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International GAAP® 2019: Generally Accepted Accounting Practice under International Financial Reporting Standards

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by International GAAP 2019 (pdf)


  above) leads to the rather counter-intuitive result that the classification of certain

  instruments in consolidated financial statements depends on the functional currency of

  the issuing entity.

  If, in the example in 5.2.3 above, the UK entity’s US subsidiary (with a functional

  currency of US dollars) issued the same $100 bond convertible into its own equity,

  convertible in turn into the UK parent’s equity, the conversion right would (from the

  perspective of the US subsidiary) involve the issue of a fixed number of shares for a

  fixed amount of cash and thus be an equity instrument. Moreover, this classification

  would not change on consolidation since IFRS has no concept of a group functional

  currency (see Chapter 15).

  The Interpretations Committee discussed this issue at its meetings in July and

  November 2006. Specifically, it was asked to consider whether the fixed stated

  principal of the convertible instrument exchanged for equity of the parent on

  conversion can be considered ‘fixed’ if it is denominated in the functional currency

  of either the issuer of the exchangeable financial instruments (i.e. the US subsidiary

  in the example above) or the issuer of the equity instruments (i.e. the UK parent in

  the example).

  The Interpretations Committee noted that a group does not have a functional currency.

  It therefore discussed whether it should add a project to its agenda to address which

  currency should be the reference point in determining whether the embedded

  conversion options are denominated in a foreign currency. The Interpretations

  Committee believed that the issue was sufficiently narrow that it was not expected to

  have widespread relevance in practice and therefore, decided not to take the issue onto

  its agenda.32

  In our view, given the absence of specific guidance, an entity may, as a matter of

  accounting policy, determine the classification, in its consolidated financial statements,

  of an instrument issued by a subsidiary by reference either to that subsidiary’s own

  functional currency or to the functional currency of the parent into whose equity the

  bond is convertible.

  The effect of this policy choice will be that, where the debt is denominated in a

  currency other than the designated reference functional currency, the consolidated

  financial statements contain no equity component. This policy, and its

  consequences under IAS 32, must be applied consistently, as illustrated by

  Example 43.13 below.

  Financial instruments: Financial liabilities and equity 3561

  Example 43.13: Convertible bond issued by a subsidiary with a functional

  currency different to that of the parent

  Suppose that a UK entity with a functional currency of the pound sterling (GBP) has a US trading subsidiary

  with a functional currency of the US dollar (USD). The US subsidiary issues a bond convertible, at the

  holder’s option, into equity of the UK parent.

  If the parent’s functional currency (GBP) is the reference currency, the accounting treatment of the holder’s

  conversion right in the consolidated financial statements will be as follows:

  • if the fixed stated principal of the bond is denominated in GBP: equity (stated principal of bond is fixed

  by reference to GBP); but

  • if the fixed stated principal of the bond is denominated in a currency other than GBP: derivative (stated

  principal of bond is variable by reference to GBP).

  If, however, the subsidiary’s functional currency (USD) is the reference currency, a converse analysis applies,

  and the accounting treatment of the holder’s conversion right in the consolidated financial statements will be

  as follows:

  • if the fixed stated principal of the bond is denominated in USD: equity (stated principal of bond is fixed

  by reference to USD); but

  • if the fixed stated principal of the bond is denominated in a currency other than USD: derivative (stated

  principal of bond is variable by reference to USD).

  It may be that the Interpretations Committee’s reluctance to issue guidance on this

  matter was influenced by the more subtle point that, in most cases, the issuing entity

  will not be, as in Example 43.13 above, a trading subsidiary, but rather a subsidiary

  created only for the purposes of the bond issue. IAS 21 – The Effects of Changes in

  Foreign Exchange Rates – suggests that the functional currency of such a ‘single

  transaction’ entity is the same as that of the parent for whose equity the bond will be

  exchanged, irrespective of the currency in which the bond is denominated (see

  Chapter 15 at 4). In short, the Interpretations Committee was perhaps hinting that the

  real problem may be the misapplication of IAS 21 in the financial statements of the

  issuing subsidiary rather than the interpretation of IAS 32.

  6.6.5

  Convertibles with cash settlement at the option of the issuer

  As discussed as 5.2.8 above, IAS 32 requires a derivative with two or more settlement

  options to be treated as a financial asset or a financial liability unless all possible

  settlement alternatives would result in it being an equity instrument. Many convertible

  bonds currently in issue contain a provision whereby, if the holder exercises its

  conversion option, the issuer may instead pay cash equal to the fair value of the shares

  that it would otherwise have been required to deliver. This is to allow for unforeseen

  circumstances, such as an inability to issue the necessary number of shares to effect

  conversion at the appropriate time.

