Management Report 2020 slide image

Management Report 2020

" - .... Management Report 2020 25. Risk management and financial instruments The sales revenues of the Company and its subsidiaries are generated mainly from the commercialization of agricultural commodities such as cotton, soybeans and corn; products that are quoted in dollars on the Chicago Board of Trade - CBOT and Inter- continental Exchange Futures US - ICE international exchanges. Therefore, the vola- tility of the international price of the commodity and the exchange rate are market risks to which the Company and its subsidiaries are exposed. In addition, the Company and its subsidiaries engage in financing operations in the financial market at pre-fixed or post-fixed rates. Therefore, the Company presents a risk to the variation of interest rates in the indebtedness contracted with post-fixed interest rates. Fair values are determined based on market price quotations, where available, or, in the absence of these, on the present value of expected cash flows. The fair values of cash and cash equivalents, trade receivables, short-term debt and trade payables are equivalent to their book values. The fair values of other long-term assets and liabilities do not differ significantly from their book values. The estimated fair value of the long-term loans of the parent company and consoli- dated at December 31, 2020 was R$ 1,743,946 and R$ 2,024,347, respectively, calcu- lated at prevailing market rates, considering the nature, term and risks similar to those of the contracts recorded, and can be compared with the book value of R$ 1,753,056 and R$ 2,039,736. The hierarchy of fair values of financial assets and liabilities recorded at fair value on a recurring basis was performed using the following criteria: Level 1 - Prices quoted (unadjusted) in active markets for assets and liabilities and identical Level 2 - Inputs, except quoted prices, included in Level 1 that are observable for the asset or liability, directly (prices) or indirectly (derived from prices) Level 3 - Assumptions, for assets or liabilities, that are not based on observable market data (unobservable inputs). SLC Agrícola The table below presents the hierarchy of fair values of financial assets and liabilities recorded at fair value on a recurring basis: ASSETS Fair value through profit or loss Cash and cash equivalents Short term financial Investments Subtotal Amortized cost Trade accounts receivable Receivables from related parties Subtotal Fair value of hedge instruments Operations with Derivatives Subtotal TOTAL ASSETS LIABILITIES Loans and financing Parent Company Book value 12/31/2020 12/31/2019 Fair value Level 2 12/31/2020 Level 2 12/31/2019 1,319,290 663 1,319,953 649,548 54,302 703,850 1,319,290 663 1,319,953 649,548 54,302 703,850 178,085 27,721 205,806 137,114 32,090 169,204 178,085 27,721 205,806 137,114 32,090 169,204 207,847 207,847 1,733,606 41,467 41,467 914,521 207,847 207,847 1,733,606 41,467 41,467 914,521 Liabilities at the amortized cost 2,050,748 Suppliers Payables to related parties Liabilities lease with related par- 933,146 1,310 1,557,727 773,124 2,763 2,061,685 933,146 1,310 1,544,998 773,124 2,763 ties Third-party lease liability 1,722,168 893,214 899,805 597,651 1,722,168 893,214 899,805 597,651 Leases to pay 153,139 225 113,471 5,753,725 3,944,766 153,139 5,764,662 375,207 375,207 51,358 51,358 6,128,932 3,996,124 375,207 375,207 6,139,869 Other accounts payable Subtotal Fair value of hedge instruments Derivatives payable Subtotal Total LIABILITIES 225 113,471 3,932,037 51,358 51,358 3,983,395 126
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