Zaim Credit Systems
Annual Report 2020

Plain-text annual report

LEADING FINTECH COMPANY ANNUAL REPORT 2020 50 4 FINANCIAL STATEMENTS 12 2 STRATEGIC REPORT 14 20 24 26 27 31 MARKET OVERVIEW OPERATIONAL OVERVIEW FINANCIAL OVERVIEW STRATEGY AND DEVELOPMENT PLANS RISK MANAGEMENT SUSTAINABILITY 4 1 COMPANY OVERVIEW 6 10 11 COMPANY IN BRIEF CHAIRMAN’S STATEMENT CHIEF EXECUTIVE’S REVIEW 32 3 CORPORATE GOVERNANCE 34 36 37 41 43 47 48 BOARD OF DIRECTORS KEY MANAGEMENT DIRECTORS’ REPORT REMUNERATION REPORT CORPORATE GOVERNANCE REPORT SECTION 172 STATEMENT DIRECTORS’ RESPONSIBILITY STATEMENT 90 5 CORPORATE INFORMATION & GLOSSARY 6 COMPANY IN BRIEF 10 CHAIRMAN’S STATEMENT 11 CHIEF EXECUTIVE’S REVIEW 1 COMPANY OVERVIEW Company in Brief Our Vision The combined effect of tighter of financial regulations and growing technology-driven complexity has forced an increasing number of people into a sector where it is very hard to access financial services, the “no service zone.” “Unbanked” or “unbankable” individuals are ne- glected by the mainstream banking system and have no access to any financial service or support. We see an opportunity to make a transparent, solid, healthy and profitable business by creating conditions for these people to improve their status and progressively mingle with the world of financial services. OUR MISSION We are focused on developing our business which generates solutions to the problems experienced by "unbankable" individuals. We provide access to financial services and an Internet-based world (“online”) to people who are not eligible for mainstream financial services. Our Guiding Principles Any and all services we provide, now and in the future, are con- ceived with the highest standards of transparency, efficiency and compliance, with the utmost respect for our customers. Any and all clients, now and in the future, are supported and helped to improve their financial status and access to the online world. Our employees are our most valuable resource and we focus on creating a comfortable working environment. A solid, transparent and profitable business is the result and conse- quence of the full and complete implementation of the above. Company in Brief Zaim Credit Systems Plc (ZCS) is the UK holding company of Zaim Express LLC (“Zaim”), a Russian-based fintech company providing small-sized short-term loans to customers. As at 31 December 2020, Zaim directly operated 3131 stores Moscow and the Moscow Region As at 31 December 2020, the total number of employees of the Group was 199199 Zaim has been operating in the microcredit market in Russia since 2011. Today, Zaim occupies one of the leading positions in the Russian microcredit market rapidly de- veloping its online platform. Zaim currently provides loans with an average size of 8,000 Russian rubles (RUB) (about £80) with a maximum amount of RUB30,000 (£300) for an average period of less than one month. As at 31 December 2020, Zaim directly operated 31 stores. These stores are generally nearby to densely populated residential communities in urban areas, as well as in locations near the transport infrastructure of Moscow and the Moscow Region. Since establishment, Zaim has developed a bespoke fully integrated business platform and operating tools to in- crease efficiency, driven by automation and a constantly improving credit scoring system. The Zaim's platform allows for remote transfer of money to the client’s own card (can be newly issued by Zaim) or other receiving facilities (bank accounts or any other system allowed in the market by Russian authorities) within minutes of the online application. Among other products, Zaim has created a pre-paid Mas- tercard product branded with the Zaim’s logo, to which Zaim can credit loan amounts directly to customers who can then spend them online or via POS terminals. It is also possible for customers to withdraw funds at ATMs. This card was conceived and implemented to be the most convenient and cheapest instrument on the market, and it is aimed at removing the entrance barrier to the online world. In 2020, Zaim’s directors and management developed and implemented an online-focused business strategy, dramatically increasing volumes of loans issued online and reducing the number of physical stores. Online oper- ation now represents the largest portion of the Group’s business and is continuing to grow. The total loans outstanding had a carrying value of £1.3 million as at the end of the year (£786k as at 31 Decem- ber 2019). As at 31 December 2020, the total number of employees of the Group was 199 (317 as at 31 December 2019). 6 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 7 Zaim’s History Zaim Today 2011 Zaim was established on 14 March 2011, as a limited liability com- pany under the laws of the Russian Feder- ation. On 29 August 2011, Zaim was authorised to conduct microf- inance activities in the Russian Federa- tion and included in the State Registry of Microfinance Organ- isations maintained initially by the Russian Ministry of Finance and later by the Central Bank of Russia (“CBR”). 2016 In 2016, Zaim obtained its current status as a microcredit com- pany (“MCC”) which allows it to engage in microfinance activity in the territory of the Russian Federation. Zaim in Numbers Over 1.22 million loans provided 77% of loans are to recurring customers2 1 Loans to customers after expected credit loss allowance. 2 Average for 2020. 8 АNNUAL REPORT 2020 2017 On 20 February 2017, Zaim’s shareholders approved the change of the Company's name from LLC MO Zaim-Express to LLC Zaim-Express. 2019 On 4 November 2019, ZCS, Zaim’s holding company, made a successful initial public offering (IPO) of its ordinary shares on the London Stock Exchange raising gross cash proceeds of £2.6m. Successful IPO on the London Stock Exchange Scalable online business model Cash generation potential Best corporate governance practices Company's Strengts 10 years providing services State-of-art IT platform allowing for credit risk management Strong management team 441,018 active customers Share Capital The total number of ordinary shares in issue 436,975,000 436,975,000 £1.3 million loan book1 as at 31 December 2020 27 directly managed outlets Providing loans in the amount of over 926 million rubles a year (approximately £9.3M) 26,65% Other Shareholders 1,12% Simon J. Retter Shareholding Structure 73.23% Zaim Holding SA LEADING FINTECH COMPANY 9 Chairman’s Statement Chief Executive’s Review Dear Shareholders, It is hard to imagine our life now without digital or online services. Over the past several years, most of us have transferred traditional “real-life” activities on- line. Activities such as shopping, education, communication, entertainment, ordering delivery from a restaurant or meeting any other essential needs can now be undertaken exclusively online. Quarantine measures undertaken by the governments of most coun- tries during 2020 as a reaction to the COVID-19 pandemic accelerated this shift in many cases and generated substantial additional demand for online services. Despite this, many of these services are difficult or even impossible to access without an on- line banking presence or a bank card. At the same time as services and activities that can be undertaken online are rapidly expanding, many people are excluded from this “online world.” This phenomenon is quite noticeable in Russia, where in 2020, 65% of the population did not have a bank deposit account and 85% did not have a credit card1. Traditional banks are reluctant to approve credit to a large percentage of Russian borrowers with poor or no credit history as well as those from less well-off sec- tions of society. This creates a significant segment of the population that is excluded from the online world and the online standard of living. Zaim has always built its business on ethical principles. Our mission is to provide access to financial services in the age of the Internet to those people who are not eligible for mainstream financial services. With this mission in mind, several years ago, Zaim created the Zaim MasterCard, an inclusivity tool that can be easily issued and delivered to those who lack the “key” to the modern online world. With our motto “fast and flawless,” we help people efficiently resolve their temporary financial difficulties without the need for collateral or guarantors, with funds usually delivered within a few minutes. In order to provide our customers with a quick and easy way to borrow money on transparent terms, we set a very high standard in customer service and we give full training to every one of our employees. We strive to provide financial support to a whole sector of the Russian population that has been ignored by conventional banks. Our best-in-class technology offering enables Zaim to do this and maximise shareholder returns at the same time. This market still has a great potential. Penetration of the microfinance industry in the Russian market is less than 2% of the adult population, while in some mature markets, it ranges between 5% and 10%. Russian household debt in September 2020 was only 21% of the Russian GDP compared to 89% in the UK and 78% in the USA2. Over the past several years, the microfinance market has grown by about 25% per annum, with the major- ity of this growth driven by the online segment. In addition, online lending in Russia has been doubling year after year. During 2020, which was hopefully an exceptional year for uncertainty and general economic turmoil, the total balance of Russian