BPCE - 2018 Registration document

FINANCIAL REPORT IFRS Consolidated Financial Statements of Groupe BPCE as at December 31, 2018

Financial assets under netting agreements not offset in the balance sheet

12/31/2018

01/01/2018

Net amount of financial assets recognized in the balance sheet

Related financial liabilities

Related financial liabilities and financial instruments received as collateral

Net amount of financial assets recognized in the balance sheet

and financial instruments received as collateral

Margin calls received (cash collateral)

Margin calls received (cash collateral) Net exposure

Net exposure

in millions of euros

Derivatives (trading and hedging)

54,026 98,092

35,384 95,164

9,406

9,236 2,928

56,967 98,914

31,550 92,622

6,645

18,772

Repurchase agreements

14

6,278

TOTAL

152,118 130,548

9,406

12,164 155,881 124,172

6,659

25,050

5.18.2 Financial liabilities Financial liabilities under netting agreements offset in the balance sheet

12/31/2018

01/01/2018

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)

81,185 100,124

20,981

60,204 90,170

79,823 43,430

17,426

62,396 34,965

Repurchase agreements

9,954

8,465

Financial liabilities at fair value through profit or loss Repurchase agreements (liabilities portfolio)

5

181,308 16,712 198,020

30,935

150,373 16,012 166,385

123,253 85,448 208,701

25,891

97,361 78,989 176,350

700

6,459

TOTAL

31,635

32,350

Financial liabilities under netting agreements not offset in the balance sheet

12/31/2018

01/01/2018

Net amount of financial liabilities recognized in the balance sheet

Related financial assets and financial instruments pledged as collateral

Related financial assets and financial instruments pledged as collateral

Net amount of financial liabilities recognized in the balance sheet

Margin calls paid (cash collateral)

Margin calls paid (cash collateral) Net exposure

Net exposure

in millions of euros

Derivatives (trading and hedging)

60,204 106,182

35,708 99,417

12,198

12,298

62,396

31,977

11,579

18,840 10,224 29,064

Repurchase agreements

6,765 113,954 103,729 19,062 176,350 135,706

1

TOTAL

166,385 135,125

12,198

11,580

313

Registration document 2018