10.1 FAIR VALUE OF FINANCIAL ASSETS AND LIABILITIES RECOGNISED AT AMORTISED COST The amounts shown include related receivables and payables and, for assets, are net of depreciation. Fair value of financial assets carried at amortised cost in the balance sheet (in thousands of euros) Balance sheet value at 31/12/2023 Fair value at 31/12/2023 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Loans and receivables 6,521,257 6,522,154 0 5,072,943 1,449,211 Loans and receivables due from credit institutions 3,335,808 3,335,808 0 3,335,833 -25 Loans and receivables due from clients 3,185,449 3,186,346 0 1,737,110 1,449,236 Debt securities 32,949 32,971 32,971 0 0 Total financial assets of which the fair value is indicated 6,554,206 6,555,125 32,971 5,072,943 1,449,211 (in thousands of euros) Balance sheet value at 31/12/2022 Fair value at 31/12/2022 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Loans and receivables 5,565,187 5,565,190 0 3,913,473 1,651,717 Loans and receivables due from credit institutions 1,804,493 1,804,494 0 1,804,559 -65 Loans and receivables due from clients 3,760,694 3,760,696 0 2,108,914 1,651,782 Debt securities 24,830 24,830 24,830 0 0 Total financial assets of which the fair value is indicated 5,590,017 5,590,020 24,830 3,913,473 1,651,717 Fair value of financial liabilities carried at amortised cost in the balance sheet (in thousands of euros) Balance sheet value at 31/12/2023 Fair value at 31/12/2023 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Due to credit institutions 949,463 949,463 0 949,463 0 Due to clients 6,127,147 6,127,147 0 6,127,147 0 Debt securities Subordinated debt Total financial liabilities of which the fair value is indicated 7,076,610 7,076,610 0 7,076,610 0 (in thousands of euros) Balance sheet value at 31/12/2022 Fair value at 31/12/2022 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Due to credit institutions 334,638 334,638 0 334,638 0 Due to clients 6,242,890 6,242,890 0 6,242,890 0 Debt securities Subordinated debt Total financial liabilities of which the fair value is indicated 6,577,528 6,577,528 0 6,577,528 0 Annual Report 2023 131
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