2020 Universal registration document and annual financial report - BNP PARIBAS 213

4Consolidated finanCial statements for the year ended 31 deCemBer 2020

4

Notes to the financial statements

In millions of euros

31 December 2019

Financial instruments held for trading Instruments at fair value through profit

or loss not held for trading Financial assets at fair value through

equity

Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total

Securities 98,940 24,927 357 124,224 681 2,106 4,924 7,711 32,812 18,645 1,212 52,669

Governments 46,620 11,027 57,647 245 245 20,627 9,652 30,279

Other debt securities 12,449 13,799 218 26,466 1,283 367 1,650 11,043 8,780 301 20,124

Equities and other equity securities 39,871 101 139 40,111 681 578 4,557 5,816 1,142 213 911 2,266

Loans and repurchase agreements - 195,420 134 195,554 - 514 859 1,373 - - - -

Loans 3,329 3,329 514 859 1,373

Repurchase agreements 192,091 134 192,225 -

FINANCIAL ASSETS AT FAIR VALUE 98,940 220,347 491 319,778 681 2,620 5,783 9,084 32,812 18,645 1,212 52,669

Securities 62,581 2,800 109 65,490 - - - -

Governments 41,811 1,265 43,076 -

Other debt securities 6,294 1,509 31 7,834 -

Equities and other equity securities 14,476 26 78 14,580 -

Borrowings and repurchase agreements - 212,379 333 212,712 - 2,202 179 2,381

Borrowings 2,865 2,865 2,202 179 2,381

Repurchase agreements 209,514 333 209,847 -

Issued debt securities (note 4.h) - - - - 4,458 40,661 18,639 63,758

Subordinated debt (note 4.h) - 893 893

Non subordinated debt (note 4.h) - 37,997 18,639 56,636

Debt representative of shares of consolidated funds held by third parties - 4,458 1,771 6,229

FINANCIAL LIABILITIES AT FAIR VALUE 62,581 215,179 442 278,202 4,458 42,863 18,818 66,139