BPCE_REGISTRATION_DOCUMENT_2017
5 FINANCIAL REPORT
IFRS Consolidated Financial Statements of Groupe BPCE as at December 31, 2017
margin calls in the form of securities (for the fair value of said - securities); for derivatives,the fair values of the reverse transactionswith the ● same counterparty, as well as the margin calls in the form of securities. Margin calls received or paid in cash are shown in “Margin calls received (cashcollateral)” and “Margin calls paid (cash collateral).”
For these instruments, the “Related financial assets and financial instruments received as collateral” and “Related financial liabilities and financial instruments pledged as collateral”include inparticular: for repurchase agreements: ● loans or borrowings resulting from reverse repurchase - agreements with the same counterparty, and securities pledged or received ascollateral (for the fair value of saidsecurities),
5.24.1 Financial assets
Financial assets under netting agreements offset in the balance sheet
12/31/2017
12/31/2016
Net amount of financial assets recognized in the balance sheet
Net amount of financial assets recognized in the balance sheet
Gross amount of financial liabilities offset in the balance sheet
Gross amount of financial liabilities offset in the balance sheet
Gross amount of financial assets
Gross amount of financial assets
in millions of euros
Derivatives (trading and hedging)
74,393 42,969 117,362
17,426
56,967 34,504 91,471
87,394 47,873 135,267
19,705
67,689 40,371
Repurchase agreements
8,465
7,502
Financial assetsdesignated at fairvalue Repurchase agreements (loansand receivables portfolio)
25,891
27,207
108,060
70,869 188,231
6,459
64,410
72,835
12,572 39,779
60,263
TOTAL
32,350
155,881
208,102
168,323
Financial assets under netting agreements not offset in the balance sheet
12/31/2017
12/31/2016
Net amount of financial assets recognized in the balance sheet
Related financial liabilities and financial instruments received as collateral
Related financial liabilities and financial instruments received as collateral
Net amount of financial assets recognized in the balance sheet
Margin calls received (cash collateral)
Margin calls received (cash collateral)
Net exposure
Net exposure
in millions of euros
Derivatives (trading and hedging)
56,967 98,914
31,550 92,622
6,645 18,772
67,689
33,604
8,928 25,157
Repurchase agreements
14
6,278 100,634
84,089
50 16,495
TOTAL
155,881 124,172
6,659 25,050 168,323 117,693
8,978 41,652
298
Registration document 2017
Made with FlippingBook - professional solution for displaying marketing and sales documents online