2023 Consolidated Financial Statements and Notes slide image

2023 Consolidated Financial Statements and Notes

AIR CANADA 2023 Consolidated Financial Statements and Notes The weighted average assumptions used to determine the Corporation's accrued benefit obligations and cost are as follows: Pension Benefits Other Employee Future Benefits 2023 2022 2023 2022 Discount rate used to determine: Net interest on the net defined benefit obligation for the year ended December 31 5.28% 3.20% 5,28% 3.20% Service cost for the year ended December 31 5.28% 3.37% 5.28% 3.37% Accrued benefit obligation as at December 31 4.64% 5.28% 4.64% 5.28% Rate of future increases in compensation used to determine: Accrued benefit cost and service cost for the year ended December 31 Accrued benefit obligation as at December 31 2.75% 2.75% 2.50% 2.75% Not applicable Not applicable Not applicable Not applicable Sensitivity Analysis Sensitivity analysis is based on changing one assumption while holding all other assumptions constant. In practice, this may be unlikely to occur, and changes in some of the assumptions may be correlated. When calculating the sensitivity of the defined benefit obligation to variations in significant actuarial assumptions, the same method (present value of the defined benefit obligation calculated with the projected unit credit method at the end of the reporting period) has been applied as for calculating the liability recognized in the consolidated statement of financial position. Sensitivity analysis on 2023 pension expense, net interest relating to pension benefit liabilities and pension obligation, based on different actuarial assumptions with respect to discount rate is set out below. The effects on each pension plan of a change in an assumption are weighted proportionately to the total plan obligation to determine the total impact for each assumption presented. (Canadian dollars in millions) 0.25 Percentage Point Decrease Increase Discount rate on obligation assumption Pension expense $ 12 $ (11) Net interest relating to pension benefit liabilities (1) $ 11 $ (11) Increase (decrease) in pension obligation $ 591 $ (573) The increase (decrease) in the pension obligation for a 0.25 percentage point change in the discount rate relates to the gross amount of the pension liabilities and is before the impact of any change in plan assets. As at December 31, 2023, approximately 85% of Air Canada's pension assets were invested in fixed income instruments to mitigate a significant portion of the interest rate (discount rate) risk. An increase of one year in life expectancy would increase the pension benefit obligation by $431 million. Assumed health care cost trend rates impact the amounts reported for the health care plans. A 4.50% annual rate of increase in the per capita cost of covered health care benefits was assumed for 2023 and thereafter (2022 - 4.75% and decrease gradually to 4.5% by 2023). A one percentage point increase in assumed health care trend rates would have increased the total of current service and interest costs by $5 million and the obligation by $62 million. A one percentage point decrease in assumed health care trend rates would have decreased the total of current service and interest costs by $4 million and the obligation by $64 million. A 0.25 percentage point decrease in discount rate for other employee future benefits would have increased the total of current and interest costs by less than $1 million and the obligation by $36 million. A 0.25 percentage point increase in discount rate would have decreased the total of current and interest costs by less than $1 million and the obligation by $34 million. 42
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