microfinance loans grew by 18% to 249 billion rubles (ca. £2.5 billion)3. We used the COVID-19 restrictions and change in habits of individuals as an opportunity to significantly accel- erate the online transformation of our business. At the beginning of the year, we had a dominant share of the market in the Moscow region where our existing outlet network was based, even having only a very small-scale online business at the time. By the end of the year, we found ourselves in the enviable position of being able to provide the majority of our loans via remote channels and we are now able to include the whole of the Russian population as our market. During the past few years, Zaim has been developing and executing a strategy of profitable growth whilst dealing with some significant headwinds. Zaim has successfully addressed the tightening of regulatory requirements experienced between 2016–2019, including a reduction in the maximum interest charges. In 2020, while our team focused on the implementation of our post-IPO strategy, COVID-19 emerged as a truly unforeseeable event but, once again, the team swiftly amended the strategy and ensured our prompt return to profitability and a leaner, more efficient and optimized business. I would like to thank the management, employees, con- sultants and my fellow board members for their com- mitment and hard work in delivering these tremendous results and navigating the Group to a rapidly growing and profitable business in the second half of 2020. We remain committed to strengthening our position as a leading Russian fintech Group and will strive to keep delivering a fast and flawless solution to our customers. MALCOLM GROAT Chairman 29 April 2021 1 Source: The Central Bank of the Russian Federation: Survey on the Status of Financial Inclusion in the Russian Federation in 2018, p. 31. 2 According to the Bank for International Settlements 3 According to the Central Bank of the Russian Federation 10 АNNUAL REPORT 2020 Dear fellow Stakeholders, 2020 became the year of great challenges not only for our company, but for the whole of humanity. I am extremely proud of our team that has successfully addressed these global challenges and turned a potential heavy threat to the business into an opportunity to increase growth and undertake an incredibly fast move to an online model. Our management has successfully navigated the difficul- ties connected with COVID-19 and its consequences as well as the tightening regulations in the microfinance field in Russia and has built a solid and reliable growth platform, generating significant profits in the second half of the year. In the middle of 2019, the Russian financial regulator — the Central Bank of the Russian Federation — tightened restrictions for all operators in the microfinance mar- ket by reducing the maximum interest rate by 33%, in accordance to sector re-organization plan announced in 2016. The new rate is in line with international markets level. This lower interest rate affected us most signifi- cantly during 2020, the first full year of its impact, but despite this, the Group reported an increase in interest income of 23% during the year. This was driven by an increase in the amount of loans issued during the year to £10.4m (2019, £9.0m). During the year, it was observed that on average, customers held our loans for slightly longer (67 days; 2019, 52 days), predominantly due to the lower interest rates, resulting in an increased working capital requirement. In 2020, we observed a significant threat to our business, as did a lot of other traditional businesses across the globe with the emergence of the COVID-19 pandemic and associated restrictions imposed by governments. I am immensely proud of our team at all levels of the organi- sation who handled the situation in a calm, professional and conscientious manner and I would like to thank everybody for their great teamwork that has turned this significant risk into a successful opportunity to build our growing, profitable business. Over the past 10 years, Zaim has developed a bespoke IT system that allows it to receive and repay loans remote- ly with an automated scoring process taking less than 10 minutes to approve or reject new applicants. 2020 saw the prioritization of the development of our online business and subsequent rapid expansion of lending vol- umes. At the same time, the physical outlet business was streamlined by reducing the number of outlets to 31 from 91 at the end of December 2020 and then to 27 as at 31 March 2021. As a result, the share of loans issued online dramatically increased from 9% in December 2019 to 82% in December 2020. These swift and decisive actions resulted in an immediate improvement to the profitability of the Group with profits achieved on a quarterly basis in both Q3 and Q4 2020. While in the first half of 2020 the Group generated an adjusted EBIT loss of £0.9m, in the second half, it generated an adjusted EBIT profit of £0.8m, which is an im- pressive turnaround in performance. This trend of strong growth in business volumes has continued during Q1 2021, with key perfor- mance indicators indicating healthy growth, and I look forward to providing more news in the Q1 trading update. I am glad to note that the switch to an online-focused business model continues to outperform management’s expectations and now that the platform has been successfully deployed and fine-tuned, our attention is turning to other business development opportunities and to further enhancements to our existing offerings. As part of this, the team is focusing on further improving the level of services, implementing new tools and, on top of this, we are glad to announce that we are releasing a mobile app. This gives gives us an opportunity to stay connected to our clients 24/7 and increase the potential for our repeat business. We are now ready to expand our portfolio of services and raise the fintech profile of the Group. Along with this, we are currently exploring opportunities with colleges and universities to create a mechanism for broadening access to financial services for people who are neglect- ed by conventional providers. Once again, we confirm that the key words for our business are inclusivity and profitability. I would like to thank the Directors and the management for navigating the successful return of the Group to net profitability. We are currently uniquely positioned to address market challenges and turn them into market opportunities with our consistent commitment to adding value and generating profitability for all of our stakehold- ers. SIRO DONATO CICCONI CEO 29 April 2021 LEADING FINTECH COMPANY 11 2 STRATEGIC REPORT 20 OPERATIONAL OVERVIEW 27 RISK MANAGEMENT 26 STRATEGY AND DEVELOPMENT PLANS 14 MARKET OVERVIEW 24 FINANCIAL OVERVIEW 31 SUSTAINABILITY Market Overview The Market for Microfinance in Russia Microfinance involves providing individuals who do not have access to the banking system with small credits or loans to help them cover their expenses. These Microfinance activities in Russia started in the 1990s in the post-Soviet era and until 2010, the provision of consumer loans was largely unregulated. The Microfinance Business Law adopted in 2010 created a new special category of financial organisations—micro- credit companies (MCCs or MFOs). Microcredit companies were permitted to provide loans subject to strict regula- tions on a regular basis. Although some banks structured their consumer lending arms as MCCs, due in part to the financial crisis in Russia in 2014 and 2015, the banking sector largely neglected small businesses and the less well-off sections of society. Following the introduction of the Microfinance Business Law and the disengagement of the core banking sector from the microfinance sector, the microfinance market grew rapidly from 21 million Russian rubles (approximate- ly £426,0001) of loans provided in 2012 to 412 billion Rus- sian rubles (approximately £5 billion2) of loans provided in 20193. Historically, the Russian microfinance market has been growing by approx. 25% per annum with the online seg- ment growing close to 100% year-on-year. Rapid market growth is clear evidence of a strong need for financial services among lower-income segments of the population combined with the technological capabil- ity to provide said services in a simple way with conven- ient conditions. Russian microfinance market (loans issued), RUB bn 500 400 300 200 100 0 412 300 256 195 2016 2017 2018 2019 Source: Expert RA Tightening Microfinance Market Regulations Reducing Competition Since 2014, the Central Bank of the Russian Federation (CBR) has been implementing reforms to the microfi- nance sector to ensure consumer protection, increase levels of transparency and quality of services in the sector. This has led to the introduction of KYC proce- dures, AML and other compliances in line with the best world practices, minimum capital requirements, econom- ic ratios for microfinance institutions, requirements in relation to accounting and risk management procedures, maximum interest rates and charges, limitation on the total amount of liability in consumer loan products, etc. As a result of this, smaller players withdrew from the market. According to the CBR statistics, the number of MFOs de- creased from 4200 as at 31 December 2014 to 1385 as at 31 December 2020, representing a reduction of approximately 67%. Additional restrictions on consumer loans came into effect on 1 July 2019, reducing the daily interest rate to 1% and limiting the maximum recovery amount represent- ing the sum of interest, penalties and other charges and commissions to 200% of the principal amount of the loan (“Maximum Recovery Rate”). The Maximum Recovery Rate was further reduced to 150% of the principal amount of the loan from 1 January 2020, resulting in a further reduction in the number of MCCs and MFOs operating in the sector. 