BPCE_REGISTRATION_DOCUMENT_2017

5 FINANCIAL REPORT

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

At December 31, 2017

Structured Financing

Other activities

Securitization Asset management

in millionsof euros

Financial assetsat fair valuethrough profitor loss

233 124

9,368

901

308 308

Trading derivatives

227

65

Trading financial instruments (excluding derivatives)

88 21

4,077 5,064 2,956 1,791

623 213

Financialinstruments designatedat fair valuethrough profitor loss

Available-for-salefinancialassets

841

15

40

Loans andreceivables

3,628

12,876

1,014

Otherassets

16

38

39

28

TOTALASSETS

4,718

14,153

13,831

1,390

Financial liabilitiesat fair valuethrough profit orloss

103

237

499

38

Provisions

0

1

3

1

TOTALLIABILITIES

103

238 488

502

39

Loan commitmentsgiven

4,457

2,091 2,057 2,807 2,380

548

Guaranteecommitmentsgiven

167

5,881

34

Guaranteesreceived

1

263 922

Notionalamount ofderivatives MAXIMUM LOSSEXPOSURE SIZEOF STRUCTUREDENTITIES

1,235

286

10,577 55,500

20,806 199,546

17,549 64,365

2,630 1,257

At December 31, 2016

Structured Financing

Other activities

Securitization Asset management

in millionsof euros

Financial assetsat fair valuethrough profitor loss

453 255 108

9,380

718

150 108

Trading derivatives

422

98

Trading financial instruments (excluding derivatives)

4,087 4,871 2,088 2,309

351 269

42

Financialinstruments designatedat fair valuethrough profitor loss

90

Available-for-salefinancialassets

430

22

23

Loans andreceivables

1,836

13,392

1,464

Otherassets

35

38

13

3

TOTALASSETS

2,754

13,815

14,145

1,640

Financial liabilitiesat fair valuethrough profit orloss

180

182

467

42 27 69

Provisions

1

4

TOTALLIABILITIES

180

183 245

471

Loan commitmentsgiven

3,959

1,882 1,430 3,073 2,716

1,019

Guaranteecommitmentsgiven

211

7,151

27 80

Guaranteesreceived

12

1

Notionalamount ofderivatives MAXIMUM LOSSEXPOSURE SIZEOF STRUCTUREDENTITIES

4,223

116

726

11,135 81,212

21,325 155,743

17,096 81,214

3,305 1,318

Securitization transactions in which BPCE SA group is simply an investorare listed inthe Risk Management – Securitizationssection. 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. ●

442

Registration document 2017