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Investor Presentaiton

Novo Nordisk Annual Report 2023 Introducing Novo Nordisk Strategic Aspirations Risks Management Consolidated statements Additional information Financial assets and liabilities measured at fair value can be categorised using the fair value measurement hierarchy above. There were no transfers between the 'Active market data' and 'Directly or indirectly observable market data' categories during 2023 or 2022. The fair value of issued Eurobonds, which is disclosed in note 4.6, are based on 'Active market data'. There are no significant intangible assets or items of property, plant and equipment measured at fair value. For a description of the credit quality of financial assets such as trade receivables, cash at bank, current debt and derivative financial instruments, refer to notes 4.4 and 4.5. 4.9 Financial assets and liabilities Fair value measurement hierarchy DKK million 2023 2022 DKK million Financial assets by category 2023 2022 Active market data (level 1) 16,052 Directly or indirectly observable market data (level 2) 2,344 Other financial assets Marketable securities 571 559 15,838 10,921 Not based on observable market data (level 3) 33,398 Financial assets at fair value through Total financial assets at fair value 51,794 11,288 2,727 34,159 48,174 the income statement 16,409 11,480 Active market data (level 1) Derivative financial instruments (note 4.5) 2,344 2,727 Directly or indirectly observable market data (level 2) 1,272 2,903 Derivatives used as hedging instruments (assets) 2,344 2,727 Other financial assets 682 457 Not based on observable market data (level 3) Total financial liabilities at fair value 1,272 2,903 Trade receivables 31,729 16,593 Other receivables and prepayments (current and non-current) 9,498 ⚫less prepayments and VAT receivables (8,312) 6,211 (5,073) Cash at bank (note 4.7) 14,392 Financial assets at amortised cost 47,989 Trade receivables in a factoring portfolio 33,041 12,653 30,841 33,967 Financial assets at fair value through other comprehensive income 33,041 33,967 Total financial assets at the end of the year by category 99,783 79,015 Financial liabilities by category Derivative financial instruments (note 4.5) 1,272 2,903 Financial assets at fair value through the income statement Derivatives used as hedging instruments Derivatives used as hedging instruments (liability) 1,272 2,903 Financial assets at amortised cost Borrowings (non-current) (note 4.6)¹ 20,528 24,318 Borrowings (current) (note 4.6)1 6,478 Trade payables 25,606 1,466 15,587 Other liabilities (non-current) 189 Other liabilities (current) 28,705 23,606 ⚫less VAT and duties payable (600) (875) Financial liabilities measured at amortised cost 80,906 64,202 Total financial liabilities at the end of the year by category 82,178 67,105 1. Refer to note 4.6 for a maturity analysis for non-current and current borrowings. 100 ACCOUNTING POLICIES Depending on purpose, Novo Nordisk classifies financial instruments into the following categories: Financial assets at fair value through other comprehensive income Financial liabilities at amortised cost Recognition and measurement Financial assets measured at fair value through the income statement consist of other financial assets, which comprise of equity investments, and marketable securities. These financial instruments are initially recognised at fair value. Net gains and losses arising from changes in the fair value of equity instruments and marketable securities are recognised in the income statement as financial income or expenses. For a description of accounting policies on derivative financial instruments designated to hedge accounting, refer to note 4.5. Financial assets at amortised cost are cash at bank and non-derivative financial assets solely with payments of principal and interest. Novo Nordisk normally 'holds-to-collect' the financial assets to attain the contractual cash flows. If collection is expected within one year (or in the normal operating cycle of the business, if longer), they are classified as current assets. If not, they are presented as non-current assets. These are initially measured at fair value less transaction costs, except for trade receivables that are initially measured at the transaction price. Subsequently, they are measured at amortised cost using the effective interest method less impairment. For a description of accounting policies on trade receivables, refer to note 3.4. Financial assets at fair value through other comprehensive income are trade receivables that are held to collect or to sell in factoring agreements. Financial liabilities at amortised cost consist of borrowings (loans, issued Eurobonds, bank overdrafts and lease liabilities), trade payables and other liabilities (primarily employee cost payables, payables related to assets under construction, sales rebates and deferred income). These are initially recognised at the fair value less transaction costs. Subsequently, they are measured at amortised cost using the effective interest method. For initial recognition of lease liabilities refer to note 4.6. Fair value measurement If an active market exists, the fair value of a financial instrument is based on the most recently observed market price at the end of the reporting period. If a financial instrument is quoted in a market that is not active, Novo Nordisk bases its valuation on the most recent transaction price. Adjustment is made for subsequent changes in market conditions, for instance by including transactions in similar financial instruments assumed to be motivated by normal business considerations. The fair values of quoted investments are based on current bid prices at the end of the reporting period. Financial assets for which no active market exists are carried at fair value based on a valuation methodology. The fair value of such financial instruments are determined on the basis of quoted market prices of financial instruments traded in active markets. The fair value of standard and simple financial instruments, such as foreign exchange forward contracts, interest rate swaps, currency swaps and unlisted bonds, is measured according to generally accepted valuation techniques. Market-based input is used to measure the fair value. The fair value of trade receivables in a factoring portfolio is calculated based on the net invoice amount (invoice amount less charge-backs) less the fee payable to the factoring entity. The factoring fee is insignificant due to the short period between the time of sale to the factoring entity and the invoice due date and the rate applicable. Inputs into the estimate of US wholesaler charge-backs are described in note 2.1. 74
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