1 At the average exchange rate for 2012 2 At the average exchange rate for 2019 3 Expert RA: Results of 2019 and forecast for 2020 for the MFO market: transformation period Number of microcredit licenses in issue 4,200 3,688 5,000 4,000 3,000 2,000 1,000 0 2,588 2,271 2,002 1,774 1,385 2014 2015 2016 2017 2018 2019 2020 Source: Central Bank of Russian Federation Reduced Offer of Financial Services from the Banking Sector As at 1 January 2020, there were 402 banks operating in Russia, whereas on 1 January 2013, Russia had a total of 956 banks in operation. Over the past seven years, the Central Bank of the Russian Federation revoked over 550 banking licenses. Many low-income households therefore do not have access to credit from traditional commercial credit institutions since they do not have enough collateral. This, combined with weak social security protections in Russia hastened by the onset of the financial crisis and the growth of the Russian free-market economy, has driven those on low or unstable incomes to seek alter- native sources of finance. This trend is expected to be amplified further by the economic turmoil caused by the coronavirus pandemic. As of 2018, the government’s stake in the Russian banking sector had increased by two thirds as a result of the country’s largest banks undergoing financial rehabili- tation. Reduction in the number of bank licenses and teller desks widened the “unbankable” segment of the population. Number of bank licenses in issue 1,000 800 600 400 200 0 956 923 834 733 623 561 440 402 366 2012 2013 2014 2015 2016 2017 2018 2019 2020 Source: Central Bank of the Russian Federation 14 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 15 Russian Microfinance Market Potential Аs a result of the abovementioned factors, Russia has a far shallower financial services penetration, especially online, than virtually all other European countries and many developed countries. These factors show that the Russian microfinance mar- ket is still at its initial stage and is expected to grow, potentially to multiples of its current size. At the same time, we see a significant reduction in competition in the microfinance market. The CBR actions on the microfinance market have caused a dramatic increase in complexity which has resulted in the reduc- tion of the number of players in the sector. Given the specific features of the industry (small transaction size and very short terms which result in the need to process thousands of microtransactions every day), all the play- ers have faced increases to operational costs and/or IT system CAPEX which have “eaten up” profits of small and inadequately organised players. 15 % 35.6% Only 35.6% of the Russian adult working population had a bank deposit in 2018, according to the CBR1 Only 15% of Russian adults have credit cards, and they are primarily used for cash withdrawal Penetration of the microfinance industry in the Russian market is less than 2% of the adult population, while in some other markets, it ranges between 5% and 10% 2% Microfinance Market Dynamics in 2020 21.2% Russian households’ debt in September 2020 was only 21.2% of the GDP compared to 88.9% in the UK and 78% in the US2 In 2020, the microfinance sector was under the influence of restrictive measures introduced as a result of the pandemic, which in turn lead to fluctuations in economic activity. After the temporary closure of offices of microfinance organisations in Q2 2020 and the reduction in the loan portfolio, the volume of disbursements increased as restrictive measures were lifted and economic activity recovered. This was especially evident at the end of the year, when both the volume of issuances and the portfolio of microloans increased significantly. At the same time, the growth rate of the portfolio was lower than in previous years, and the volume of loans did not change compared to 2019, although the structure of the portfolio did change. The increase in the share of instalment loans in the total portfolio of microloans was accompanied by an increase in the average loan size, and in payday loans (PDL). There was also an increase in the share of online loan issuances. In 2020, issuances in the small and medium-sized enterprise segment increased significantly, which contributed to the support of small and medium-sized businesses during the pandemic. 1 The Central Bank of the Russian Federation: Survey on the Status of Financial Inclusion in the Russian Federation in 2018, p. 31. 2 According to the Bank for International Settlements Despite the closure of offices of most microfinance organisations in April–May 2020 and the tightening of re- strictive measures due to the pandemic at the end of the year, the MFO loan portfolio grew by 18% at the end of the year, to 249 billion rubles. The growth of the portfolio was facilitated both by high activity in the MFO segment of entrepreneurial financing and growth in the share of long-term instalment loans to individuals. The share of loans in the MFO segment of entrepreneurial finance comprised almost a quarter of the total portfolio. The recovery of consumer activity after most of the restrictive measures introduced in the spring of the last year were lifted contributed to a renewed demand for loans issued by MFOs, as well as to an increase in the average loan size. At the same time, MFOs gradually adapted their business models to the previously intro- duced regulatory restrictions: amid the sharply increased uncertainty during the pandemic, scoring models were revised towards a more careful selection of borrowers, and the share of long-term loans increased. The COVID-19 pandemic, epidemiological restrictions and changes in risk policies of companies significantly influ- enced the microfinance market. Among the main trends are the following: > The amount of loans provided was almost halved in the beginning of Q2 2020 and only recovered by September 2020. > Following the decline in the volume of microloans provided, the overall loan portfolio shrank (for the first time over the entire observation period). Growth resumed in July, and lending levels for the whole industry rebounded back to the levels seen at the beginning of 2020 by November 2020. The dynamics of the main segments of the microfinance market in 2020 were multidirectional: the amount of loans issued in the payday loans segment in Q4 2020 remained at the 2019 level; in the instalment segment, it exceeded the levels seen in 2019 by 21%; in the small and medium-sized enterprise (SME) segment, the volume of loans increased on a quarterly basis . Dynamics of the portfolio and volume of microloans issued (billion rubles) 2020 (MFO reporting) 2021 (questionnaires)* 120 115 110 105 100 95 90 85 80 75 70 0 2 0 2 . 1 0 . 1 3 50 45 40 35 30 25 20 15 10 5 0 0 2 0 2 . 7 0 . 1 3 . 0 2 0 2 8 0 . 1 3 . 0 2 0 2 9 0 . 1 3 0 2 0 2 0 1 . 1 3 . 0 2 0 2 . 1 1 . 0 3 * * 0 2 0 2 2 1 . 1 3 . -0.1% 0.8% 2.5% 0.7% 0.4% 0.6% 1.7% -23.5% 13.0% 1.7% 10.9% -1.6% -3.7% 20.2% 0 2 0 2 2 1 . 7 2 . 1 2 0 2 . 1 0 3 0 . 1 2 0 2 . 1 0 0 1 . 1 2 0 2 . 1 0 . 7 1 1 2 0 2 . 1 0 4 2 . 1 2 0 2 . 1 0 . 1 3 . 1 2 0 2 2 0 . 7 0 . 1 2 0 2 2 0 4 1 . . 0 2 0 2 3 0 . 1 3 . 0 2 0 2 4 0 0 3 . . 0 2 0 2 5 0 . 1 3 . 0 2 0 2 6 0 0 3 . . 0 2 0 2 2 0 9 2 . Volume of microloans issued (for the period) Microloan portfolio (on a given date) * 16 large-scale MFOs (13% of the portfolio). ** Preliminary data. 16 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 17 Portfolio Quality The level of non-performing loans for over 90 days (NPL 90+) started to decline in the middle of 2020. Recovery of business activity in the economy and tightening risk practices of MFOs led to the improvement in the pay- ment discipline of borrowers. Dynamics of debts overdue 2020 (MFO reporting) 50 45 40 35 30 25 20 15 10 0 2 0 2 . 1 0 . 1 3 . 0 2 0 2 2 0 9 2 . . 0 2 0 2 3 0 . 1 3 A decrease in debts overdue was also influenced by the increase in loans provided: with insignificant fluctuations in the absolute value of NPL 90+, the share of debt in the growing portfolio decreased. 2021 (questionnaires)* 0.5 p.p 0.1 p.p 0.2 p.p 0.7 p.p 0.0 p.p 0.1 p.p -0.3 p.p 0.6 p.p 0.4 p.p 0.0 p.p 0.4 p.p -0.5 p.p 0.0 p.p -0.1 p.p 0.4 p.p 0.3 p.p -0.2 p.p 0.2 p.p -0.6 p.p 0.0 p.p -0.3 p.p . 0 2 0 2 4 0 0 3 . . 0 2 0 2 5 0 . 1 3 . 0 2 0 2 6 0 0 3 . 0 2 0 2 . 7 0 . 1 3 . 0 2 0 2 8 0 . 1 3 . 0 2 0 2 9 0 . 1 3 0 2 0 2 0 1 . 1 3 . 0 2 0 2 . 1 1 . 0 3 * * 0 2 0 2 2 1 . 1 3 . 0 2 0 2 2 1 . 7 2 . 1 2 0 2 . 1 0 3 0 . 1 2 0 2 . 1 0 0 1 . 1 2 0 2 . 1 0 . 7 1 1 2 0 2 . 1 0 4 2 . 1 2 0 2 . 1 0 . 1 3 . 1 2 0 2 2 0 . 7 0 NPL 0+ NPL 30+ NPL 90+ * 16 large-scale MFOs (13% of the portfolio). ** Preliminary data. . 1 2 0 2 2 0 4 1 . Changes in the Financing Structure By the end of 2020, the portfolio of raised funds that de- creased during the period of COVID-19 restrictions almost reached the levels as at the beginning of the year. > the share of bank financing in the portfolio reached 33% in December 2020, the portfolio of funds raised from banks grew by 48%; At the same time, the structure of funding is gradually changing as the share of bank financing increased: > the share of funding from individuals remained stable throughout the year (16–18%). Dynamics of the structure of funds raised by MFOs 16% 22% 16% 22% 16% 23% 16% 24% 16% 24% 17% 26% 17% 17% 28% 28% 17% 25% 18% 25% 17% 27% 17% 33% 63% 63% 61% 60% 60% 57% 55% 55% 56% 57% 56% 50% 0 2 0 2 . 