NCC Group plc Annual Report 2022

25 Financial instruments continued Fair value of financial instruments continued Borrowings are held at amortised cost, which is considered to equate to fair value. All other assets and liabilities are held at either fair value or their carrying value, which approximates to fair value.

2022

2021

Level 1 £m

Level 2 £m

Level 3 £m

Level 1 £m

Level 2 £m

Level 3 £m

– –

(0.2)

– –

Financial (assets)/liabilities at fair value through profit or loss

– –

0.3

– –

Derivative financial instruments – cash flow hedge

(0.8)

(0.2)

Total financial instruments

(0.5)

Credit risk Credit risk is the risk of financial loss to the Group if a customer or counterparty to a financial instrument fails to meet its contractual obligations and arises principally from the Group’s receivables from customers. The Group’s exposure to credit risk is influenced mainly by the individual characteristics of each customer. Exposure to credit risk The carrying value of financial assets represents the maximum credit exposure. The maximum exposure to credit risk at the reporting date was:

Group 2022 £m

Company 2022 £m

Group 2021 £m

Company 2021 £m

40.6

– – –

Trade receivables Other receivables Accrued income

35.2

– – –

1.2

1.9

23.0 73.2

22.9

20.2

Cash and cash equivalents

116.5

0.6

Total

138.0

20.2

176.5

0.6

The maximum exposure to credit risk for trade receivables and other receivables at the reporting date by geographic region was:

Group 2022 £m 15.2 14.3 12.4

Company 2022 £m

Group 2021 £m 17.0 11.0

Company 2021 £m

Debtors by geographical segment

– – –

UK and APAC North America

– – –

Europe

9.1

Total

41.9

37.1

The maximum exposure to credit risk at the reporting date by business segment was:

Group 2022 £m

Company 2022 £m

Group 2021 £m

Company 2021 £m

Debtors by business segment

35.4

– –

Assurance

30.0

– –

6.5

Software Resilience

7.1

Total

41.9

37.1

The trade receivables of the Group typically comprise many amounts due from a large number of customers and represent a spread of industry sectors. The largest amount due from a single customer at the reporting date represented 4.4% (2021: 3.9%) of total Group receivables. All of the Group’s cash is held with financial institutions of high credit rating. The provisions in respect of trade receivables are used to record expected credit losses. The Group has dedicated credit control teams, which regularly review customer debt balances to assess the risk of recovery.

NCC Group plc — Annual report and accounts for the year ended 31 May 2022

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