  Where a bond has such a term, the conversion right is a derivative (in effect, a written call

  option over the issuer’s own shares) which may potentially be settled in cash, such that

  there is a settlement alternative that does not result in it being an equity instrument. This

  means that the ‘equity component’ of a bond with an issuer cash settlement option is not

  in fact an equity instrument, but a financial liability. The financial reporting implication of

  this is that the conversion right must be accounted for as a derivative at fair value, with

  changes in value included in profit or loss – in other words the financial statements will

  reflect gains and losses based on the movement of the reporting entity’s own share price.

  3562 Chapter 43

  6.6.6

  Bond convertible into fixed percentage of equity

  The terms of a convertible bond may allow conversion into a fixed percentage of

  outstanding shares of the issuer at the time of the conversion, so that the absolute

  number of shares to be issued is not fixed and is not known until conversion occurs.

  This raises the question of whether such a clause violates the ‘fixed for fixed’ criterion,

  or whether it can be seen as an anti-dilutive mechanism to keep the holder in the same

  economic position relative to other shareholders at all times (similarly to bonds whose

  conversion ratio is adjusted for changes in share capital, as discussed under 5.1.2 above).

  Our view is that such a conversion option cannot normally be classified as equity,

  because the entity’s capital structure could change in ways that put the convertible bond

  holder into a better economic position relative to other shareholders.

  6.6.7

  Convertible bonds with down round o
r ratchet features

  Some instruments that are convertible at a fixed price have clauses which provide that,

  if additional equity is subsequently issued at a price lower than the conversion price,

  then the conversion price is amended down to ensure the holders of the convertible

  instrument are not economically disadvantaged. These clauses are often called ‘down

  round’ or ‘ratchet’ clauses.

  When assessing instruments with down round or ratchet clauses it is necessary to know

  whether the instrument or component being assessed is a non-derivative or a derivative

  instrument. This is because there are two fixed for fixed tests in IAS 32.16(b).

  In the case of a non-derivative the test is whether there is a contractual obligation or

  not for the issuer to deliver a variable number of its own equity instruments. [IAS 32.16b(i)].

  Therefore the ability of the entity to prevent a down round or ratchet clause taking

  effect (by choosing not to issue shares at a lower price) is important and where that is

  the case the down round or ratchet feature is ignored.

  In the case of a derivative instrument or derivative component of an instrument the test is

  simply whether it will always be settled by exchanging a fixed number of shares for a fixed

  amount of cash or another financial instrument. [IAS 32.16b(ii)]. Therefore the entity’s ability

  to prevent the down round or ratchet clause taking effect does not affect the classification.

  Example 43.14: Convertible bond with ratchet feature

  A company, issues preference shares. The preference shares carry a dividend of 2% discretionary at the option

  of the issuer. Preference shareholders have a right to convert the preference shares into ordinary shares if

  there is an IPO or earlier if agreed by 60% of the preference shareholders. If not converted, preference shares

  are redeemable at par at the end of eight years from the issue date. The conversion ratio is fixed at inception

  at one ordinary share for one preference share. However, the ratio is subject to an anti-dilution clause. If the

  entity in future issues any new ordinary shares or convertible shares at a price or conversion price lower than

  the conversion price of the existing preference shares, the conversion price of the existing preference shares

  is adjusted down using a prescribed formula.

  The requirement to redeem the issue at par after eight years creates a liability component which would be

  extinguished if the conversion option is exercised. As such the presence of the redemption obligation makes

  the conversion option a derivative. In this case the fact that the company has control over whether the ratchet

  feature is triggered through the issuance of new shares is not relevant. The derivative component cannot be

  settled only on a fixed for fixed basis and so the redemption obligation is a liability component.

  Financial instruments: Financial liabilities and equity 3563

  7

  SETTLEMENT OF FINANCIAL LIABILITY WITH EQUITY

  INSTRUMENT

  Neither IAS 32 nor IFRS 9 specifically addresses the accounting treatment to be

  adopted where an entity issues non-convertible debt, but subsequently enters into an

  agreement with the debt holder to discharge all or part of the liability in exchange for

  an issue of equity. These transactions, which are sometimes referred to as ‘debt for

  equity swaps’, most often occur when the entity is in financial difficulties and became

  widespread, particularly among highly leveraged entities, following the financial crisis.

  The Interpretations Committee noted that divergent accounting treatments for such

  transactions were being applied and decided to address this by developing an

  interpretation. As a result, IFRIC 19 was published in November 2009. [IFRIC 19.1].

  7.1

  Scope and effective date of IFRIC 19

  IFRIC 19 addresses the accounting by an entity when the terms of a financial liability are

  renegotiated and result in the entity issuing equity instruments to a creditor to extinguish all

  or part of the financial liability. It does not address the accounting by the creditor. [IFRIC 19.2].

