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Example 29 Sample disclosure requirements
Extract from accounting policy notes
Financial instruments

The company has adopted Section 11 and Section 12 of FRS 102 when accounting for financial instruments.

a) Trade and other receivables.

Trade and other receivables including amounts owed to group companies are recognised initially at transaction price (including transaction costs) unless a financing arrangement exists in which case they are measured at the present value of future receipts discounted at a market rate. Subsequently these are measured at amortised cost less any provision for impairment.  A provision for impairment of trade receivables is established when there is objective evidence that the company will not be able to collect all amounts due according to the original terms of receivables.  The amount of the provision is the difference between the asset’s carrying amount and the present value of estimated future cash flows, discounted at the effective interest rate.  All movements in the level of the provision required are recognised in the profit and loss.

b) Cash and cash equivalents.

Cash and cash equivalents include cash on hand, demand deposits and other short- term highly liquid investments with original maturities of three months or less.  Bank overdrafts are shown within borrowings in current liabilities on the statement of financial position.

c) Other financial assets.

Other financial assets include investment which are not investments in subsidiaries, associates or joint ventures. Investments are initially measured at fair value which usually equates to the transaction price and subsequently at fair value where investments are listed on an active market or where non listed investments can be reliably measured. Movements in fair value is measured in the profit and loss

Where fair value cannot be measured reliably or can no longer be measured reliably, investments are measured at cost less impairment.

d) Trade and other payables.

Accounts payable are classified as current liabilities if payment is due within one year or less.  If not, they are presented as non-current liabilities.  Trade payables, other payable and amounts due to group companies are recognised initially at the transaction price net of transaction costs and subsequently measured at amortised cost using the effective interest method.

e) Borrowings

Borrowings are recognised initially at the transaction price (present value of cash payable to the bank, including transaction costs).  Borrowings are subsequently stated at amortised cost. Interest expense is recognised on the basis of the effective interest method and is included in finance costs.

Preference shares, which are mandatorily redeemable on a specific date, are classified as borrowings. The dividends on these preference shares are recognised in the profit and loss as a finance cost.

Borrowings are classified as current liabilities unless the Company has a right to defer settlement of the liability for at least 12 months after the reporting date.

f) Derivatives

Derivatives are initially measured recognised at fair value on the date the contract is entered into and subsequently re-measured at their fair value. Changes in the fair value are recognised in the profit and loss within finance costs or finance income as appropriate, unless they are included in a hedging arrangement.

Derivative financial instruments are not basic.

Hedge accounting is not applied.

OR WHERE HEDGE ACCOUNTING IS APPLIED

Derivative financial instruments are used to manage the Group’s exposure to foreign currency risk and interest rate risk through the use of forward currency contracts and interest rate swaps.  These derivatives are generally designated as cash flow hedges in accordance with Section 12.  The Group does not enter into speculative derivative transactions.

g) Derecognition.

Financial liabilities are derecognised when the liability is extinguished, that being when the contractual obligation is discharged.

h) Offsetting financial instruments.

Financial assets and liabilities are offset and the net amount reported in the balance sheet when there is a legally enforceable right to offset the recognised amounts and there is an intention to settle on a net basis, or realise the asset and settle the liability simultaneously.

i) Compound financial instruments.

Compound financial instruments issued by the company comprise of convertible preference shares which can be converted to a set amount of ordinary shares at a future date. The liability component of the compound instrument is initially recognised at the fair value of a similar liability where the conversion to equity option is not available. Subsequently this is measured at amortised cost using the effective interest rate method. The equity component is measured the difference between the fair value of the liability component and the fair value of the instrument as a whole. The equity component is not re-measured. Transaction costs are apportioned to the equity and liability component as a proportion that each type instrument is to the total fair value of the compound instrument.

j) Hedge accounting

Cash flow hedges

Subject to the satisfaction of certain criteria, relating to the documentation of the risk, objectives and strategy for the hedging transaction and the on-going measurement of its effectiveness, cash flow hedges are accounted for under hedge accounting rules.  In such cases, any unrealised gain or loss arising on the effective portion of the derivative instrument is recognised in the cash flow hedging reserve, a separate component of equity and posted to other comprehensive income.  Unrealised gains or losses on any ineffective portion of the derivative are recognised in the income statement.  When the hedged transaction occurs the related gains or losses in the hedging reserve are transferred to the Income Statement.

The company engages in hedge accounting for forward contracts in order to manage foreign currency fluctuations as well as interest rate swaps.

Changes in fair values of derivatives designated as cash flow hedges which meet the conditions for hedge accounting are recognised in directly in equity through other comprehensive income to the extent that they are effective. Any ineffectiveness is charged to the profit and loss. Any gain or loss recognised in OCI is transferred from equity to the profit and loss when the hedge relationship ends.

 Cash flow hedges are those of highly probable forecasted future income or expenses. In order to qualify for hedge accounting, the Group is required to document the relationship between the item being hedged and the hedging instrument and demonstrate, at inception, that the hedge relationship will be highly effective on an on-going basis.  The hedge relationship must be tested for effectiveness on subsequent reporting dates.

