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

Page 862

by International GAAP 2019 (pdf)


  HoldCo

  Subsidiary A

  Subsidiary B

  Insurance activities

  Banking activities

  The temporary exemption is available for HoldCo’s consolidated financial statements and Subsidiary A’s

  individual financial statements. However, the temporary exemption is not available for HoldCo’s separate

  financial statements and Subsidiary B’s individual financial statements. In those financial statements IFRS 9

  must be applied although the overlay approach may be available for designated financial assets (see 10.2

  below).

  Example 51.35: Determination of eligibility for the temporary exemption at

  reporting entity level when the group is not eligible for the

  temporary exemption

  HoldCo group as a whole, HoldCo itself and Subsidiary B do not meet the criteria for the use of the temporary

  exemption. Subsidiary A does meet the criteria for the use of the temporary exemption (see 10.1.1 below).

  HoldCo

  Subsidiary A

  Subsidiary B

  Insurance activities

  Banking activities

  HoldCo and Subsidiary B are not eligible to apply the temporary exemption and must apply IFRS 9, in

  HoldCo’s case, in both its consolidated and separate financial statements. However, they may be eligible to

  apply the overlay approach to designated financial assets (see 10.2 below). Subsidiary A is eligible to apply

  the temporary exemption.

  An insurer may apply the temporary exemption from IFRS 9 if, and only if: [IFRS 4.20B]

  • it has not previously applied any version of IFRS 9, other than only the

  requirements for the presentation in OCI of gains and losses attributable to changes

  in the entity’s own credit risk on financial liabilities designated at fair value through

  profit or loss; and

  • its activities are predominantly connected with insurance (see 10.1.1 below) at its

  annual reporting date that immediately precedes 1 April 2016, or at a subsequent

  reporting date when reassessed (see 10.1.2 below).

  An insurer applying the temporary exemption from IFRS 9 is permitted to elect to apply

  only the requirements of IFRS 9 for the presentation in OCI of gains and losses

  attributable to changes in an entity’s own credit risk on financial liabilities designated as

  4352 Chapter 51

  at fair value through profit or loss. If an insurer elects to apply those requirements, it

  should apply the relevant transition provisions in IFRS 9, disclose the fact that it has

  applied those requirements and provide on an ongoing basis the related disclosures set

  out in IFRS 7 and discussed in Chapter 50 at 4.4.2. [IFRS 4.20C].

  The ability to use the temporary exemption from IFRS 9 ceases automatically in an

  entity’s first accounting period beginning on or after 1 January 2021 (the date of initial

  application of IFRS 17). At that time a reporting entity must apply IFRS 9 to its financial

  instruments (using the associated transitional rules in the standard).

  10.1.1

  Activities that are predominantly connected with insurance

  An insurer’s activities must be predominantly connected with insurance for the

  temporary exemption from IFRS 9 to be used. An insurer’s activities are predominantly

  connected with insurance if, and only if: [IFRS 4.20D]

  • the carrying amount of its liabilities arising from contracts within the scope of

  IFRS 4, which includes any deposit components or embedded derivatives

  unbundled from insurance contracts (see 4 and 5 above), is significant compared to

  the total carrying amount of all its liabilities; and

  • the percentage of the total carrying amount of its liabilities connected with

  insurance relative to the total carrying amount of all its liabilities is:

  • greater than 90%; or

  • less than or equal to 90% but greater than 80%, and the insurer does not

  engage in a significant activity unconnected with insurance.

  It is observed in the Basis for Conclusions that the IASB decided to require that liabilities

  within the scope of IFRS 4 be significant compared to total liabilities as a condition for

  use of the temporary exemption in order to prevent entities with very few such

  contracts qualifying for the exemption. ‘Significant’ in this context is not quantified. The

  Board acknowledges that determining significance will require judgement but decided

  not to provide additional guidance on its meaning because this term is used in other

  IFRSs and is already applied in practice. [IFRS 4.BC258]. For example, IAS 28 –

  Investments in Associates and Joint Ventures – defines ‘significant influence’ and

  provides a rebuttable presumption that a holding of 20 per cent or more of the voting

  power of an investee gives the investor significant influence. [IAS 28.5].

  In assessing whether an insurer engages in a significant activity unconnected with

  insurance, it should consider: [IFRS 4.20F]

  • only those activities from which it may earn income and incur expenses; and

  • quantitative or qualitative factors (or both), including publicly available

  information such as industry classification that users of financial statements apply

  to the insurer.

