BPCE - Risk Report - Pillar III 2020

CAPITAL MANAGEMENT AND CAPITAL ADEQUACY

SCOPE OF APPLICATION

BPCE statutory scope

Prudential restatements

Regulatory scope BPCE

Liabilities on 12/31/2020 in millions of euros

Amount due to central banks Financial liabilities at fair value through profit or loss

191,371 22,474 93,528 37,276 10,312 27,782 15,262 228,201 138,416 630,837

(665)

190,706 22,475 93,528 37,294 10,312 27,098 15,262 226,263 134,007 633,387

o/w securities sold short •

1

o/w other liabilities issued for trading purposes •

o/w trading derivatives •

17

o/w security deposits received •

o/w financial liabilities designated at fair value through profit or loss •

(684)

Hedging derivatives

4

Debt securities

(1,938) (4,409)

Amounts due to banks

Amounts due to customers

2,550

Revaluation differences on interest rate risk-hedged portfolios

243 485

243 466

Current tax liabilities Deferred tax liabilities

(18)

1,239

(216) (111)

1,024

Accrued expenses and other liabilities

22,662

22,551

Liabilities associated with non-current assets held for sale

1,945

1,945

Liabilities related to insurance contracts

114,608

(114,608)

Provisions

6,213

(43)

6,171

Subordinated debt

16,375 72,683 27,481 42,547

(214)

16,162 72,672 27,481 42,540

Equity attributable to equity holders of the parent

(11)

Share capital and additional paid-in capital

Retained earnings

(8)

Gains and losses recognized directly in other comprehensive income

1,045 1,610 5,728

(3)

1,042 1,610 5,968

Income for the period Non-controlling interests

240

TOTAL LIABILITIES AND EQUITY

1,446,269

(119,443)

1,326,826

45

RISK REPORT PILLAR III 2020 | GROUPE BPCE