1 0 . 1 3 . 0 2 0 2 2 0 9 2 . . 0 2 0 2 3 0 . 1 3 . 0 2 0 2 4 0 0 3 . . 0 2 0 2 5 0 . 1 3 . 0 2 0 2 6 0 0 3 . 0 2 0 2 . 7 0 . 1 3 . 0 2 0 2 8 0 . 1 3 . 0 2 0 2 9 0 . 1 3 0 2 0 2 0 1 . 1 3 . 0 2 0 2 . 1 1 . 0 3 0 2 0 2 2 1 . 1 3 . Juridical persons Banks Natural persons 18 АNNUAL REPORT 2020 Decrease in the number of MFOs On 1 January 2021, there were 1385 MFOs in the state MFO register. In 2020, twice as many companies were dereg- istered as per their requests rather than for violations of the law. year, only 29 MCCs were able to enter the market (a decrease of 79%). A barrier to the registration of "empty" and unscrupulous companies was set by the implementation 1 July 2020 of new legal requirements for microcredit companies to have own equity (capital) requirements in the amount of not less than 1 million rubles. At the same time, 164 companies were included in the register: in the first half of 2020, information about 135 new MFOs was added to the register (including one microfinance company), while in the second half of the Dynamics of MFO deregistration (units)* 43 13 . 0 2 0 2 4 0 0 3 . 30 23 . 0 2 0 2 3 0 . 1 3 20 8 . 0 2 0 2 5 0 . 1 3 28 8 . 0 2 0 2 6 0 0 3 . 19 12 0 2 0 2 . 1 0 . 1 3 24 14 . 0 2 0 2 2 0 9 2 . As per request Due to violations 37 15 0 2 0 2 . 7 0 . 1 3 23 9 . 0 2 0 2 8 0 . 1 3 24 14 . 0 2 0 2 9 0 . 1 3 40 35 19 17 0 2 0 2 0 1 . 1 3 . 0 2 0 2 . 1 1 . 0 3 37 26 0 2 0 2 2 1 . 1 3 . * Excluding liquidations. Future Trends in Microfinance in Russia According to the Russian statistical agency Rosstat, in 2020, 13.5% of the Russian population lived below the poverty line; this number increased compared to 2019 by 1.2 percentage points. This has created a significant segment of the Russian population that could poten- tially benefit from microlending services. The current source of finance for Russians on low incomes is often informal, very often illegal and expensive. Microfinance represents a transparent, compliant, reliable, cheaper and safer option. There is a particular need in the Rus- sian regions further from Moscow as well as in rural ar- eas where the poorest individuals are concentrated and where bank coverage is by at least. Therefore, there is a potential for the microfinance market to grow by at least 20% per year1. 1 Expert RA: Results of 2019 and forecast for 2020 for the MFO market: transformation period LEADING FINTECH COMPANY 19 Operational Overview Zaim’s Business Zaim’s core service is providing microloans to Russian consumers. Zaim predominantly provides its loans online to the customer’s own bank account, but also provides them in cash and to Zaim-Express branded bank cards. Loans are provided up to a maximum amount of RUB30,000 (equivalent to £300) or, in the case of online loans, RUB15,000 (equivalent to £150), with a maximum term of 30 days. The standard interest rate on these loans is 1% per day with a maximum recovery rate capped by regulators at 150% of the principal advanced. The maximum interest rate and the maximum recovery rate are set by the market regulator—the Central Bank of Russia—for all the participants of the microfinance market. Simple Business Model 1 Single Product Loan amount Loan duration Daily rate MAXIMUM ALLOWED AVERAGE 30,000 RUB (300 £) 7,500 RUB (75 £) 30 days 1% 20-25 days 1% Through 2 Distribution Channels Directly opeated stores Online ENTIRE COUNTRY MOSCOW AND THE MOSCOW REGION 27 stores Operated in the entire country In 2020 Zaim changed its strategic focus towards an online-centered business model. The Company put signif- icant effort into development of its online activities which now represent the most significant part of the business and is experiencing rapid growth. As a direct result of this it closed its less efficient outlets reducing the number from 92 on 1 January 2020 to 31 as at 31 December 2020 and then to 27 as at 31 March 2021. The share of loans issued online increased from 9% in December 2019 to 82% in December 2020. The Zaim Express MasterCard functions in much the same way as a debit card issued by a traditional bank, except that the consumer is limited to using the funds loaded onto the bank card and Zaim does not provide any overdraft facilities. Zaim’s loans have historically been distributed by the Group’s existing outlets which predom- inantly targeted relatively small, densely populated resi- dential communities; all such outlets being within walking distance of transport infrastructure and approximately 10 to 30 sq. m in size. The clients of these outlets typically live very close. On average, Zaim’s customers take out loans two to three times per calendar year, and approximately 77% of Zaim’s customers in 2020 were repeat customers. Although this provides a stable base, the growth of outlets is limited by their geographical reach which is typically less than two miles from the consumer’s residence. Geographic Footprint Dubna Taldom Redkino Lotoshino Klin Dmitrov Sergiev Posad Volokolamsk Solnechnogorsk Lobnya Pushkino Ivanteevka Shakhovskaya Khimki Mytishchi Shchelkovo Noginsk Istra Krasnogorsk Moscow Ruza Odintsovo Reutov Lyubertsy Balashikha Electrostal Zheleznodorozhny Pavlovsky Posad Orekhovo Zuevo Mozhaysk Vidnoye Lytkarino Butovo Shrerbinka Ramenskoye Shatura Naro-Fominsk Domodedovo Podolsk Klimovsk Obninsk Yegoryevsk Voskresensk Chekhov Kolomna Serpukhov Stupino Lukhovitsy Kashira Ozery Zaraysk Serebryanye Prudy 20 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 21 Company Infrastructure A key component of the Zaim’s business offering is its bespoke IT platform that manages and executes client acquisition, scoring assessment and financing authori- sation in less than 5 minutes. All back office functions are fully automated and managed by this integrated IT system, which includes the following: > automatically generated important customer communications, including notifying customers of the key repayment date; > call center personnel provided with instructions to contact customers regarding overdue payments on a pre-assigned date in order to assist with debt collection, some of which being automated; and > in the event that loans are not repaid and are considered bad debts or where a consumer is otherwise declared bankrupt, such claims are submitted to a relevant court or state agency (as applicable) for adjudication. The current level of automation allows Zaim to efficiently process large volumes of micro transactions. The Group’s IT system is set up to receive data from the Group’s preferred credit agency and independent referencing agencies (including Equifax). These data sources, when combined with the Zaim’s own scoring algorithm, help assess the creditworthiness of borrowers. Weighted Average Default Rate The Zaim’s scoring algorithm is a mathematical multipa- rameter regression model that forecasts the likelihood of default of the client based on information about the client at the moment of approval of the loan application: application data, existing database information, informa- tion provided by the credit bureau and other third-party sources. Zaim undertakes a regular review of the mod- el’s parameters to determine whether any finetuning is required. This system has been successful in reducing the num- ber of non-performing loans which have decreased the weighted average default rate from 22% in February 2017 to between 10 % and 18 % during 2020. The rate naturally increases with a higher proportion of new customers that usually carry higher risk of default than repeated customers and so comparisons between periods are not always reliable indicators. Growth of default rate post the IPO has been driven by the Company’s growth rate, which is being controlled and monitored by the management and is in line with the business plan. Zaim customers may repay loans in-store, via its call centres, through its web- site and internet banking. The Company has developed a number of convenient alternative methods of making repayment. IPO in London 4 November 2019 Zaim MasterCard In 2015, Zaim entered into an agreement with MasterCard Circuit to have its own branded and operated MasterCard. After a long and intensive negotiation with MasterCard and related Due Diligence, in 2017 Zaim has its own card “made to measure” to serve its clients’ microfinancing needs. This card has been specified and customized by Zaim management in order to have the operational tools coherent with microfinance market and clients. It is simple, friendly and with no hidden costs or fees on transactions. The card can be used by the low-income segment of the population to access various digital and online services, thus becoming the key tool to increase inclusivity. From the possibility to rent a movie on-stream to buy food on-line, the absence of a card would severely impact the lifestyle of people and their ability to participate in the society. The card is currently a “vector” for Zaim services but it could also become a vector to any third party services as well in the future. It is an especially important product for elderly people or people with disabilities, who can receive and repay loans to the card without leaving their homes. From its launch, Zaim has released over 65,000 branded MasterCards. 