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International GAAP® 2019: Generally Accepted Accounting Practice under International Financial Reporting Standards

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by International GAAP 2019 (pdf)


  the relevant risk variable, there is no requirement to determine what the profit or loss

  for the period would have been if the relevant risk variables had been different during

  the reporting period. The requirement is subtly different because the effect that is

  disclosed assumes that a reasonably possible change in the relevant risk variable had

  occurred at the reporting date and had been applied to the risk exposures in existence

  at that date. For example, if an entity has a floating rate liability at the reporting date,

  the entity would disclose the effect on profit or loss (i.e. interest expense) for the current

  year if interest rates had varied by reasonably possible amounts. Further, this disclosure

  is not required for each change within a range of reasonably possible changes, only at

  the limits of the reasonably possible range. [IFRS 7.B18].

  The following example illustrates how the amounts to be included in these disclosures

  in respect of a number of different instruments might be determined – for simplicity,

  tax effects are ignored.

  Example 50.10: Illustration of how sensitivity disclosures can be determined

  Company X, which has the euro as its functional currency, is party to the following instruments at

  31 December 2019, X’s reporting date:

  • a €100m floating rate borrowing;

  • a forward contract to sell US$10m in July 2020 that is designated in an effective hedge of a highly

  probable forecast sale that is denominated in US dollars;

  • a short-term loan of £10m made to a related party;

  • an interest rate swap that is not designated as a hedge;

  • investments in fixed rate debt securities that are classified as financial assets measured at amortised cost;

  4224 Chapter 50

  • investments in similar securities that are classified as debt instruments measured at fair value through

  other comprehensive income; and

  • investments in a portfolio of US equities with a fair value of US$50m.

  Floating rate borrowing

  Changes in interest rates will result in this instrument impacting on X’s profit or loss. If X concludes that a

  reasonably possible change in interest rates is 50 basis points (0.5%), €0.5m [€100m × 0.5%] would be

  included in the amount disclosed as the impact on profit or loss of this reasonably possible change.

  Forward contract

  Changes in exchange rates will have an impact on the fair value (and carrying value) of this instrument, but this

  would be recognised in other comprehensive income, not profit or loss (assuming ineffectiveness is

  insignificant). If a reasonably possibly change in exchange rates would change the value of the contract by

  €0.3m, this would be included in the amount disclosed as the impact on equity of this reasonably possible change.

  Foreign currency loan

  Changes in spot exchange rates will have an impact on the carrying amount of this asset with changes recognised

  in profit or loss as a result of the application of IAS 21 – The Effects of Changes in Foreign Exchange Rates. If

  a reasonably possible change in the exchange rate would alter the carrying value of the contract by €1.0m, this

  would be included in the amount disclosed as the impact on profit or loss of this reasonably possible change.

  If the loan were made to a subsidiary of X that had sterling as its functional currency, the loan itself would

  eliminate on consolidation but the impact of retranslating it into euros in X’s own financial statements would

  remain in consolidated profit or loss. Therefore, in these circumstances, the loan would still be included in

  the sensitivity analysis for X’s consolidated financial statements.

  Interest rate swap

  Changes in interest rates will have an impact on the fair value (and carrying value) of this instrument and

  such changes would be recognised in profit or loss. If a reasonably possible change of 50 basis points in

  interest rates would change the value of the contract by €0.4m, this would be included in the amount disclosed

  as the impact on profit or loss of this reasonably possible change.

  Fixed rate debt securities

  Changes in interest rates will have an impact on the fair value of all these instruments. However, because

  those classified as measured at amortised cost are not measured at fair value, the carrying amount only of

  those that are classified as debt instruments measured at fair value through other comprehensive income will

  change as interest rates move and such change will normally be recognised in other comprehensive income.

  Therefore, if a reasonably possible 50 basis point change in interest rates would change the fair value of each

  group of instruments by €0.5m, only the amount in respect of the debt instruments measured at fair value

  through other comprehensive income would be included in the sensitivity disclosure as an impact on equity.

  Of course there would be nothing to preclude disclosure, as additional information (if considered relevant),

  of the sensitivity of the fair value of those classified as measured at amortised cost to changes in interest rates.

  US equity securities

  The impact of a reasonably possible change in the market prices of these securities should be included in the

  amount disclosed as X’s sensitivity to equity price risk. Changes in exchange rates might be considered to impact

  the fair value of these investments. However, as noted at (c)(i) at 5 above, financial instruments that are non-

  monetary items do not give rise to foreign currency risk for the purposes of IFRS 7 – essentially the foreign

  currency risk is seen as part of the market price risk associated with such instruments. Therefore, X should take

  no account of these investments when disclosing its sensitivity to changes in the euro/US dollar exchange rate.

  Nevertheless, this information may be provided as additional disclosure where it is considered relevant.

