Just Annual Report and Accounts 2023

196 | Just Group PLC | Annual Report and Accounts 2023

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS continued

26. INSURANCE CONTRACTS AND RELATED REINSURANCE continued

Contractual service margin

Estimate of present value of future cash flows £m

Risk adjustment for non-financial

Contracts under FRA and GMM £m

Contracts under FVA £m

risk £m

Total £m

Year ended 31 December 2022 (restated)

Opening insurance contract liabilities balance (restated) Changes in the statement of comprehensive income Changes that relate to current service CSM recognised for service provided Change in risk adjustment for non-financial risk for risk expired

(20,574)

(1,023)

(262)

(1,227)

(23,086)

– –

18

102

120

13

– –

– –

13

Experience adjustments

(4)

(4)

Changes that relate to future service Contracts initially recognised in the year Changes in estimates that adjust the CSM

469 172 637

(149)

(320)

– –

41

(16)

(197)

Insurance service result

(95)

(318)

(95) (32)

129

Net finance income/(expenses) from insurance contracts

4,420

444

(9)

4,823

Exchange rate movement

(8)

(8)

Total changes in the statement of comprehensive income

5,049

349

(327)

(127)

4,944

Cash flows Premiums received

(3,114)

(3,114)

Claims and other insurance service expenses paid, including investment components

1,485

– – –

– – –

– – –

1,485

Insurance acquisition cash flows

124

124

Total cash flows

(1,505) (17,030)

(1,505) (19,647)

Closing insurance contract liabilities balance

(674)

(589)

(1,354)

Changes that relate to current service CSM recognised in the period is computed based on the provision of benefits based on the policy as outlined in note 1.5.6 and note 2 Insurance revenue. Change in risk adjustment for non-financial risk for risk expired is also explained in note 2. Experience adjustments represent the difference between the expected value of claims and expenses projected as at the start of the year included in insurance revenue, and the actual value of claims and expenses due in the year included in insurance service expense. The experience adjustment of £(8)m in 2023 (2022: £(4)m) should be viewed in the context of £1,648m (2022: £1,485m) of claims and expenses paid, and reflected investment management expenses in excess of amounts held within the opening reserve as the Group pursued a strategy of investing in higher yielding illiquid assets; mortality experience was favourable. Changes that relate to future service Contracts initially recognised in the year The value of contracts initially recognised in the year is presented in note 26(e). Changes in estimates that adjust the CSM Changes in estimates that adjust the CSM represent changes in projected future years cash flows that arise from experience in the period and non-economic assumption changes, measured at locked-in discount rates. In 2023, the £292m release from estimate of present value of future cash flows mainly reflected the improvement to longevity assumptions and was offset by a £89m increase in the risk adjustment reserve following the recalibration of risk stress parameters at the year end. The 2022 results also included an improvement to longevity assumptions which was the main driver behind the increase in estimate of present value of future cash flows of £172m; the recalibration of the risk adjustment lead to a £41m release at locked in discount rates. Net finance (expenses)/income from insurance contracts Total net finance expenses from insurance contracts of £2,006m in 2023 compared with net finance income of £4,823m in 2022, with the year on year change driven by the decrease in yields experienced in 2023 which followed the substantial increase in 2022. The net finance expense represents a combination of unwind of discount rates and impact of changes in discount rates for the Estimate of present value of future cash flows and Risk adjustment, and unwind of discount rates alone for the CSM, which is measured using locked-in discount rates. The £79m of accretion of CSM (discount unwind of which £37m was in FRA/GMM cohorts and £42m in FVA cohorts) in 2023 compared with £41m in 2022, with the increase reflecting a combination of higher discount rates applicable to the 2023 cohort and an increase on prior years due to the

upwards shape of the yield curves for earlier years. Cash flow items are described in the previous section.

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