20% 18% 16% 14% 12% 10% 8% 6% 4% 2% 0 8 1 - n a J 8 1 - r a M 8 1 - y a M 8 1 - l u J 8 1 - p e S 8 1 - v o N 9 1 - n a J 9 1 - r a M 9 1 - y a M 9 1 - l u J 9 1 - p e S 9 1 - v o N 0 2 - n a J 0 2 - r a M 0 2 - y a M 0 2 - g u A 0 2 - p e S 0 2 - t c O 0 2 - v o N 0 2 - c e D Zaim’s customers may also repay their outstanding loans by using QIWI’s e-wallet, which is one of the most popular e-wallets in Russia. Customers may load cash onto their QIWI wallet at various locations includ- ing POS terminals, ATMs and dedicated QIWI kiosks. Consumers may also use QIWI’s dedicated kiosks to repay their loan with Zaim and to undertake a wide variety of transactions including repayment of bills to utility companies, mobile phone providers and other online purchases. QIWI operates approximately 117,000 kiosks throughout Russia and has a customer base of 32 million customers, who pay more than 145 billion Russian Roubles each month. Zaim is also able to use QIWI “Contact” Payment System which enables Zaim to provide an online application to obtain a cash loan in any region of Russia. Zaim’s Business Model Zaim has worked on developing its own unique busi- ness model based on its bespoke IT system and directly managed network of stores. Zaim’s 10-year presence in the microfinance loan market has enabled it to develop highly effective credit scorecards. Zaim is able to use the data on its scorecards, loan performance analysis and underwriting decisions, giving it a significant competitive advantage over new entrants to the market. As a result, the Group is well positioned to participate substantive- ly in the further growth potential of the non-standard lending market. Sufficient investment has already been made in Zaim’s systems so that they are able to cope with a much larger volume of business with only a small increase in operational expenditure, positioning the Group well for future growth. As a result of the COVID-19 рandemic during the current year, Zaim accelerated the change in its business model to remote lending via the Internet, which resulted in a significant decrease in fixed leases and staff costs and a decrease to the share of lending costs within total expenses. The Group streamlined its physical store net- work with the closure of many of its existing stores. As a result, volumes of the loans issued online increased by 16 times from £0.3m in 2019 to £5.0m in 2020. This growth was especially notable in H2 2020 vs. H1 2020: an increase of 540% from £0.7m in H1 2020 to £4.3m in H2 2020. In December 2020, online lending represented 82% of total loans issued vs. only 9% in December 2019 Compliance is important to the Group’s business and culture and is implemented through its customer service processes and its underwriting and collection proce- dures. The Group seeks to treat all of its customers fairly and offers customers in financial difficulty a number of payment options tailored to their individual circumstanc- es. For example, Zaim’s policies include never undertak- ing collections activities or selling on unrecovered debts to third parties who might seek to collect defaulted loans. Zaim reviews all of its customer facing employees at least weekly and operates ongoing refresher training to ensure that the ethical behaviour and principles of treating customers fairly are embedded in its culture. 22 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 23 Financial Overview Loans issued during the period Interest income Recurring staff costs One-off staff costs Recurring operating expenses One-off operating expenses Net profit (loss) Adjusted EBIT1 for the period Gross outstanding loans to customers Total outstanding loans measured at amortised cost Cash and cash equivalents 2020 £'000 10,392 4,857 1,708 102 1,871 245 (615) (125) 2019 £'000 9,028 3,941 2,006 2,523 369 (892) (177) 2H 2020 1H 2020 £'000 6,275 2,112 743 53 818 720 808 £'000 4,117 2,745 965 49 1053 245 (1,335) (933) 31 December 2020 30 June 2020 31 December 2019 £'000 28,298 1,269 641 £'000 30,844 718 810 £'000 32,078 786 1,583 In 2020, the Group completed an important business transformation, shifting from a predominantly store- based business to an online-based business model, which was accelerated by quarantine measures related to the COVID-19 pandemic. In doing so, the Group put significant efforts into the development of its online platform and closed its less efficient sales offices reducing their num- ber from 91 as at 31 December 2019, to 31 as at 31 Decem- ber 2020, and further to 27 by 31 March 2021. £49k during H1 2020 caused by a reduction in the number of employees and the hiring of additional staff with fixed- term contracts who were engaged in collection activi- ties following court decisions. The Group also recorded £52k of additional staff costs in H2 2020. As well as this, non-recurring operational costs during H1 2020 were caused by collection activities (aimed at collecting bad debts in the portfolio as of 31 December 2019) comprised of state duty (£208k) and postal services (£37k). The amount of loans issued increased in 2020 by 15% to £10,392k compared to £9,028k in 2019 due to the growth in loans issued online, especially in H2 2020. The loans issued in H2 2020 increased by 52% compared to H1 2020 due to the dramatic increase in loans issued online as a result of the transition to an online-centered busi- ness model in H2 2020 and the negative influence of the COVID-19 quarantine measures in Q2 2020. In Russia, for all the operators in the microfinance mar- ket, the maximum interest rate is capped by the regula- tor – the Central Bank of Russia – at 1% per day, or 365% per year starting from 1 June 2019. The previous maximum interest rate was 1.5% per day, or 547.5% per year. Despite lower interest rates in H2 2019 and 2020 vs. H1 2019, in 2020, interest income increased by 23% compared to 2019 due to the increase in the amount of loans issued and longer average terms of these loans (67 days in 2020 vs. 52 days in 2019). In H1 2020, the Group recorded one-off restructuring costs of £294k. This included additional staff costs of These collection activities recovered £1.62m of the previously written off debt balance, including the prin- cipal amount of £453k and £1,167k of accrued interest. The Group received the largest portion of this amount (£1,298k, including the principal amount of £373k and £925k of accrued interest) in the second half of 2020. Excluding the abovementioned one-off expenses, recur- ring staff costs decreased by 15% from £2,006k to £1,708k due to overall business optimization and reductions to the average headcount of Zaim by 22% from 273 people in 2019 to 212 people in 2020. A relatively lower decrease in staff costs is partially explained by an increase to Direc- tors’ pay in 2020 from £325k to £423k as the Group went public on 4 November 2019 and only 2 months of service for certain Directors was recovered in 2019 vs. 12 months in 2020. For more details on the Directors’ pay please see the Remuneration Report on p. 41. It is worth mentioning that staff costs decreased by 23% from £965k in H1 2020 to £743k in H2 2020. 1 Adjusted EBIT is calculated by taking loss for the year adding back accrued interest, non-cash share-based payment charges, costs related to the IPO and one-off restructuring costs which are non-recurring. Recurring operating expenses excluding the abovemen- tioned one-off costs in 2020 and the IPO-related costs in 2019 decreased by 26% from £2,523k to £1,871k, driven largely by a reduction in rental expenses. Furthermore, in H2 2020, recurring operating expenses decreased by 22% from £1,053k to £818k due to the closure of retail outlets and transition to an online business model. The net loss generated by the Company decreased from £892k in 2019 to £615k in 2020 reflecting the transition to an online business model with greater flexibility of the business and growing cost efficiency. Importantly, the Group turned profitable during H2 2020 after the transi- tion to an online-focused business model in Q2 2020. The Group recorded a profit of £720k in H2 2020 vs. a loss of £1,335k in H1 2020. The adjusted EBIT loss for 2020 improved from £177k to £125k. This also demonstrates the dramatic turnaround in H2 2020 from negative £933k in H1 2020 to positive £808k in H2 2020. Loans to customers decreased by 12% to £28.3 million compared to £32.1 million as of 31 December 2019. This is mainly a reflection of an increase in the exchange rate of the British pound to the Russian ruble as the British Pound strengthened from 31 December 2019 to 31 December 2020 by over 23%. Without this effect (at the exchange rate of 81.146 as of 31 December 2019), loans to customers as at 31 December 2020 would have amounted to £34.9 million, growing by 9% in rouble terms. Total loans to customers measured at amortized cost increased by 61% from £786k to £1,269k reflecting the improved quality of the loan book. Cash and cash equivalents decreased from £1.6 million on 31 December 2019 to £641k on 31 December 2020 as 2019 IPO proceeds were invested into the business and the issuance of new loans to the customers. With the successful transition from an offline-focused to an online-focused business model Zaim achieved a sig- nificant milestone and returned to profitability, dramat- ically reducing its cost base and increasing scalability. It is now, therefore, well positioned to grow its business and capture demand from its target customer base. It is also insured against the potential negative influence of possible further quarantine measures due to new waves of COVID-19 as most of the operations are performed on- line and the customers do not need to leave their homes to receive and repay the loans. 