  For this purpose, liabilities connected with insurance comprise: [IFRS 4.20E]

  • liabilities arising from contracts within the scope of IFRS 4, which includes any

  deposit components or embedded derivatives that are unbundled from insurance

  contracts (see 4 and 5 above);

  Insurance contracts (IFRS 4) 4353

  • non-derivative investment contract liabilities measured at fair value through profit

  or loss (FVPL) applying IAS 39, including those liabilities designated at fair value

  through profit or loss to which the insurer has elected to apply the requirements

  in IFRS 9 for the presentation of gains and losses (see 10.1 above); and

  • liabilities that arise because the insurer issues, or fulfils obligations arising from, the

  contracts noted in the preceding two bullet points. Examples of such liabilities

  include derivatives used to mitigate risks arising from those contracts and from the

  assets backing those contracts, relevant tax liabilities such as the deferred tax

  liabilities for taxable temporary differences on liabilities arising from those

  contracts, and debt instruments that are included in the insurer’s regulatory capital.

  Although not specifically mentioned in the standard, the Basis for Conclusions states

  that other connected liabilities include liabilities for salaries and other employment

  benefits for the employees of the insurance activities. [IFRS 4.BC255(b)]. Employee benefit

  liabilities would include, for example, defined benefit pension liabilities.

  The Basis for Conclusions observes that, although non-derivative investment contract

  liabilities measured at FVPL applying IAS 39 (including those designated at fair value

  through profit or loss to which the insurer has applied the requirements in IFRS 9 for

  the presentation in OCI of gains and losses arising from changes in the entity’s own

  credit risk) do not meet the definition of an insurance contract, those investment

  contracts are sold alongside similar products with significant insurance risk and are

  regulated as insurance contracts in many jurisdictions. Accordingly, the IASB concluded

 
that insurers with significant investment contracts measured at FVPL should not be

  precluded from applying the temporary exemption.

  However, the IASB noted that insurers generally measure at amortised cost most non-

  derivative financial liabilities that are associated with non-insurance activities and

  therefore decided that such financial liabilities (i.e. non-derivative financial liabilities

  associated with non-insurance liabilities measured at amortised cost) cannot be treated

  as connected with insurance. [IFRS 4.BC255(a)]. In our view, this would not preclude non-

  derivative financial liabilities measured at amortised cost being included within the

  numerator provided such liabilities are connected with insurance. Determining whether

  such liabilities measured at amortised cost are connected with insurance is a matter of

  judgement based on facts and circumstances.

  The 90% threshold for predominance was set to avoid ambiguity and undue effort in

  determining eligibility for the temporary exemption from IFRS 9. Nevertheless, the

  IASB acknowledged that an assessment based solely on this 90% threshold has

  shortcomings. Accordingly, the IASB decided that when an insurer narrowly fails to

  meet the threshold, the insurer is still able to qualify for the temporary exemption as

  long as more than 80% of its liabilities are connected with insurance and it does not

  engage in a significant activity unconnected with insurance. [IFRS 4.BC256].

  When a reporting entity’s liabilities connected with insurance are greater than 80% but

  less than 90% of all of its liabilities and the insurer wishes to apply the temporary

  exemption, additional disclosures are required (see 10.1.5 below). A reporting entity is

  not permitted to apply the temporary exemption if its liabilities connected with

  insurance are less than 80% of all of its liabilities at initial assessment (see 10.1.2 below).

  4354 Chapter 51

  The diagram below illustrates the assessment of the temporary exemption.

  Additional

  assessment

  required

  x

  Additional

  entage

  90%

  Assessment:

  80%

  Qualitative

  Quantitative

  nce perc

  ina

  om

  Pred

  Insurance liabilities, Investment contracts with DPF, IAS 39 liabilities as at FVPL

  ‘Other liabilities’ connected with insurance activities

  Liabilities not connected with insurance activities

  An example of how the predominance calculation works is illustrated below.

  Example 51.36: Calculation of the predominance ratio

  A reporting entity has the following liabilities at its annual reporting date that immediately precedes 1 April 2016.

  CU

  Insurance contract liabilities

  500

  Investment contract liabilities at FVPL

  200

  Debt issued for regulatory capital

  100

  Derivatives used for hedges of insurance liabilities

  60

  Employee benefit liabilities of insurance employees

  50

  Banking liabilities at amortised cost

  90

  Total liabilities

  1,000

  Predominance ratio = 91% (i.e. 500+200+100+60+50/1,000). Therefore,

  the reporting entity’s liabilities are predominantly connected with

  insurance activities.

  10.1.2

  Initial assessment and reassessment of the temporary exemption

  An insurer is required to assess whether it qualifies for the temporary exemption from IFRS 9

  at its annual reporting date that immediately precedes 1 April 2016. After that date: [IFRS 4.20G]

  Insurance contracts (IFRS 4) 4355

  • an entity that previously qualified for the temporary exemption from IFRS 9 should

  reassess whether its activities are predominantly connected with insurance at a

  subsequent annual reporting date if, and only if, there was a change in the entity’s

  activities (as described below) during the annual period that ended on that date; and

  • an entity that previously did not qualify for the temporary exemption from IFRS 9

  is permitted to reassess whether its activities are predominantly connected with

  insurance at a subsequent annual reporting date before 31 December 2018 if, and

  only if, there was a change in the entity’s activities, as described below, during the

  annual period that ended on that date.

