Arla Foods Consolidated Annual Report 2021 slide image

Arla Foods Consolidated Annual Report 2021

107 Arla Foods Consolidated Annual Report 2021 / Consolidated Financial Statements / Notes Funding 4.7 PENSION LIABILITIES Contents III NET PENSION LIABILITIES DOWN EUR 31 MILLION FROM PREVIOUS YEAR The group's pension assets and liabilities consist primarily of defined benefit plans in Sweden and the UK. The group also operates defined contribution plans for employees. For these defined contribution plans, the group is not subject to the same investment, interest rate, inflation or longevity risks as it is for the defined benefit plans. The benefits that employees receive are dependent on the contribution paid, investment returns, and the form of benefit chosen at retirement. Pension plans in Sweden The recognised net pension liability in Sweden was EUR 225 million at 31 December 2021, an increase of EUR 4 million compared to the previous year. The defined benefit plan does not currently require the group to make further cash contributions. These pension plans are contribution-based plans, guaranteeing a defined benefit pension at retirement. The plan assets are legally structured as a trust, and the group has control over the operation of the plan and the associated investments. These pension plans do not include a risk-sharing element between the group and the plan participants. Pension plans in the UK The recognised net pension asset in the UK was EUR 69 million at 31 December 2021, an increase of EUR 29 million compared to the previous year. The increase can mainly be attributed to contributions to the plan by Arla of EUR 17 million during the year and actuarial gains of EUR 54 million, offset by a reduction in the fair value of plan assets of EUR 46 million. The defined benefit plan in the UK is a defined benefit final salary scheme. The plan is closed to both new entrants and future accruals. The plan is a registered pension scheme, and the assets are held in legally separate, trustee-administered funds. The trustees of the plan are required by law to act in the best interests of the plan participants while at the same time administering the plan in accordance with the purpose for which the trust was created, and is responsible for drawing up the investment, funding and governance policies. A representative of the group attends trustee meetings to provide the group's view on the investment strategy, but the ultimate power lies with the trustees. During the reporting period, the trustees of the plan entered into a buy-in policy with Aviva Life & Pensions UK Limited that provides insurance for 25 per cent of the pension liabilities. According to the policy, payments that are exactly equal to the benefits paid to the insured population, are made to the plan. This has removed all investment, interest rate, inflation and longevity risks in respect of these members. The value of the annuity policy is determined using the disclosed assumptions used for valuing the liabilities and is equal to the accounting liabilities of the insured pensioner population. Employer contributions are determined based on the advice of independent qualified actuary on the basis of triennial valuation negotiations between the plan and Arla and ultimately approved by HRM Pensions Regulator. The next triennial valuation will be carried out as at 31 December 2023. The most recent full actuarial valuation of the plan was carried out as at 31 December 2019. The valuation indicated that, on the agreed funding basis, the plan had a deficit of GBP 22 million. To meet this deficit, the group agreed to pay annual contributions of GBP 13 million until March 2021. The next valuation will be carried out as at 31 December 2022. The results of the 2019 actuarial valuation have been used and updated for IAS19 'Employee benefits' purposes by a qualified independent actuary. The plan exposes the group to inflation risk, interest rate risk and market investment risk, as well as longevity risk. Defined contribution plans are in place for other employees. Contributions are made both by Arla and the employee at a rate determined by Arla. Table 4.7.a Pension liabilities recognised in the balance sheet (EURM) 2021 Sweden UK KC Other Total Present value of funded liabilities 235 1,473 44 1,752 -13 -1,542 -26 -1,581 Deficit of funded plans 222 -69 18 171 Present value of unfunded liabilities 3 2 5 Net pension liabilities recognised in the balance sheet 225 -69 20 176 Fair value of plan assets Specification of total liabilities: Present value of funded liabilities Present value of unfunded liabilities. Total liabilities Presented as: Pension assets Pension liabilities Net pension liabilities 2020 Present value of funded liabilities Fair value of plan assets Deficit of funded plans 235 1,473 44 1,752 3 2 5 238 1,473 46 1,757 -69 -69 225 20 245 225 -69 20 176 231 1,456 49 -13 -1,496 -29 218 -40 22 1,736 -1,538 20 198 Present value of unfunded liabilities 3 6 9 Net pension liabilities recognised in the balance sheet 221 -40 26 207 Specification of total liabilities: Present value of funded liabilities Present value of unfunded liabilities Total liabilities Presented as: Pension assets Pension liabilities Net pension liabilities 231 1,456 49 1,736 3 6 9 234 1,456 55 1,745 -40 -40 221 26 247 221 -40 26 207
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