24 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 25 Strategy and Development Plans The Group’s strategy includes a focus on the development of the Group’s online platform along with the maintenance of its core stores to enable lending to higher quality customers (with comparably low historic defaults). This online-focused business model allows for growth in the lending book and the number of loans made without the capital and operational expenditure of a purely store-based model. In addition, the Group continues to refine its lending and credit ratings’ criteria based on experience to reduce default rates and thereby improve operating margins. These factors enabled the Group to increase revenue and turn profitable in the H2 2020. Risk Management Credit risk Market risk Foreign currency exchange risk Legal risk Operatonal risk Interest rate risk Liquidity risk Epidemic risk P r o f i t able Growth Increase in existing client base Growth of online offering Improvement in debt collection Internally developed scoring system Bespoke IT platform Existing store network The Group’s main strategy is therefore to develop and improve its online offering and to grow the number of customers obtaining loans online through Zaim’s online presence. This strategy was successfully executed in 2020 and the growth of online business (16-fold in 2020 vs. 2020 and 6.4-fold in H2 2020 vs. H1 2020) exceeded management expectations. In December 2020 82% of loans were issued online while in December 2019 only 9% of the loans were issued via the online platform. Zaim manages its risk exposures in respect of financial risks (credit, market, currency, liquidity and interest rate), operational and legal risks. The primary objectives of the financial risk management function are to establish risk limits, and then ensure that exposure to risk stays within these limits. The assessment of exposure to risks also serves as a basis for optimal distribution of risk-adjusted capital, transaction pricing and business performance assessment. The operational and legal risk management functions are intended to ensure proper functioning of internal policies and procedures to minimise operational and legal risks. Credit Risk The Company is exposed to the credit risk of its custom- ers as the Company makes unsecured personal loans to a segment of the population that has difficulty obtaining credit from mainstream financial institutions. The Group uses internally developed models for assessing credit risk and credit worthiness. Credit risk is the risk of financial loss to Zaim if a counter- party to a financial instrument fails to meet its contractual obligations within the specified period. Zaim has policies and procedures for the management of credit risk expo- sures (both for recognised financial assets and unrecog- nised contractual commitments), including requirements for the establishment and monitoring of loan portfolio concentration limits. The credit policy establishes: > procedures for review and approval of loan applications, > methodology for assessment of the borrowers’ solvency, > credit documentation requirements, > procedures for the ongoing monitoring of loans and other credit exposures. Zaim continuously monitors the performance of individual loans and regularly reassesses the creditworthiness of its customers. The review is based on the most recent delinquency statistics. Zaim applies the expected credit loss model for the purpose of provisioning for financial debt instruments, the key principle of which is timely reflection of deterioration or improvement in the credit quality of debt financial instruments based on current and forward-looking information. The amount of expected credit losses recognised as a credit loss allowance depends on the extent of credit quality deterioration since the initial recognition of a debt financial instrument. 26 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 27 Credit risk classification system. Each level of credit risk is assigned a certain degree of solvency, using a single scoring system: > minimum credit risk – high credit quality with low expected credit risk, debt is not past due; > low credit risk – sufficient credit quality with average credit risk, debt is prolonged and not past due; > moderate credit risk – average credit quality with satisfactory credit risk, the debt is from 1 to 30 days past due; > high credit risk – low credit quality with unsatisfactory credit risk, high probability of default, the debt is from 31 to 60 days past due; > default – assets that meet the definition of default, the debt is more than 60 days past due. Expected credit losses on financial assets that are not impaired are usually measured on the basis of default risk over one or two different time periods, depending on whether there has been a significant increase in the borrower’s credit risk since initial recognition. Zaim-Express performs a collective assessment of loans to individuals. This approach provides for aggregation of the portfolio into homogeneous segments based on specific information about borrowers, such as delinquent loans, historic data on prior period losses and for- ward-looking macroeconomic information. Collective assessment principles: for assessing risk stages and estimating ECL on a collective basis, Zaim-Express combines its loans into segments based on shared credit risk characteristics, so that exposure within a grouping had a homogeneous pattern. Market Risk Market risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in market prices. Market risk comprises currency risk, interest rate risk and other price risks. Market risk arises from open positions in interest rate, currency and equity financial instruments which are exposed to gen- eral and specific market movements and changes in the Currency Risk Currency risk is the risk that the fair value or the future cash flows of a financial instrument will fluctuate because of changes in foreign currency exchange rates. Zaim ac- cepts the risk of the effect of foreign currency exchange rate fluctuations on its financial position and cash flows. Currency risk arises when the existing or prospective assets in foreign currencies are greater or lower than the existing or prospective liabilities in the same currencies. The main operating subsidiary of the Group, Zaim Express LLC, operates in Russian Roubles, with the majority of transactions with customers and suppliers occurring do- Zaim carries out an affordability assessment on the borrower before a loan can be paid out. As a separate exercise, using the knowledge and data from its 10-year presence in the loan market, each potential loan under- goes a creditworthiness assessment based on the appli- cants’ credit history. No formal collateral or guarantees are held against the borrower. Zaim manages credit risk by actively managing the blend of risk in its portfolio to achieve desired impairment rates in the long term. Zaim aims to achieve the desired risk in the portfolio by managing its scorecards and the maxi- mum amount borrowers are able to borrow depending on their circumstance and credit history. Factors Zaim consid- ers in monitoring the overall impairment rates include the total value of the loan, the home owner status of the guar- antor, whether loans are new or repeat loans and whether these are pilot lending loans. Using the data and expected loss curves for the different scorecards, the business can vary its origination levels to target an expected loss rate, impairment level and manage balance sheet risk. In assessing the level of impairment, the business makes a provision for a percentage of loans that are currently up to date. As part of its procedures, the Directors expect that at any time there will be an element of loans that are currently up to date but where the customer may have an unreported difficulty in repaying the loan and therefore Zaim’s practice is to make a provision for the estimated ef- fect. In addition, should a customer enter into a repayment plan, Zaim does not reschedule the terms for its internal reporting. Instead the business calculates the arrears level with reference to the original terms. level of volatility of market prices. The Group’s exposure is primarily to the risk of changes in interest rates. The objective of market risk management is to manage and control market risk exposures within acceptable parameters, while optimising the return on risk. mestically within the Russian Federation. The Group has its parent company and head office activities operating in the United Kingdom and raises finance from shareholders in Pounds Sterling. The Group is therefore exposed to foreign exchange risks relating to the both £ and RUB. Exchange rate exposures are managed within approved policy parameters. Zaim-Express’s management controls the exposure to currency risk on a regular basis. Please see Note 20 to the Financial Statements for further information on currency risk. Interest Rate Risk The Company historically relied on debt finance to fund its loan book. Such indebtedness may expose the Com- pany to risks associated with movements in prevailing interest rates. Changes in the level of interest rates can affect, among other things: > the cost and availability of debt financing and hence the Company’s ability to achieve attractive rates of return on its assets; Liquidity Risk Liquidity risk