  The initial assessment date is prior to the issuance of the amendments to IFRS 4 that

  introduced the temporary exemption from IFRS 9. The Basis for Conclusions explains

  that this date was selected in response to feedback from respondents who told the IASB

  that entities would need to perform the assessment earlier than the application date of

  IFRS 9 because they would need adequate time to implement IFRS 9 if they did not

  qualify for the temporary exemption. [IFRS 4.BC264].

  A reassessment of the predominance criteria is triggered by a change in activities not a

  change in the predominance ratio. Therefore, an entity whose predominance ratio, say,

  fell below 80% at the end of a subsequent reporting period (or rose above 80% in a

  subsequent reporting period) would not reassess its ability to use the temporary exemption

  unless this was accompanied by a change in its activities. The IASB considered that a

  change merely in the level of an entity’s insurance liabilities relative to its total liabilities

  over time would not trigger a reassessment because such a change, in the absence of other

  events, would be unlikely to indicate a change in the entity’s activities. [IFRS 4.BC265].

  The Basis for Conclusions clarifies that an entity’s financial statements reflect the effect

  of a change in its activities only after the change has been completed. Therefore, an

  entity performs the reassessment using the carrying amounts of its liabilities at the

  annual reporting date immediately following the completion of the change in its

  activities. For example, an entity would reassess whether its activities are

  predominantly connected with insurance at the annual reporting date immediately

  following the completion of an acquisition. [IFRS 4.BC266].

  A change in an entity’s activities that would result in a reassessment is a change that: [IFRS 4.20H]

  • is determined by the entity’s senior management as a result of internal or

  external changes;

  • is significant to the entity’s operations; and

  • is demonstrable to external parties.

  Accordingly, such a change occurs only when the entity begins or ceases to perform an

  activity that is significant to its operations or significantly changes the magnitude of one

  of its activities; for example, when the entity has acquired, disposed of or terminated a

  business line.

  4356 Chapter 51

  The IASB expects a change in an entity’s activities that would result in reassessment to

  occur very infrequently. The following are examples of changes that would not result in

  a reassessment: [IFRS 4.20I]

  • a change in the entity’s funding structure that in itself does not affect the activities

  from which the entity earns income and incurs expenses; and

  • the entity’s plan to sell a business line, even if the assets and liabilities are classified
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  as held for sale applying IFRS 5. A plan to sell a business activity could change the

  entity’s activities and give rise to a reassessment in the future but has yet to affect

  the liabilities recognised on its balance sheet. This means that a disposal must have

  completed for it to trigger a reassessment.

  If an entity no longer qualifies for the temporary exemption from IFRS 9 as a result of

  reassessment, then the entity is permitted to continue to apply IAS 39 only until the end

  of the annual period that began immediately after that reassessment. Nevertheless, the

  entity must apply IFRS 9 for annual periods beginning on or after 1 January 2021. This

  is illustrated in the following example. [IFRS 4.20J].

  Example 51.37: Discontinuation of the temporary exemption

  A reporting entity has a 31 December reporting date and qualifies for the temporary exemption in its annual

  reporting period ending 31 December 2015 (i.e. its reporting period immediately preceding 1 April 2016).

  Following a reassessment, after a change in its activities, the reporting entity determines that it no longer

  qualifies for the temporary exemption from IFRS 9 at the end of its annual reporting period ending

  31 December 2018. As a result, it is permitted to continue using the temporary exemption from IFRS 9 only

  until 31 December 2019. For the 31 December 2020 financial statements, the entity can either apply IFRS 9

  or apply IFRS 9 with the overlay approach.

  When an entity, having previously qualified for the temporary exemption, concludes

  that its activities are no longer predominantly connected with insurance, additional

  disclosures are required – see 10.1.5.A below.

  An insurer that previously elected to apply the temporary exemption from IFRS 9 may

  always, at the beginning of any subsequent annual period, irrevocably elect to apply IFRS 9

  rather than IAS 39. [IFRS 4.20K]. The transitional requirements of IFRS 9 would apply in

  those circumstances. An insurer ceasing to use the temporary exemption may also elect to

  use the overlay approach in the first reporting period in which it applies IFRS 9.

  10.1.3 First-time

  adopters

  A first-time adopter, as defined in IFRS 1 – First-time Adoption of International Financial

  Reporting Standards, may apply the temporary exemption if, and only if, it meets the criteria

 

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