Management Report 2020 slide image

Management Report 2020

- Management Report 2020 ASSETS Fair value through profit or loss Cash and cash equivalents Fair value Consolidated Book value 12/31/2020 12/31/2019 Level 2 12/31/2020 1,604,053 Short term financial Investments Subtotal 663 1,604,716 829,427 55,992 885,419 1,604,053 663 1,604,716 Amortized cost Trade accounts receivable 207,283 178,405 207,283 Receivables from related parties 8 11 8 Other accounts receivable 33,907 Subtotal 241,198 76,905 255,321 33,907 241,198 Fair value of hedge instruments Operations with Derivatives 245,372 Subtotal 245,372 TOTAL ASSETS 2,091,286 45,336 45,336 1,186,076 245,372 245,372 2,091,286 LIABILITIES Liabilities at the amortized cost Level 2 12/31/2019 829,427 55,992 885,419 178,405 11 76,905 255,321 45,336 45,336 1,186,076 Loans and financing 2,417,283 1,859,766 2,422,429 Suppliers 1,101,769 Payables to related parties Other accounts payable Third-party lease liability Leases to pay Securities payable Subtotal 118 176,390 934,284 5,283 12,979 4,648,106 922,000 125 123,584 629,716 225 13,685 3,549,101 1,101,769 118 176,390 934,284 5,283 12,979 4,653,252 1,840,398 922,000 125 123,584 629,716 225 13,685 3,529,733 Fair value of hedge instruments Derivatives payable Subtotal TOTAL LIABILITIES 417,121 417,121 5,065,227 60,873 60,873 3,609,974 417,121 417,121 5,070,373 a) Policy of use, objectives and strategies 60,873 60,873 3,590,606 The objective of the use of financial derivative instruments by the Company and its subsidiaries is the protection of operating margins. The Company cre- ated an Executive Risk Management Committee in July 2008 and approved the Risk Management Policy at the meeting of the Board of Directors on October 29, 2008. The Risk Management Executive Committee is the liaison body be- tween the Board of Directors and the Company's Executive Board. Its mission SLC Agrícola involves the daily support to the decisions of the Executive Board, the moni- toring of compliance with the established risk limits and, when appropriate, the preliminary analysis and evaluation of proposals for adjustments or refor- mulation of policies or risk limits for subsequent submission to the Board of Directors for deliberation. Derivative transactions are carried out with prime financial institutions (insti- tutions in the country with "Rating" of at least "A" in at least one of the three main international rating agencies, namely: Moody's, S&P and/or Fitch), ob- serving limits and exposures to the exchange, commodities and interest risks of its counterparties on a regular basis. b) Gains (losses) from financial instruments under parent company and con- solidated shareholders' equity Forward contract (NDF) and commodity swap transactions (see note 22.h) are fixed to protect future sales exposure in dollars. In addition, debt swap oper- ations aim to protect the future exchange rate variation of dollar loans. These operations are documented for registration through the hedge accounting methodology in accordance with CPC 48 and IFRS 9. The Company records in a specific shareholders' equity account the unrealized effects of these instru- ments contracted for its own operations or those contracted on a consolidated basis to cover future sales. c) Currency risk In order to protect the sales revenues of the Company and its subsidiaries, which are subject to exchange rate volatility, financial derivative instruments are used, whose portfolio basically consists of NDF (Non-Deliverable Forward) contracts. These operations are carried out directly with financial institutions, in an over the counter environment, where there are no margin calls. The impact on the cash flow of the Company and its subsidiaries occurs only on the date of set- tlement of the contracts. However, it should be considered that the settlement of these financial transactions is associated with the receipt of sales, which are also associated with foreign exchange variation, thus offsetting any gains or losses in hedging derivative instruments due to exchange rate variations. 127
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