  Further, the interpretation does not apply to transactions in situations where: [IFRIC 19.3]

  • the creditor is also a direct or indirect shareholder and is acting in its capacity as a

  direct or indirect existing shareholder (see 7.3 below);

  • the creditor and the entity are controlled by the same party or parties before and

  after the transaction and the substance of the transaction includes an equity

  distribution by, or contribution to, the entity (see 7.3 below); or

  • the extinguishment of the financial liability by issuing equity shares is in

  accordance with the original terms of the financial liability. This will most

  commonly arise on conversion of a convertible bond that has been subject to ‘split

  accounting’, the accounting for which is covered at 6 above.

  7.2

  Requirements of IFRIC 19

  Equity instruments issued to a creditor to extinguish all or part of a financial liability are

  treated as consideration paid and should normally be measured at their fair value at the

  date of extinguishment. However, if that fair value cannot be reliably measured, the

  equity instruments should be measured to reflect the fair value of the financial liability

  extinguished. The difference between the carrying amount of the financial liability and

  the consideration paid (including the equity instruments issued) should be recognised in

  profit or loss and should be disclosed separately. [IFRIC 19.5-7, 9, 11].

  These requirements are illustrated in the following simple example.

  Example 43.15: Discharge of liability for fresh issue of equity

  During 2010 an entity issued £100 million bonds due to be repaid in 2020. By 2018 the entity is in some

  financial difficulty and reaches an agreement with the holders of the bonds whereby they will accept equity

  shares in the entity in full and final settlement of all amounts due under the bonds. On the date the agreement

  concludes, the carrying amount of the bonds is £99 million and the fair value of the equity shares issued is

  £60 million.

  In this situation the entity would measure the equity instruments issued at their fair value of £60 million and

  recognise a profit on extinguishment of £39 million [£99 million – £60 million].

  3564 Chapter 43

  Debt for equity swaps often take place in situations when the terms of the financial

  liability such as covenants are breached and the liability has become, or will become,

  repayable on demand. Normally, the fair value of a financial liability with a demand

  feature is required by IFRS 13 to be measured at no less than the amount payable on

  demand, discounted from the first date that the amount could be required to be paid

  (see Chapter 14 at 11.5). However, in the IASB’s view, the fact that a debt for equity

  swap has occurred indicates that the demand feature is no longer substantive.

  Consequently, where the fair value of the equity instruments issued is based on the

  fair value of the liability extinguished, this particular aspect of IFRS 13 is not applied.

  [IFRIC 19.7, BC22].

  If only part of the financial liability is extinguished, some of the consideration paid might

  relate to a modification of the terms of the liability that remains outstanding. If so, the

  considera
tion paid should be allocated between the part of the liability extinguished and

  the part of the liability that remains outstanding. All relevant facts and circumstances

  relating to the transaction should be considered in making this allocation. [IFRIC 19.8]. Any

  consideration so allocated forms part of the assessment of whether the terms of that

  remaining liability have been substantially modified. If the remaining liability has been

  substantially modified, the modification should be accounted for as an extinguishment

  of the original liability and the recognition of a new liability in accordance with IFRS 9

  (see Chapter 48 at 6.2). [IFRIC 19.10].

  7.3

  Debt for equity swaps with shareholders

  As noted at 7.1 above, a debt for equity swap is outside the scope of IFRIC 19 when the

  creditor is a shareholder acting in its capacity as such, or where the entity and the

  creditor are under common control and the substance of the transaction includes a

  distribution by, or capital contribution to, the entity.

  In our view, such transactions may be accounted for either in a manner similar to that

  required by IFRIC 19 or by recording the equity instruments issued at the carrying

  amount of the financial liability extinguished so that no profit or loss is recognised. This

  latter method was in fact commonly applied to debt for equity swaps before the

  publication of IFRIC 19.

  8

  INTEREST, DIVIDENDS, GAINS AND LOSSES

  The basic principle of IAS 32 is that inflows and outflows of cash (and other assets)

  associated with equity instruments are recognised in equity and the net impact of

  inflows and outflows of cash (and other assets) associated with financial liabilities is

  ultimately recognised in profit or loss. Accordingly, IAS 32 requires:

  • interest, dividends, losses and gains relating to a financial instrument or a component

  that is a financial liability to be recognised as income or expense in profit or loss;

  • distributions to holders of an equity instrument to be debited directly to equity; and

  • the transaction costs of an equity transaction to be accounted for as a deduction

  from equity. [IAS 32.35]. This applies also to the costs of issuing equity instruments

  that are issued in connection with the acquisition of a business. [IFRS 3.53].

 

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