There is no significant difference between the timing of the cash flows and income statement effect of cash flow hedges.

Fair value hedges

Changes in the fair value of derivatives that are designated and qualify as fair value hedges are recorded in the profit and loss, together with any changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. If the hedge no longer meets the criteria for hedge accounting, the adjustment to the carrying amount of a hedged item for which the effective interest method is used is amortised to the profit and loss.

Extract of notes to the financial statements – Financial instruments note disclosures

2015 2014
Financial assets at fair value through profit or loss
Listed investments 2000 3000
Financial assets that are equity instruments measured at cost less impairment  
Investments (see note 2) 10,000 10,000
Loan commitment carried at cost less impairment 1,000  500
Financial assets that are debt instruments measured at amortised cost  
Intercompany loans 100000 90000
Loan notes 80000 75000
Other debtors including deposits receivable 40000 41000
Trade debtors 30000 15000
Cash and short term deposits 30000 15000
 

 

Financial liabilities at fair value through profit and loss

 
Derivative financial instruments – Forward foreign contracts (see note 1) 3000 2000
Derivative financial instruments – Interest rate swap XXX XXX
Financial liabilities measured at amortised cost  
Trade creditors 20000 10000
Intercompany loans 20000 10000
Accounts payable 20000 10000
Finance leases 20000 10000
Bank loans and loan notes 20000 10000
Accruals for goods and services 20000 10000
Bank overdraft 20000 10000
Note 1: The company takes out foreign currency contracts to hedge against the risk of foreign exchange movements. At 31 December 2015, the company had forward contracts to purchase GBP£100,000 at a rate of €1=.80p. These contracts expire within 6 months of the year end. The fair value of these instruments at 31 December 2015 was €10,000 (2014: 2,000). This has been recognised in the profit and loss.
The forward contracts are measured at fair value by utilising observable market date, more specifically quoted prices.

Note 2: The fair value of interest rate swaps is calculated as the present value of the expected future cash flows based on observable yield curves.

The notional principal amounts of the outstanding interest rate swap contracts at 31 December 2015 were €xxxxx (2014: €xxxxxx).

At 31 December 2015, the average fixed interest rate on the swap portfolio was X% (2014: X%). The main floating rates are EURIBOR and LIBOR.

OR WHERE HEDGING IS APPLIED

Derivatives – forward foreign exchange contracts

Forward foreign exchange contracts are marked to market using quoted forward exchange rates at the reporting date.

The absolute principal amount of the outstanding forward foreign exchange contracts at 31 December 2015 was €XXXX (2014: €XXXXXXX).

The hedged highly probable forecast transactions denominated in foreign currency are expected to occur at various dates during the next 12 months. Gains and losses recognised in the hedging reserve in equity (note XX) on forward foreign exchange contracts as of 31 December 2015 are recognised in the profit and loss in the period or periods during which the hedged transaction affects the income statement. This is generally within 12 months of the end of the reporting period.

Derivatives – Interest Rate Swaps

The fair value of interest rate swaps is calculated as the present value of the expected future cash flows based on observable yield curves.

The notional principal amounts of the outstanding interest rate swap contracts at 31 December 2015 were €xxxxx (2014: €xxxxxx).

At 31 December 2015, the average fixed interest rate on the swap portfolio was X% (2014: X%). The main floating rates are EURIBOR and LIBOR. Gains and losses recognised in the hedging reserve in equity (note XX) on interest rate swap contracts as of December 2015 will be continually released to the income statement within finance cost until the maturity of the relevant interest rate swap.

Note 2: At the year end the fair value of certain equity investments could not be determined. As a result the carrying value prior to this date has now been deemed to be the cost of the investments.

Extract of notes to the financial statements – interest disclosures

Note: Interest receivable and similar income 2015 2014        
Bank interest receivable 10000 5000
Interest on intra-group loans 2000 0
Economic benefits provided on inter-group loan (see (i) below) 200000 0
Interest income on other financial assets     1000     1000
Total interest income on financial assets not measured at fair value through profit and loss i.e. on an amortised cost basis 213000 6000
Gain on derivative financial instruments 1000 2000
Total interest receivable and similar income 214000 4000        
i) On XX March 2015, the Company provided a 1,000,000 interest free loan to a fellow subsidiary company.

Section 11 requires that all Financial Assets and Liabilities are initially recognised at their fair value.  The Company estimates the fair value of interest free loans issued by calculating the present value of all future cash receipts discounted using the prevailing rates of interest for a similar instrument.  Upon initial recognition the Company recognised the loan for €800,000.  The difference between the nominal amount of the loan and the initial fair value is €200,000.  As this is not a financial asset, nor do the Company view this as a cost of an investment in a subsidiary this amount is recognised as an expense upon initial recognition.

