2023 Consolidated Financial Statements and Notes slide image

2023 Consolidated Financial Statements and Notes

AIR CANADA 2023 Consolidated Financial Statements and Notes December 31, 2023 Following is a classification of fair value measurements recognized in the consolidated statement of financial position using a fair value hierarchy that reflects the significance of the inputs used in making the measurements. Fair value measurements at reporting date using: Significant unobservable Recurring measurements (Canadian dollars in millions) Quoted prices in active markets for identical assets (Level 1) Significant other observable inputs (Level 2) inputs (Level 3) Financial Assets Held-for-trading securities Cash equivalents $ 364 $ $ 364 $ Short-term investments 5,734 5,734 Long-term investments 744 744 Equity investment in Chorus 40 40 Derivative instruments Foreign exchange derivatives 14 14 Total $ 6,896 $ 40 $ 6,856 $ Financial Liabilities Derivative instruments Foreign exchange derivatives $ 179 Embedded derivative on convertible notes Total 56 $ 235 $ 179 56 $ 235 $ Financial assets held by financial institutions in the form of cash and restricted cash have been excluded from the fair value measurement classification table above as they are not valued using a valuation technique. The Corporation's policy is to recognize transfers into and transfers out of fair value hierarchy levels as of the date of the event or change in circumstances that caused the transfer. There were no transfers within the fair value hierarchy during 2023. Offsetting of Financial Instruments in the Consolidated Statement of Financial Position Financial assets and liabilities are offset and the net amount reported in the consolidated statement of financial position where the Corporation has a legally enforceable right to set-off the recognized amounts and there is an intention to settle on a net basis or realize the asset and settle the liability simultaneously. In the normal course of business, the Corporation enters into various master netting arrangements or other similar arrangements that do not meet the criteria for offsetting in the consolidated statement of financial position but still allow for the related amounts to be set-off in certain circumstances, such as the termination of the contracts or in the event of bankruptcy or default of either party to the agreement. Air Canada participates in industry clearing house arrangements whereby certain accounts receivable balances related to passenger, cargo and other billings are settled on a net basis with the counterparty through the clearing house. These billings are mainly the result of interline agreements with other airlines, which are commercial agreements that enable the sale and settlement of travel and related services between the carriers. Billed and work in process interline receivables are presented on a gross basis and amount to $126 million as at December 31, 2023 ($112 million as at December 31, 2022). These balances will be settled at a net value at a later date; however, such net settlement amount is unknown until the settlement date. 62 62
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