XML 197 R181.htm IDEA: XBRL DOCUMENT v3.22.0.1
Note 15 Derivatives Hedge accounting breakdown by type of risk and type of hedge (Details) - EUR (€)
€ in Millions
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging € 1,805 € 1,991 € 1,729
Derivative financial liabilities held for hedging 2,626 2,318 2,233
Interest rate risk [member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 697 989 920
Derivative financial liabilities held for hedging 322 525 488
Interest rate risk [member] | OTC Options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 697 989 920
Derivative financial liabilities held for hedging 322 525 488
Interest rate risk [member] | Organized market options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Equity risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 3
Equity risk [Member] | OTC Options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 3
Equity risk [Member] | Organized market options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Foreign exchange and gold risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 463 435 420
Derivative financial liabilities held for hedging 135 350 316
Foreign exchange and gold risk [Member] | OTC Options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 463 435 420
Derivative financial liabilities held for hedging 135 350 316
Foreign exchange and gold risk [Member] | Organized market options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Credit risk [member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Commodities risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Other risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Fair value risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 1,160 1,424 1,341
Derivative financial liabilities held for hedging 457 874 808
Interest rate risk hedges cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 228 154 224
Derivative financial liabilities held for hedging 1,786 1,055 850
Interest rate risk hedges cash flow [Member] | OTC Options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 226 154 224
Derivative financial liabilities held for hedging 1,786 1,041 839
Interest rate risk hedges cash flow [Member] | Organized market options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 2 0 0
Derivative financial liabilities held for hedging 0 15 11
Equity instruments risk hedge cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Foreign exchange and gold risk hedge cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 180 225 115
Derivative financial liabilities held for hedging 79 55 18
Foreign exchange and gold risk hedge cash flow [Member] | OTC Options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 180 225 115
Derivative financial liabilities held for hedging 79 50 18
Foreign exchange and gold risk hedge cash flow [Member] | Organized market options [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 5 0
Credit risk hedge cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Commodities risk hedge cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Other risk hedge cash flow [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 0 0 0
Derivative financial liabilities held for hedging 0 0 0
Cash flow hedges [member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 408 379 339
Derivative financial liabilities held for hedging 1,865 1,111 868
Hedges of net investment in foreign operations [member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 198 166 12
Derivative financial liabilities held for hedging 196 139 242
Portfolio fair value hedges of interest rate risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 18 18 37
Derivative financial liabilities held for hedging 95 170 216
Portfolio cash flow hedges of interest rate risk [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 21 3 1
Derivative financial liabilities held for hedging 13 23 99
Derivatives hedge accounting [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 1,805 1,991 1,729
Derivative financial liabilities held for hedging 2,626 2,318 2,233
Derivatives hedge accounting [Member] | Of which OTC credit institutions [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 1,454 1,718 1,423
Derivative financial liabilities held for hedging 2,248 1,965 1,787
Derivatives hedge accounting [Member] | Of which OTC other financial corporations [Member]      
Disclosure of detailed information about hedging instruments [line items]      
Derivative financial assets held for hedging 349 273 306
Derivative financial liabilities held for hedging € 378 € 333 € 426