BPCE_REGISTRATION_DOCUMENT_2017

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

Financial assets under netting agreements not offset in the balance sheet

12/31/2017

12/31/2016

Related financial liabilities and financial instruments received as collateral

Related financial liabilities and financial

Net amount of financial assets recognized in the balance sheet

Net amount of financial assets recognized in the balance sheet

Margin calls received (cash collateral)

instruments received as collateral

Margin calls received (cash collateral)

Net exposure

Net exposure

in millions of euros  

Derivatives (tradingand hedging) Repurchase agreements

59,798

31,468

9,878

18,452

70,803

33,251

12,985

24,567

92,599 152,397

86,504 117,972

12

6,083

96,079

80,614

44

15,421

TOTAL

9,890

24,535

166,882

113,865

13,029

39,988

Financial liabilities 5.24.2

Financial liabilities under netting agreements offset in the balance sheet

12/31/2017

12/31/2016

Gross amount of financial assets offset in the balance sheet

Gross amount of financial assets offset in the balance sheet

Net amount of financial liabilities recognized in the balance sheet

Net amount of financial liabilities recognized in the balance sheet

Gross amount of financial liabilities

Gross amount of financial liabilities

in millions of euros  

Derivatives (tradingand hedging)

78,473 43,431 121,904

17,426

61,047 34,966 96,013

87,772 43,447 131,219

19,705

68,067 35,945

5

Repurchase agreements

8,465

7,502

Financial liabilitiesat fair value

25,891

27,207

104,012

Repurchase agreements (liabilities portfolio)

85,527 207,431

6,459

79,068

77,285

12,572

64,713

TOTAL

32,350

175,081

208,504

39,779

168,725

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)

Margin calls paid (cash collateral)

posted as collateral

Net exposure

posted as collateral

Net exposure

in millions of euros  

Derivatives (tradingand hedging) Repurchase agreements

61,047

31,880

10,767

18,400

68,067

34,170

12,115

21,782

114,034 175,081

104,021 135,901

2

10,011

100,658

79,535

8

21,115

TOTAL

10,769

28,411

168,725

113,705

12,123

42,897

417

Registration document 2017