Arla Foods Annual Report 2020 slide image

Arla Foods Annual Report 2020

Management Review Our Strategy Our Brands and Commercial Segments Our Responsibility Our Governance Our Performance Review Our Consolidated Financial Statements Our Consolidated Environmental, Social and Governance Data Funding 4.1 FINANCIAL RISKS 4.1.3 Interest rate risk Risk mitigation Limited hedging activities due to decreased debt levels The average duration of the group's interest on interest-bearing debt, including derivatives but excluding pension liabilities, has increased by 0.2 to 2.6. The duration is increased due to new interest rate hedges partly offset by a reduction in time to maturity on the remaining hedges. Table 4.1.3 Sensitivity based on a 1 percentage point increase in interest rate (EURM) Potential accounting impact Income statement Other comprehen- sive income Risk The group is exposed to interest rate risk on interest- bearing borrowings, pension liabilities, interest-bearing assets and on the value of non-current assets where an impairment test is performed. The risk is divided between profit exposure and exposure within comprehensive income. Profit exposure relates to net potential impairment of non-current assets. Exposure other comprehensive income relates to revaluation of net pension liabilities and interest hedging of future cash flow. Fair value sensitivity A change in interest rates will impact the fair value of the group's interest-bearing assets, interest rate derivative instruments and debt instruments measured on a 1 per cent increase in interest rates. A decrease in the interest rate would have the adverse effect. Cash flow sensitivity A change in interest rates will impact interest rate payments on the group's unhedged floating rate debt. Table 4.1.3 shows the one-year cash flow sensitivity, depicting a 1 per cent increase in interest rates on the 31 December 2020. A decrease in the interest rate would have the opposite effect. Policy Interest rate risk must be managed according to the treasury and funding policy. Interest rate risk is measured as the duration of the debt portfolio, including hedging instruments, but excluding pension liabilities. Carrying value Sensitivity 2020 Financial assets -550 1% Derivatives 1% 65 Financial liabilities 2,730 1% -13 Net interest-bearing debt excluding pension liabilities 2,180 2019 Financial assets -627 Derivatives Financial liabilities 2,740 Net interest-bearing debt excluding pension liabilities 2,113 96 ARLA FOODS ANNUAL REPORT 2020 -1 42 -2 41 1% do de de 1% 1% 54 -23 -2 31 -14 29 Duration Policy 2020 2019 Minimum Maximum 2.6 2.4 1 7 How we act and operate The purpose of interest rate hedging is to mitigate risk and secure relatively stable and predictable financing costs. The interest rate risk from net borrowing is managed by having an appropriate split between fixed and floating interest rates. The group actively uses derivative financial instruments to reduce risks related to fluctuations in the interest rate, and to manage the interest profile of the interest-bearing debt. By having a portfolio approach and using derivatives, the group can independently manage and optimise interest rate risk, as the interest rate profile can be changed without having to change the funding itself. Thereby, the group can operate in a fast, flexible and cost-efficient manner without changing underlying loan agreements. The mandate from the Board of Directors provides the group with the opportunity to use derivatives, like interest rate swaps and options, in addition to interest conditions embedded in the loan agreements. During the year, the group has not traded in any options contracts.
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