Note: Interest payable and similar charges 2015 2014        
Interest payable on bank loans and overdrafts 10000 5000
Preference share dividend 2000 0
Finance lease interest 1000 1000
Interest on inter-group loan (see (ii) below) 10000 0
Economic benefits transferred on inter-group loan (see (i) below)  200000        0
Total interest payable on financial assets not measured at fair value through profit and loss i.e. on an amortised cost basis 223000 6000
Loss on derivative financial instruments 1000 2000
Total interest payable and similar charges 224000 4000        
i) On XX March 2015, the Company obtained a 1,000,000 interest free loan from a fellow sister company.  Section 11 requires that all Financial Assets and Liabilities are initially recognised at their value.  The Company estimates the fair value of interest free loan issued by calculating the present value of all future cash recepits discounted using the prevailing rates of interest for a similar instrument.  Upon initial recognition, the Company recognised the loan for €700,000.  The difference between the nominal amount of the loan and the initial fair value is €300,000.  As this is not a financial liability, nor do the Company view this as a capital contribution from a sister company, this amount is recognised as an income upon initial recognition.
ii) In accordance with Section 11 as the Company received loans as detailed above at non market rates, the Company recognised these loans at their estimated fair value at the issuance date as detailed in note 13.  At the year end the estimated fair value of the load for €1,000,000.  The additional interest arising in the current year upon the application of a market interest rate is €100,000.

Extract of notes to the financial statements – debtors disclosures incorporating financial instrument requirements

TRADE AND OTHER RECEIVABLES  
2015 2014
 
Trade debtors 1,022,788 1,083,813
Other debtors 279,008 57,864
Amounts owed by group companies (see (i) below) 790,000 0
Prepayments 20,795 12,710
Directors’ Loans 112,633 104,332
VAT  30,090 13,614
2,225,224 1,272,333

The fair values of trade and other receivables approximate to their carrying amounts.  Trade debtors are stated after provisions for impairments of €105,000 (2014: €113,000).

Amounts owed by directors are unsecured, interest free, have no fixed date of repayment and are repayable on demand.

i)        On XX March 2015, the Company obtained a 1,000,000 interest free loan from a fellow sister company.  Section 11 requires that all Financial Assets and Liabilities are initially recognised at their fair value.  The Company estimates the fair value of interest free loan issued by calculating the present value of all future cash receipts discounted using the prevailing rates of interest for a similar instrument.  Upon initial recognition, the Company recognised the loan for €700,000.  The difference between the nominal amount of the load and the initial fair value is €300,000.  As this is not a financial liability, nor do the Company view this as a capital contribution from a sister company, this amount is recognised as an income upon initial recognition.
Extract of notes to the financial statements – creditors disclosures incorporating financial instrument requirements

TRADE AND OTHER PAYABLES

 
2015 2014
 
Trade creditors 669,675 475,652
Other creditors and accruals 186,051 178,139
Bank Loans and overdrafts 1,066,950 2,064,128
Amount due to group company (see (i) below) 688,000 0
Finance Lease 31,198 39,933
Derivative financial instruments 3,000 2,000
Corporation tax due 280,351 64,812
Other Taxation and Social Security 25,665 26,245
Deferred Tax 2,856
2,953,746 2,850,909

   BORROWINGS

  Within 1 year Between 1 & 2 years Between 2 & 5 years After 5 years Total
Repayable other than by instalments          
Bank Overdrafts 0 0 0 0 0
Repayable by instalments          
Term loan 13,740 0 1,053,210 1,066,950

The bank facilities are secured by a debenture incorporating fixed and floating charges over the assets of the company and personal guarantees from the Directors.

The facilities expiring within one year are annual facilities subject to review at various dates during 2015/2016. The rate of interest applied on these loans is 4%.

The loan outstanding within 2 to 5 years is repayable on 30 November 2015 and an interest rate of 5% is applied on this loan.

FINANCIAL ASSETS

At fair value At cost less impairment Total
Costs      
At beginning of year 200,000 100,000 300,000
Additions in year 30,000 30,000
Fair value adjustments (20,000) (20,000)
Disposals in year (20,000) (20,000)
At end of year 180,000 110,000 290,000
Amounts provided
At beginning of year
Movement (10,000) (10,000)
At end of year (10,000) (10,000)
Carrying amount
At 31 December 2015 180,000 100,000 280,000

The fair value of the listed investments at 31 December 2015 is €180,000 (2014: 200,000).

Other investments are not listed and are held at cost less impairment as fair value cannot be reliably measured.

Consolidated Statement of Comprehensive Income

Profit for the financial year       1,000,000          500,000
Exchange differences on retranslation of foreign operations               XXX               XXX
Cash flow hedges
–     effective portion of changes in fair value to cash flow hedges   9          XXX               XXX
–     fair value of cash flow hedges transferred to income statement 10          XXX               XXX
Actuarial loss in respect of the defined pension scheme 11        (XXX)             (XXX)
Gain/(loss) on revaluation of intangible assets 12          XXX             (XXX)
Gain/(loss) on revaluation of property, plant and equipment 13          XXX             (XXX)
Gain/(loss) on revaluation of subsidiaries, associates, etc. 14          XXX             (XXX)
Deferred tax on components of other comprehensive income 15          XXX               XXX
   
Total other comprehensive income for the year net of tax          200,000        (100,000)
Total comprehensive income for the year       1,200,000          400,000

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