ANNUAL REPORT 2021 slide image

ANNUAL REPORT 2021

LUNDBECK ANNUAL REPORT 2021 = CONTENTS CONSOLIDATED FINANCIAL STATEMENTS NOTES 18-19 18 OTHER PAYABLES 79/111 Contingent consideration is recognized at fair value. The calculation of the fair value is based on the discounted cash flow method (DCF method) which comprises significant assumptions and estimates. Key inputs are expected timing of payment (using a specific discount rate) and probability of success. Contingent consideration Other payables Non-current payables Contingent consideration Other payables Current payables Contingent consideration recognized through acquisitions 2021 DKKm 2020 DKKm 386 1,108 106 82 492 1,190 1,237 1,656 2,893 1,846 1,846 As part of the acquisition of Alder BioPharmaceuticals, Inc. (subsequently renamed Lundbeck Seattle BioPharmaceuticals, Inc.), Lundbeck is required to pay a contingent value right (CVR) of USD 2.00 per share upon European approval of eptinezumab. The CVR has a value of up to USD 233 million (USD 236 million in 2020). At 31 December 2021, the fair value of the CVR amounted to DKK 1,237 million (DKK 1,059 million in 2020). The CVR was recognized as a contingent consideration at fair value at the acquisition date. Key inputs to the fair value of the CVR are the promise to pay a fixed price per share acquired, probability of success weighted by the possible outcomes and Lundbeck's WACC (weighted average cost of capital). As part of the acquisition of Alder BioPharmaceuticals, Inc. (subsequently renamed Lundbeck Seattle BioPharmaceuticals, Inc.), Lundbeck is required to pay a sales milestone dependent on predefined milestones being reached. The fair value of contingent consideration is calculated as the discounted cash outflows (DCF method) from future milestone payments, taking probability of success into consideration. The probability of success of 83.2% used for the calculations of the fair value of the CVR and the sales target milestone is based on the BIO/MedTracker 2016 publication. As part of the acquisition of Abide Therapeutics, Inc., Inc. (subsequently renamed Lundbeck La Jolla Research Center, Inc.), Lundbeck is required to pay up to USD 100 million in sales milestones (USD 150 million in 2020) dependent on predefined milestones being reached. At 31 December 2021, the fair value of the contingent consideration amounted to DKK 60 million (DKK 49 million in 2020). 19 FINANCIAL INSTRUMENTS Foreign currency risks Foreign currency management is handled centrally by the Parent company. Currency management focuses on risk mitigation and is carried out in conformity with the Group's Treasury Policy, as approved by the Board of Directors. Foreign currency risks managed by derivatives and loans in 2021 comprise cash flow risk in several currencies and USD translation risk emanating from net investments in foreign subsidiaries. The Parent company hedges a part of the Group's anticipated revenue in selected currencies for a period of 12-18 months using forward exchange contracts and currency options. Hedging is performed on a rolling basis each month. The forward exchange contracts and currency options are classified as hedging instruments when meeting the accounting criteria for hedge accounting according to IFRS 9 Financial Instruments. Unhedged cash flows are sold spot. Changes in the fair value of all instruments meeting the criteria for hedge accounting are recognized in the statement of comprehensive income as they arise, together with the forward points and option premiums. At maturity of the hedge contracts, the final effect is transferred from other comprehensive income and recognized in the profit or loss or balance sheet together with the hedged item. Forward exchange contracts and currency options that do not meet the hedge accounting criteria are classified as trading contracts, and changes in the fair value are recognized under financial income or financial expenses as they arise. Cash flow timing and changes to the forecasted amounts are the main sources for evaluating the risk of hedge ineffectiveness. When concluding a hedge transaction, and each time presenting the financial statements thereafter, it is assessed whether the hedged exposure and the hedging instrument are still financially correlated. If the hedged cash flows are no longer expected to be realised, the accumulated value change is transferred to financial income or financial expenses. Lundbeck did not have any hedge ineffectiveness in 2021 or 2020.
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