BPCE_REGISTRATION_DOCUMENT_2017

FINANCIAL REPORT IFRS Consolidated Financial Statements of Groupe BPCE as at December 31, 2017

Financial liabilities 5.24.2

Financial liabilities under netting agreements offset in the balance sheet

12/31/2017

12/31/2016

Net amount of financial liabilities recognized in the balance sheet

Net amount of financial liabilities recognized in the balance sheet

Gross amount of financial assets offset in the balance sheet

Gross amount of financial assets offset in the balance sheet

Gross amount of financial liabilities

Gross amount of financial liabilities

in millions of euros

Derivatives (trading and hedging)

79,823 43,430 123,523

17,426

62,396 34,965 97,361

90,199 43,446 133,645

19,705

70,494 35,944

Repurchase agreements

8,465

7,502

Financial liabilitiesat fair value

25,891

27,207

106,438

Repurchase agreements (liabilitiesportfolio)

85,448

6,459

78,989

80,545

12,572

67,973

TOTAL

208,701

32,350

176,350

214,190

39,779

174,411

Financial liabilities under netting agreements not offset in the balance sheet

12/31/2017

12/31/2016

Net amount of financial liabilities recognized in the balance sheet

Related financial assets and financial instruments

Net amount of financial liabilities recognized in the balance sheet

Related financial assets and financial instruments

Margin calls paid (cash collateral) Net exposure

Margin calls paid (cash collateral) Net exposure

posted as collateral

posted as collateral

in millions of euros

Derivatives (trading and hedging) Repurchase agreements

5

62,396

31,977

11,579

18,840

70,494

34,547

13,247

22,700

113,954 176,350

103,729 135,706

1

10,224

103,917

82,520

8

21,389

TOTAL

11,580

29,064

174,411

117,067

13,255

44,089

299

Registration document 2017