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Total<br />

En millions d’euros<br />

31/03/00<br />

1<br />

2<br />

14<br />

41<br />

Résultats 31.12.2001<br />

2<br />

2<br />

21<br />

49<br />

2<br />

1<br />

19<br />

38<br />

-16 -20 -19<br />

VAR 1 jour - 99% par nature de risque<br />

30/06/00 30/09/00 31/12/00<br />

5<br />

3 1<br />

2<br />

1<br />

4<br />

13<br />

15<br />

14<br />

27<br />

23<br />

28<br />

1<br />

9<br />

17<br />

31<br />

1<br />

8<br />

10<br />

35<br />

-16 -17 -17 -19 -17<br />

taux d'intérêt actions change matières premieres compensations<br />

42 54 41 31 27 28<br />

Analyse de la VAR<br />

31/03/01 30/06/01 30/09/01 31/12/01<br />

39<br />

� � � �<br />

GROUPE DETAIL<br />

BPGA BFI<br />

37<br />

88

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