  Relevant risk variables for the purpose of this disclosure might include: [IFRS 7.IG33]

  • prevailing market interest rates, for interest-sensitive financial instruments such as

  a variable-rate loan; or

  Financial

  instruments:

  Presentation and disclosure 4225

  • currency rates and interest rates, for foreign currency financial instruments such

  as foreign currency bonds.

  For interest rate risk, the sensitivity analysis might show separately the effect of a

  change in market interest rates on:

  • interest income and expense;

  • other line items of profit or loss (such as trading gains and losses); and

  • when applicable, equity.

  An entity might disclose a sensitivity analysis for interest rate risk for each currency in

  which the entity has material exposures to interest rate risk. [IFRS 7.IG34].

  In determining what a reasonably possible change in the relevant risk variable is, the

  economic environment(s) in which the entity operates and the time frame over which

  it is making the assessment should be considered. A reasonably possible change should

  not include remote or ‘worst case’ scenarios or ‘stress tests’. Moreover, if the rate of

  change in the underlying risk variable is stable, the chosen reasonably possible change

  in the risk variable need not be altered.

  For example, assume that interest rates are 5 percent and an entity determines that a

  fluctuation in interest rates of ±50 basis points is reasonably possib
le. It would disclose the

  effect on profit or loss and equity if interest rates were to change to 4.5 percent or 5.5 percent.

  In the next period, interest rates have increased to 5.5 percent. The entity continues to

  believe that interest rates may fluctuate by ±50 basis points (i.e. that the rate of change in

  interest rates is stable). The entity would disclose the effect on profit or loss and equity if

  interest rates were to change to 5 percent or 6 percent. The entity would not be required to

  revise its assessment that interest rates might reasonably fluctuate by ±50 basis points, unless

  there is evidence that interest rates have become significantly more volatile. [IFRS 7.B19].

  However, when market conditions change significantly, for example as occurred in

  many markets in the second half of 2008, an entity’s assessment of what constitutes a

  reasonably possible change should be reassessed.15

  The time frame over which a reasonably possible change should be assessed is defined

  by the period until these disclosures will next be presented. This will normally coincide

  with the next annual reporting period, [IFRS 7.B19], although in some jurisdictions such

  information may be included in interim reports.

  Because the factors affecting market risk will vary according to the specific circumstances

  of each entity, the appropriate range to be considered in providing a sensitivity analysis

  of market risk will also vary for each entity and for each type of market risk. [IFRS 7.IG35].

  Where an entity has exposure to other price risk, it might disclose the effect of a

  decrease in a specified stock market index, commodity price, or other risk variable. For

  example, if residual value guarantees that are financial instruments are given, the

  disclosure could include an increase or decrease in the value of the assets to which the

  guarantee applies. [IFRS 7.B25].

  The following example from the implementation guidance illustrates the type of

  disclosure that might be provided.

  4226 Chapter 50

  Example 50.11: Illustrative disclosure of sensitivity analyses

  Interest rate risk

  At 31 December 2019, if interest rates at that date had been 10 basis points lower with all other variables held

  constant, post-tax profit for the year would have been €1.7 million (2018: €2.4 million) higher, arising mainly

  as a result of lower interest expense on variable borrowings.

  If interest rates had been 10 basis points higher, with all other variables held constant, post-tax profit would

  have been €1.5 million (2018: €2.1 million) lower, arising mainly as a result of higher interest expense on

  variable borrowings.

  Profit is more sensitive to interest rate decreases than increases because of borrowings with capped interest

  rates. The sensitivity is lower in 2019 than in 2018 because of a reduction in outstanding borrowings that has

  occurred as the entity’s debt has matured (see note X).

  Foreign currency exchange rate risk

  At 31 December 2019, if the euro had weakened 10 percent against the US dollar with all other variables held

  constant, post-tax profit for the year would have been €2.8 million (2018: €6.4 million) lower, and other

  comprehensive income would have been €1.2 million (2018: €1.1 million) higher.

  Conversely, if the euro had strengthened 10 percent against the US dollar with all other variables held

  constant, post-tax profit would have been €2.8 million (2018: €6.4 million) higher, and other comprehensive

  income would have been €1.2 million (2018: €1.1 million) lower.

  The lower foreign currency exchange rate sensitivity in profit in 2019 compared with 2018 is attributable to a

  reduction in foreign currency denominated debt. Equity is more sensitive in 2019 than in 2018 because of the

  increased use of hedges of foreign currency purchases, offset by the reduction in foreign currency debt. [IFRS 7.IG36].

  The following extracts from the financial statements of Hunting illustrates how one

  company has addressed this disclosure requirement in respect of certain of its interest

  rate and foreign currency exposures. Extract 50.9 at 5.5.2 below contains another

  example, this time for its exposure to embedded derivatives.

