BPCE_REGISTRATION_DOCUMENT_2017

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

The data arepresented below, aggregated based on their activity classification.

At December 31, 2017

Asset management

Structured Financing

Other activities

Securitization

in millionsof euros

Financial assetsat fair valuethrough profitor loss

233 124

10,300

935

308

Trading derivatives

227

99

308

Trading financial instruments (excluding derivatives)

88 21

5,008 5,065 4,307 1,887

623 213

Financialinstruments designatedat fair valuethrough profitor loss

Available-for-salefinancialassets

874

61

190

Loans andreceivables

3,634

14,235

1,302

Otherassets

16

38

39

27

TOTALASSETS

4,757

16,532

15,270

1,827

Financial liabilitiesat fair valuethrough profit orloss

103

237

499

37

Provisions

5

42

6

TOTALLIABILITIES

103

242 515

541

43

Financing commitments given Guaranteecommitmentsgiven

4,457

2,422 2,297 3,099 2,380

593

191

6,340

67

Collateral received

10

331 922

Notionalamount ofderivatives MAXIMUM LOSSEXPOSURE SIZEOF STRUCTUREDENTITIES

1,235

286

10,640 56,208

23,658 256,784

19,228 71,717

3,072 4,123

5

At December 31, 2016

Asset management

Structured Financing

Other activities

Securitization

in millionsof euros

Financial assetsat fair valuethrough profitor loss

452 254 108

10,073

764 145 350 269 110

150 108

Trading derivatives

422

Trading financial instruments (excluding derivatives)

4,780 4,871 3,459 2,379

42

Financialinstruments designatedat fair valuethrough profitor loss

90

Available-for-salefinancialassets

472

152

Loans andreceivables

1,844

14,595

1,684

Otherassets

35

38

13

3

TOTALASSETS

2,803

15,949

15,482

1,989

Financial liabilitiesat fair valuethrough profit orloss

180

186

467

42

Provisions

4

69

33

TOTALLIABILITIES

180

190 253

536

75

Financing commitments given Guaranteecommitmentsgiven

3,959

2,133 1,594 3,384 2,716

1,040

379

7,841

74

Collateral received

12

2

112 726

Notionalamount ofderivatives MAXIMUM LOSSEXPOSURE SIZEOF STRUCTUREDENTITIES

4,223

116

11,352 39,238

24,153 228,004

18,472 91,584

3,684 5,550

Securitization transactions in which Groupe BPCE is simply an investorare listed inthe Risk Management –Securitizations section. The size criterion used varies according to the types of structured entities: Securitization, the total amount of the entities’ issues on the ● liabilitiesside;

Asset management:the net assets of collectiveinvestmentvehicles ● (other thansecuritization); Structured financing: the total amount of financing outstandings ●

remainingdue by the entities; Other activities, total assets. ●

325

Registration document 2017