BPCE_REGISTRATION_DOCUMENT_2017
5 FINANCIAL REPORT
IFRS Consolidated Financial Statements of BPCE SA group as at December 31, 2017
5.5
FAIR VALUE OF FINANCIAL ASSETS AND LIABILITIES
Fair value hierarchy of financial assets and liabilities 5.5.1 The following statement provides a breakdown of financial instruments by type of price and valuationmodel:
12/31/2017
12/31/2016
Price quoted in an active market (Level 1)
Measurement techniques using observable data (Level 2)
Measurement techniques using unobservable data (Level 3)
Price quoted in an active market (Level 1)
Measurement techniques using observable data (Level 2)
Measurement techniques using unobservable data (Level 3)
Total
Total
in millions of euros FINANCIALASSETS Securities
45,654 11,205 34,449
4,471 1,572 2,899
154 154
50,279 12,931 37,348
39,655
6,144 2,950 3,194
265 265
46,064 12,249 33,815
Fixed-income securities Variable-income securities
9,034
30,621
Derivatives
677
48,281 31,902
2,236 51,194
863
54,633 29,554
2,103 57,599
Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives
2
267 561
32,171
359
29,913
533
2,475
3,569
738
4,762
1,004
6,504
2
13,022
1,195 14,219
5
18,882
438 283
19,325
389 493
200
589 646
573 862
856
Other derivatives
140
13
120
19
1,001 2,871
Other financial assets
1,344
1,662
3,006
1,527
1,344
Financial assets held for trading 46,331
54,096
4,052 104,479 2,535 19,474
40,518 12,375
62,304
3,712 106,534 2,280 14,881
Securities
15,701
1,238
226
Fixed-income securities Variable-income securities
725
90
1,811
2,626
642
75
1,524
2,241
14,976
1,148
724
16,848
11,733
151
756
12,640
Other financial assets
22
40,793
2,248 43,063
47,366
2,382 49,748
Financial assets designated at fair value through profit or loss
15,723
42,031
4,783 62,537
12,375
47,592 10,471
4,662 64,629
Interestrate derivatives Currencyderivatives Hedgingderivatives Investments in associates
7,520 1,081 8,601 4,068 2,738 1,330 187
7,520 1,086 8,606
10,471
5 5
2,732
2 2
2,734
13,203
13,205
100
1,750
2,037
98
210
1,884
2,192
Other securities
55,517 49,655
3,503 63,088 3,067 55,460
51,583 46,863
3,547 2,395 1,152
3,564 58,694 3,438 52,696
Fixed-income securities Variable-income securities
5,862
436
7,628
4,720
126
5,998
Other financial assets
7
29
36
18
16
34
Available-for-sale financial assets
55,617
4,262
5,282 65,161
51,681
3,775
5,464 60,920
FINANCIALLIABILITIES Securities
25,750
343
26,093
22,113
1,038
23,151 54,272 26,060
Derivatives
586
48,466 31,509
1,998 51,050
752
52,609 25,738
911 294 154
Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives
60
258 251
31,827
28
395
4,202
4,848
523
7,377
8,054
1
12,063
1,166 13,230
1
18,442
35
18,478
467 225
315
782 363
419 633 349
423
842 838 349
Other derivatives Other financial liabilities
130
8
200
5
57
57
Financial liabilities heldfor trading
26,336
48,866 22,413 34,409
1,998 77,200
22,865
53,996 19,542 37,029
911
77,772 19,635 39,083
Securities
372
22,785
93
Other financial liabilities
2,908
1,196 38,513
1,170
884
Financial liabilities designated at fair value through profit or loss
2,908
56,822
1,568 61,298
1,170
56,571
977
58,718
Interest rate derivatives Equity derivatives Currency derivatives
7,303
7,303
9,914
3 1
9,917
1
2,697
2,697
3,877
3,877
Hedgingderivatives
10,000
10,000
13,791
4
13,795
400
Registration document 2017
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