  Extract 50.8: Hunting plc (2014)

  Notes to the Financial Statements [extract]

  31.

  Financial Instruments: Sensitivity Analysis [extract]

  The following sensitivity analysis is intended to illustrate the sensitivity to changes in market variables on the Group’s and Company’s financial instruments and show the impact on profit or loss and shareholders’ equity. Financial

  instruments affected by market risk include cash and cash equivalents, borrowings, deposits and derivative financial

  instruments. The sensitivity analysis relates to the position as at 31 December 2014.

  The analysis excludes the impact of movements in market variables on the carrying value of pension and other post-

  retirement obligations, provisions and on the non-financial assets and liabilities of foreign operations.

  The following assumptions have been made in calculating the sensitivity analysis:

  • Foreign exchange rate and interest rate sensitivities have an asymmetric impact on the Group’s results,

  that is, an increase in rates does not result in the same amount of movement as a decrease in rates.

  • For floating rate assets and liabilities, the amount of asset or liability outstanding at the balance sheet

  date is assumed to be outstanding for the whole year.

  • Fixed rate financial instruments that are carried at amortised cost are not subject to interest rate risk

  for the purpose of this analysis.

  • The carrying values of financial assets and liabilities carried at amortised cost do not change as

  interest rates change.

  Positive figures represent an increase in profit or equity.

  Financial

  instruments:

  Presentation and disclosure 4227

  (i) Interest Rate Sensitivity

  The sensitivity rate of 0.25% (2013 – 0.25%) for US interest rates represents management’s assessment of a reasonably possible change, based on historical volatility and a review of analysts’ research and banks’ expectations of future interest rates.

  Group

  The post-tax impact on the income statement, with all other variables held constant, at 31 December, for an increase

  of 0.25% (2013 – 0.25%) in US interest rates, is to reduce profits by $0.2m (2013 – $0.5m). If US interest rates were

  to decrease by 0.25% (2013 – 0.25%), then the post-tax impact on the income statement would be to increase profits

  by $0.2m (2013 – $0.5m). The movements arise on US dollar denominated borrowings. There is no impact on other

  comprehensive income (“OCI”) for a change in interest rates.

  (ii) Foreign Exchange Rate Sensitivity

  The sensitivity rate of 10% (2013 – 10%) for Sterling and Canadian dollar exchange rates represents management’s

  assessment of a reasonably possible change, based on historical volatility and a review of analysts’ research and

  banks’ expectations of future foreign exchange rates.

  The table below shows the post-tax impact for the year of a reasonable change in foreign exchange rates, with all

  other variables held constant, at 31 December.

  2014

  2013

  Income

  Income

  statement OCI

  statement OCI

  $m $m $m $m

  Ster
ling exchange rates +10% (2013: +10%)

  (0.5) 1.6 (12.6) 18.6

  Sterling exchange rates –10% (2013: –10%)

  0.9 (2.0) 2.1 (22.4)

  Canadian dollar exchange rates +10% (2013: +10%)

  (0.8) (5.1) (0.1) (1.8)

  Canadian dollar exchange rates –10% (2013: –10%)

  0.9 5.5 0.1 2.2

  The movements in the income statement arise from cash, bank overdrafts, intra-group balances and accrued expenses

  where the functional currency of the entity is different from the currency that the monetary items are denominated in.

  The movements in OCI in 2014 arise from net Sterling and Canadian dollar borrowings designated in a hedge of net

  investments in foreign subsidiaries and from US and Canadian dollar denominated loans that have been recognised as part

  of the Group’s net investment in foreign subsidiaries. The movements in OCI in 2013 arise from Sterling and Canadian

  dollar denominated loans that have been recognised as part of the Group’s net investment in foreign subsidiaries.

  Hunting applied IAS 39 in these financial statements but the requirement to disclose such

  a sensitivity analysis is unchanged under IFRS 9, although the accounting treatment for

  certain instruments included in the sensitivity analysis could, at least in principle, change.

  5.5.2

  Value-at-risk and similar analyses

  Where an entity prepares a sensitivity analysis, such as value-at-risk, that reflects

  interdependencies between risk variables (e.g. interest rates and exchange rates) and

  uses it to manage financial risks, it may disclose that analysis in place of the information

  specified at 5.5.1 above. [IFRS 7.41]. If this disclosure is given, the effects on profit or loss

  and equity at 5.5.1 above need not be given. [IFRS 7.BC61].

  In these cases the following should also be disclosed: [IFRS 7.41]

  • an explanation of the method used in preparing such a sensitivity analysis, and of

  the main parameters and assumptions underlying the data provided; and

  • an explanation of the objective of the method used and of limitations that may result

  in the information not fully reflecting the fair value of the assets and liabilities involved.

  4228 Chapter 50

  This applies even if such a methodology measures only the potential for loss and does

 

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