BPCE - 2018 Registration document

5 FINANCIAL REPORT

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

At December 31, 2018

Structured Financing

Excluding insurance business investments in millions of euros

Securitization Asset management

Other activities

Financial assets at fair value through profit or loss

551

2,111

1,064

476 334

Trading derivatives

95

70

165 702 181

Trading financial instruments (excluding derivatives)

371

153

51 13

Financial assets at fair value through profit or loss – Non SPPI Financial instruments designated at fair value through profit or loss

81

1,719

25

Equity instruments not held for trading

4

144

17

79

Financial assets at fair value through other comprehensive income

10

136

40

141

Financial assets at amortized cost

5,998

1,748

13,986

1,157

Other assets

22

40

19

20

TOTAL ASSETS

6,581

4,035

15,109

1,793

Financial liabilities at fair value through profit or loss

45

204

585

192

Provisions

6

1

52

7

TOTAL LIABILITIES

51

205 249

636

198 533

Financing commitments given Guarantee commitments given

3,918

2,849 2,835 3,606 2,973

279

5,180

36

Guarantees received

1

14

330 262

Notional amount of derivatives MAXIMUM LOSS EXPOSURE

1,030

155

11,801

9,606

20,109

2,288

Asset management

Insurance business investments in millions of euros

Securitization

Other activities

Financial assets at fair value through profit or loss Trading financial instruments (excluding derivatives) Financial instruments designated at fair value through profit or loss

10,528

6,034 4,494 3,235

Available-for-sale financial assets

908 908

26 26

TOTAL ASSETS

13,763

TOTAL LIABILITIES Financing commitments given MAXIMUM LOSS EXPOSURE

344

189

1,252

13,952

26

Asset management

Structured Financing Other activities

Securitization

in millions of euros

SIZE OF STRUCTURED ENTITIES

62,613

374,675

81,306

4,047

372

Registration document 2018