

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

(1)

Debt securities

4,975

Financial liabilities designated at fair value through profit or loss

4,975

Excluding economic hedging. (1)

494

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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