AB InBev Financial Results slide image

AB InBev Financial Results

The sensitivity analysis has been prepared based on the exposure to interest rates for the floating rate debt after hedging, assuming the amount of liability outstanding at reporting date was outstanding for the whole year. The company estimates that an increase or decrease of 100 basis points represents a reasonably possible change in applicable interest rates. Accordingly, if interest rates had been higher/lower by 100 basis points, with all other variables held constant, the interest expense would have been 46m US dollar higher/lower (31 December 20211: 20m US dollar). This impact would have been more than offset by 93m US dollar higher/lower interest income on interest-bearing financial assets (31 December 20211: 81m US dollar). Additionally, the pre-tax impact on equity reserves from the market value of hedging instruments would not have been significant. Interest expense Interest expense recognized on unhedged and hedged financial liabilities are as follows: Million US dollar Financial liabilities measured at amortized cost - not hedged Fair value hedges Cash flow hedges Net investment hedges - hedging instruments (interest component) Economic hedges 2022 2021 (3 641) (3 836) (20) (6) 24 17 (1) 42 141 (3 597) (3 684) E) COMMODITY PRICE RISK The commodity markets have experienced and are expected to continue to experience price fluctuations. AB InBev therefore uses both fixed price purchasing contracts and commodity derivatives to manage the exposure to the price volatility. The most significant commodity exposures as at 31 December 2022 and 31 December 2021 are included in the table below (expressed in outstanding notional amounts): Million US dollar Aluminum Energy Corn Wheat Plastic Rice Sugar 31 December 2022 31 December 2021 2 165 1 241 417 350 321 292 127 129 122 93 100 85 95 85 3 348 2 274 Commodity price sensitivity analysis The impact of changes in the commodity prices would not have had a material impact on AB InBev's profit in 2022 as most of the company's exposure is hedged using derivative contracts and designated in hedge accounting in accordance with IFRS 9 rules. The tables below show the estimated impact that changes in the price of the commodities, for which AB InBev held material derivative exposures as at 31 December 2022 and 31 December 2021, would have on the equity reserves. 2022 Pre-tax impact on equity Prices increase 2021 Pre-tax impact on equity Prices Million US dollar Aluminum Energy Corn Wheat Plastic Rice Sugar Volatility of prices in %2 Prices decrease Volatility of prices in %² increase Prices decrease 30.71% 665 (665) 23.09% 287 (287) 49.37% 206 (206) 25.88% 91 (91) 22.44% 72 (72) 23.26% 68 (68) 51.59% 66 (66) 29.24% 38 (38) 32.31% 25 (25) 28.68% 27 (27) 19.31% 19 (19) 15.96% 14 (14) 22.17% 21 (21) 26.39% 22 (22) 1 Amended to conform to 2022 presentation. 2 Sensitivity analysis is assessed based on the yearly volatility using daily observable market data during 250 days at 31 December 2022 and 31 December 2021. 82
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