BPCE - 2018 Registration document

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

From

Level 1

Level 1

Level 2

Level 2

Level 3

To

Level 2

Level 3

Level 1

Level 3

Level 2

in millions of euros

FINANCIAL LIABILITIES Debt securities Derivatives Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives

41

56

13

176

9 3

1

34

55

18

154

2

Other derivatives

7

1

Other financial liabilities Financial liabilities at fair value through profit or loss – Held for trading (2)

41

56

13

176

Derivatives

(10) (10)

Interest rate derivatives

Financial liabilities at fair value through profit or loss – Economic hedging

(10)

Debt securities

1

Financial liabilities designated at fair value through profit or loss

1 Of which €130 million relating to structured derivatives indexed to shares traded in Asia transferred to Level 3 of the fair value hierarchy (see general principles in Note 10 and Note 1.3). (1) Excluding economic hedging (2)

5

359

Registration document 2018