14 July 2010

Sir David Tweedie
Chairman
International Accounting Standards Board
30 Cannon Street
London EC 4M 6XH
UNITED KINGDOM.

Dear Sir David

Measurement of Financial Liabilities

The Group of 100 (G100) is an organization of chief financial officers from Australia’s largest business enterprises with the purpose of advancing Australia’s financial competitiveness. The G100 is pleased to provide comments on this Exposure Draft.

Q1. Do you agree that for all liabilities designated under the fair value option, changes in the credit risk of the liability should not affect profit or loss? If you disagree, why?

Yes. The G100 does not believe that the effect of changes in own credit risk provides relevant information to users and that its inclusion in profit and loss distorts the reporting of the operating performance of the entity.
 

Q2. Or alternatively, do you believe that changes in the credit risk of the liability should not affect profit or loss unless such treatment would create a mismatch in profit or loss (in which case, the entire fair value change would be required to be presented in profit or loss)? Why?

The G100 believes that changes in own credit risk should not be recognized in profit or loss.
 

Q3. Do you agree that the portion of the fair value change that is attributable to changes in the credit risk of the liability should be presented in other comprehensive income? If not, why?

The G100 considers that if the IASB proceeds with the proposals and the effect of changes in own credit risk can be reliably measured its effect should be recognized directly in other comprehensive income (OCI) and recycled to profit and loss where the entity repays other than the contracted amount.
 

Q4. Do you agree that the two-step approach provides useful information to users of financial statements? If not, what would you propose instead and why?

No. The G100 believes that if the effect of changes in own credit risk can be measured reliably the amount should be recognized directly in OCI. We do not believe that transfers between different sections of the financial statement provide useful information to users.
 

Q5. Do you believe that the one-step approach is preferable to the two-step approach? If so, why?

Yes. As indicated in response to Q4 the G100 believes that the effect of own credit changes should be recognized directly in OCI.
 

Q6. Do you believe that the effects of changes in the credit risk of the liability should be presented in equity (rather than in other comprehensive income)? If so, why?

The G100 considers that presentation as a component of OCI is appropriate as the remeasurement is not the result of a transaction with shareholders as equity holders.
 

Q7. Do you agree that gains or losses resulting from changes in a liability’s credit risk included in other comprehensive income (or included in equity if your responded ‘yes’ to Q6) should not be reclassified to profit or loss? If not, why and in what circumstances should they be reclassified?

The G100 believes that the effects of changes in own credit risk presented in OCI should be recycled to profit and loss where the entity settles the liability at less than the contracted amount.
 

Q8. For the purposes of the proposals in this ED, do you agree that the guidance in IFRS 7 should be used for determining the amount of the change in fair value that is attributable to changes in a liability’s credit risk? If not, what would you propose instead and why?

Methods used to measure the effect of changes in own credit risk must provide a reliable measurement of the amount that is attributable to own credit risk. As outlined in our earlier submission, the G100 is concerned about the practicality of separating its effect reliably.
 

Q9. Do you agree with the proposals related to early adoption? If not, what would you propose instead and why? How would those proposals address concerns about comparability?

The G100 agrees with the proposed transitional requirements. We believe that for practical implementation purposes the various new requirements relating to financial instruments should be effective as a package rather than as piecemeal changes.
 

Q10. Do you agree with the proposed transition requirements? If not, what transition approach would you propose instead and why?

Yes.

Yours sincerely
Group of 100 Inc

 

Peter Lewis
National President