Just Annual Report and Accounts 2024

Strategic Report Governance

Financial Statements

211

2. INVESTMENTS IN GROUP UNDERTAKINGS

Shares in Group undertakings 2024 £m

Shares in Group undertakings 2023 £m

At 1 January

855

849

Additions

6

6

At 31 December

861

855

Details of the Company’s investments in the ordinary shares of subsidiary undertakings are given in note 31 to the Group financial statements. Additions to shares in Group undertakings relate to the cost of share-based payments for services provided by employees of subsidiary undertakings to be satisfied by shares issued by the Company. Investments in Group undertakings are assessed annually for any indication of impairment. Impairment testing has been carried out to assess the recoverable amount of the investments in JRL and PLACL at 31 December 2024. The carrying amount of the investment at 31 December 2024 for JRL was £513m and for PLACL was £272m. The recoverable amounts for both entities were calculated to be in excess of this amount, indicating that no impairment of the Company’s investment in JRL or PLACL was required. The calculation of value-in-use for JRL and PLACL uses cash flow projections based on the emergence of surplus for in-force business on a Solvency II basis, together with new business cash flows on a Solvency II basis set out in the Group’s business plan approved by the Board. The pre-tax discount rates used were 12.1% for JRL and 11.1% for PLACL. The discount rates were determined using a weighted average cost of capital approach, adjusted for specific risks attributable to the businesses, with the lower rate used for PLACL reflecting that it is largely closed to new business. A one percentage point increase in the discount rates used would reduce the headroom of the excess of the value-in-use above the cost of investment of JRL and PLACL by 16% and 14% respectively. The Directors have not identified a reasonably possible change in assumptions which would result in the carrying amount of the Group’s investment in JRL or PLACL to exceed its recoverable amount.

3. LOANS TO GROUP UNDERTAKINGS

2024 £m

2023 £m

At 1 January

1,011

1,000

Additions

250

13

Repayments

(300)

Loss allowance for expected credit losses

(2)

At 31 December

961

1,011

Details of the Company’s loans to Group undertakings are as follows:

31 December 2024 £m 31 December 2023 £m

9.375% perpetual restricted Tier 1 contingent convertible debt (call option in April 2024) issued by JRL in April 2019 9.375% perpetual restricted Tier 1 contingent convertible debt (call option in April 2024) issued by PLACL in April 2019 9.75% perpetual restricted Tier 1 contingent convertible debt (call option in March 2031) issued by JRL in April 2024

250

50

250

7.0% 10.5-year subordinated debt 2031 (Tier 2) issued by JRL in November 2020 7.0% 10.5-year subordinated debt 2031 (Tier 2) issued by PLACL in November 2020 8.2% 10-year subordinated debt 2030 (Tier 2) issued by JRL in May 2020 8.125% 10-year subordinated debt 2029 (Tier 2) issued by JRL in October 2019 8.125% 10-year subordinated debt 2029 (Tier 2) issued by PLACL in October 2019 9.0% 10-year subordinated debt 2026 (Tier 2) issued by JRL in October 2016 5.0% 7-year subordinated debt 2025 (Tier 3) issued by JRL in December 2018¹

76

76

102 103

102 103

25

25

102 254

102 254

51

51

963

1,013

Less: Loss allowance for expected credit losses

(2)

(2)

Total

961

1,011

1 Included in current assets.

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