arises when the maturity of assets and lia- bilities does not match. Zaim does not accumulate cash resources to cover all liabilities mentioned above, as based on the existing practice it is possible to forecast with a sufficient degree of certainty the required level of cash funds necessary to meet the above obligations. The directors have responsibility for liquidity risk man- agement. The directors monitor rolling forecasts of the Company’s liquidity requirements to ensure it has suffi- cient cash to meet operational needs while maintaining sufficient headroom on its banking facilities at all times. To manage its liquidity, Zaim is required to analyze the level of liquid assets needed to settle the liabilities when they fall due, provide access to various sources of financing, draw up plans to solve the problems with financing and exercise control over compliance of the liquidity ratios with the statutory laws and regulations. Liquidity risk is managed by the Group’s central finance department through daily monitoring of expected cash flows, ensuring sufficient funds are drawn against the Group’s finance facilities to meet obligations as they fall due. The Group’s forecasts and projections, which cover a period of more than 12 months, take into account expect- Operational Risk The Group is exposed to operational risk which is the risk of losses resulting from inadequate management and control procedures, fraud, poor business decisions, system errors relating to employee mistakes and abuse by employees of their positions, technical failures, settle- ment errors, natural disasters and misuse of the Group’s property. The Group has established internal control systems in- tended to comply with the CBR’s requirements regarding operational risk. The Board adopts general risk manage- ment policy, assesses the efficiency of risk management, approves the Group’s management structure, adopts > the debt financing capability of the Zaim business; This exposure may be reduced by introducing a combina- tion of fixed and floating interest rates or through the use of hedging transactions (such as derivative transactions, including swaps or caps). Interest rate hedging transac- tions will only be undertaken for the purpose of efficient portfolio management, and will not be carried out for speculative purposes. Please see Note 20 to the Financial Statements for further information on interest rate risk. ed originations, collections, and payments and allow the Group to plan for future liquidity needs. The CBR sets and monitors liquidity requirements for microfinance institutions. The Company calculates its liquidity ratio in accordance with CBR instruction No. 4384-U dated 24 May 2017 "On establishing economic norms for a microcredit company that attracts funds from individuals, including individual entrepreneurs who are founders (participants, shareholders) and/or legal entities in the form of loans". As at 31 December 2019 and 31 December 2018 the minimum liquidity ratio was 70%. The Company provides the division of the Central Bank of Russia that is supervising its activities with information on the mandatory liquidity ratio in accordance with the established format on a quarterly basis as of the first day of each month. If the liquidity ratio values approach the limit set by the CBR, this information is communicated to the company's member. The Company complied with the liquidity ade- quacy ratio as at 31 December 2019 and as at 31 Decem- ber 2018. Please see Note 20 to the Financial Statements for further information on liquidity risk. measures designed to ensure continuous business activities of the Group including measures designed for extraordinary and emergency situations and super- vises other executive bodies in respect of operational risk management. Management generally oversees the implementation of risk management processes at the Group including relevant internal policies. It also adopts internal regulations on the Group’s risk management, determines limits for monitoring operational risks and allocates duties among various bodies responsible for operational risk management. 28 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 29 Legal Risk Zaim operates in a highly regulated financial services industry and existing laws and regulations could be amended at any time. The manner in which laws and regulations are enforced or interpreted could change and new laws or regulations could be adopted. Any breach of applicable regulations could expose the Group to potential liability and other sanctions, including the exclusion of Zaim from the Registry and revocation of its MCC status, thus depriving it of the opportunity to carry on its business. Furthermore, any changes in regulation and laws could reduce the potential returns the Group earns on its lending operations. Force Majeure and Epidemic Risk In 2020 the coronavirus (COVID-19) outbreak emerged with governments across the world taking actions and measures to contain the spread of infection, this like most other industry had an impact on the business of the Group. The Russian authorities took a number of steps aimed at containing the spread of COVID-19, including trav- el restrictions with other countries, social distancing initiatives and announcing holidays in Russia from 30 March 2020 to 11 May 2020, with a number of further restrictions in Moscow and the Moscow region that were to a larger extent lifted mid-June 2020. The Russian authorities also enacted the closure of non-essential businesses in Moscow and Moscow Region, where part of Zaim's main operations are focused and announced a set of economic measures and subsidies aimed to help affected business and the wider population. Zaim- Express’s offices were allowed to continue operating during the holidays, however, additional restrictions were implemented during the second and third waves of COVID-19 and can be implemented in future. Zaim’s team is well prepared to continue their work while at the same time ensuring the safety of em- ployees and clients as a top priority. Zaim proactively implemented strict health and safety policies specifi- Zaim was included within the registry of microfinance institutions when its status as an MCC was obtained; this inclusion means that the Group is subject to ongoing monitoring and compliance reporting requirements. If Zaim’s MCC status is withdrawn or suspended this is likely to have a materially adverse effect on the Group’s business, financial condition, results of operations and prospects. The Group mitigates legal risk by constantly monitoring applicable legislation and ensuring that all legal require- ments are met. cally tailored to COVID-19, including working from home for the entire head office staff, taking all necessary disinfection measures in our stores such as using hand sanitizers, medical masks and more frequent cleaning of the customer area. The clients can enter the shop in compliance with the social distancing prescriptions or one at a time. Zaim continues to follow all the recom- mendations of local health authorities and the World Health Organisation to the best of its ability. As part of its strategy Zaim has developed a convenient online platform, allowing customers to receive and re- pay the loan via the internet or by phone in less than 10 minutes without leaving their homes. This is an especial- ly important option in the era of social distancing. Zaim can also deliver its Zaim MasterCard debit card to its clients and provide the loans to these cards while con- tinuing to observe these COVID-19 prevention measures. Although there is a risk that further anti-pandemic measures in response to COVID-19 or other infections can be implemented, currently the Group’s business model is much less dependent on physical stores with over 80% of loans issued and repaid online. This protects the Company from potential risks of the pandemic and any anti-pandemic measures. Sustainability The World economy is rapidly moving toward digitalization. The consumption of online services and products is becoming part of customers’ basic needs. At the same time, a larger and larger segment of population cannot access the “minimum lifestyle level” in order to be able to consume these services. The key to enter this online world is the availability of a bank card. The COVID-19 pandemic and associated lockdown restric- tions made and continue to make this inequality even more prevalent. Being locked inside their houses people worked, communicated, studied and entertained them- selves online and via a remote/e-commerce platform. Significant segments of population are unable to use these basic services. A combination of financial burdens with technology has become the real “Digital Divide”. Non-availability of bankcards is the main barrier for lower income segments of the population to join the world and participate in its future evolutions. This could become the new segregation wall. From the possibility to rent a movie on-stream or to buy food online, the non-availability of financial services will severely impact the lifestyle of people and their ability to participate in society. The Zaim platform is conceived to provide easy access and solve the divide. This makes Zaim Express Master- Card and its online products key tools of inclusivity. The products have been conceived in coherence with the microfinance clients’ needs: simple, transparent, and with no hidden costs or fees on transactions. Lending to heavily neglected people gives them aware- ness that “they can have a further chance”. Providing people with bankcards and easy access to financing allows them to use services that were previ- ously impossible or extremely complicated to access, which dramatically improves their lifestyle, especially in the current “stay at home” environment. This Strategic Report statement was approved by the Board of Directors on 29 April 2021 and is signed on its behalf by: SIMON RETTER Finance Director and Company Secretary 29 April 2021 30 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 31 34 BOARD OF DIRECTORS 37 DIRECTORS’ REPORT 36 KEY MANAGEMENT 41 REMUNERATION REPORT 43 CORPORATE GOVERNANCE REPORT 47 SECTION 172 STATEMENT 48 DIRECTORS’ RESPONSIBILITY STATEMENT 3 CORPORATE GOVERNANCE Board of Directors The Board of Directors of Zaim Credit Systems Plc consists of five members, including two independent directors. The Directors are responsible for carrying out the Company’s objectives, implementing its business strategy and conducting its overall supervision. The Board provides leadership within a framework of prudent and effective controls. The Board establishes the corporate governance values of the Company and have overall responsibility for setting the Company’s strategic aims, defining the business plan and strategy and managing the financial and operational resources of the Company. Zaim strives to have a broad board with members from a diverse set of backgrounds as well as detailed experience relevaent to the sector in which the Group operates. As such, directors maintain their skills by various methods, including in house and external training, corporate governance literature and for the non-executives skills and experience gained from holding other roles at publicly listed and sector relevant companies. Given the Group's size and maturity, this is deemed sufficient for a company such as Zaim. The Non Executive Director and Chairman are committed to undertake approximately two days per month or whatever other commitment is required to satisfactorily undertake the role. The COO is full time and the CEO and FD are committed to whatever level of time is required to satisfactorily execute the role. This is maintained under constant review by the Board and will be amended if required. Malcolm Groat Non-Executive Chairman Mr Groat is a Chartered Accountant and MBA graduate. Following an early career with PwC in London, he held CFO, COO and CEO roles in international businesses, including with the construction engineering firm that is now Arcadis. Since 2005, Mr Groat has held non-ex- ecutive board positions, mainly with growth ventures listed on the AIM and the main market, but also with larger bodies such as the UK’s former Milk Marketing Board, Corps Security and Baronsmead Second Venture Trust PLC. Mr Groat chaired a Singapore-based consulting firm (2010–2012) and a UK-based technology group (2013–2015) that enables secure and fast IT connectivity for financial institutions and military organisations around the world. Paul James Auger Non-Executive Director With a career of over 30 years in finance and lending, Mr Auger has been a director of an Essex-based and FCA-regulated microlender TFS Loans Limited ("TFS") for over 10 years. Established by Paul in 2009, TFS is focused on the guarantor loans market and currently offers guaranteed loans under £15,000 to retail consumers. Established in 2009, TFS was initially authorised by the Office of Fair Trading until responsibility was transferred to the FCA in April 2014 when it was given interim authorisation until full authorisation was granted by the FCA at the end of 2016. Siro Donato Cicconi Chief Executive Officer Siro is an experienced Italian executive director that has worked for and advised numer- ous businesses in Italy many of which were in turnaround or distressed situations. In the late 1990s, Siro advised on fundraisings for strategic R&D projects of many organisations (including Alfa Gomma Group and Benelli Motors SpA), which involved managing relations with European, Italian and local financial administrations. He also assisted several other industrial groups in raising finance for their acquisition plans. From 2005 until 2010, he provided corporate finance advice to several businesses. Between 2011 and 2013, he was appointed Managing Director of IMT SpA, a large Italian manufacturer of drilling equip- ment, to turn around that business. After finishing this role, he became the Managing Director of EER to fund Zaim and managed the rationalisation of Zaim’s operations and returned it to profitability. Vladimir Golovko Chief Operating Officer Vladimir was previously the COO of Zaim Express LLC from inception in 2011 prior to becoming CEO of this Company. At the same time, he serves as the Chief Operating Officer of Zaim Credit Systems. Prior to joining Zaim, he was General Manager of the Pyaterochka retail chain (a franchise network) (2004–2011) and had previously been Communications Director (1999–2011). Vladimir also previously worked for Uniland (the largest wholesale company in Russia at the time) as a Sales and Marketing Manager; Uniland now operates as the supermarket chain, DIXY. Vladimir graduated from the Volgograd branch of Moscow State University of Commerce in 1997 with a degree in Management. Simon James Retter Finance Director Simon started his career at Deloitte & Touche LLP (now known as Deloitte LLP), where he qualified as a Chartered Accountant specialising in corporate finance transactions. He has been instrumental in setting up several private and listed companies. Simon has undertaken numerous IPOs and reverse takeovers and has a wealth of public market experience. He currently holds the position of Finance Director of SulNOx Group plc which has developed an innovative fuel conditioner to reduce harmful emissions from diesel and HFO combustion engines as well as various other board positions of listed companies across a broad range of industries. Company Secretary Simon James Retter is the Company Secretary of the Company. 34 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 35 Key Management Directors’ Report Vladimir Golovko Chief Executive Officer Vladimir was previously the COO of Zaim from its inception in 2011 prior to becoming the CEO. At the same time, he serves as the Chief Operating Officer of Zaim Credit Systems. Prior to joining Zaim, he was General Manager of the Pyaterochka retail chain (a fran- chise network) (2004–2011) and had previously been Communications Director (1999–2011). Vladimir also previously worked for Uniland (the largest wholesale company in Russia at the time) as a Sales and Marketing Manager; Uniland now operates as a supermarket chain, DIXY. Vladimir graduated from the Volgograd branch of Moscow State University of Commerce in 1997 with a degree in Management. Andrey Katyshkov Chief Financial Officer Mr Katyshkov joined Zaim at the beginning of 2018 as CFO and had previously worked for Basic Element, one of the biggest investment funds in Russia working in corporate finance. Mr Katyshkov worked with GIP Group in 2011–2012 as an Investment Specialist within its investment department. Prior to this, Mr Katyshkov worked as an Investment Analyst with an investment fund, Ost West Group, in 2002–2006. Mr Katyshkov graduated from Moscow State University of Economics, Statistics and Information Systems in 2003 with a degree in Finance, followed by postgraduate studies at Moscow Financial Industrial Academy which he completed in 2006. Alexander Akhmetov Head of Legal Department Mr Akhmetov joined Zaim in 2011 first as legal counsel and, starting from 2014, as Head of the Legal Department. Prior to joining Zaim Express LLC, Mr Akhmetov worked for a law firm called Yurconri before practicing at the Arbitration Court of the Moscow Region. Mr Akhmetov graduated from Moscow Engineering Physics Institute in 2007 with a degree in Accounting and subsequently graduated from Moscow State Law Academy in 2011 with a degree in Law. Vildan Vegerio Head of Network Management Prior to his appointment as Head of Network Management of Zaim in 2016, Mr Vegerio had worked with the Company as a Senior Customer Relationship Specialist from 2011. Mr Vegerio graduated from the International Slavic Institute with a degree in Economics in 2011. The Directors present their Annual Report on the affairs of Zaim Credit Systems Plc together with the audited Financial Statements for the year ended 31 December 2020. Principal Activities The principal activity of the Group and Company is providing customers with small-size short-term loans. Financial Review Financial review of the Group is presented in the “Financial Overview” section of the current Annual Report. Going Concern These consolidated financial statements reflect the Group management’s current assessment of the impact of the Russian business environment on the opera- tions and the financial position of the Group. The future economic direction of the Russian Federation is largely dependent upon the effectiveness of measures under- taken by the RF Government and other factors, including regulatory and political developments which are beyond the Group’s control. The Group’s management cannot predict what impact these factors will have on the Group’s financial position in future. As a result, adjust- ments related to this risk have not been included in the accompanying financial statements. As at 31 December 2020, the Group has an accumulat- ed deficit of GBP 38,262,611 (2019: GBP 37,648,092), and incurred a net loss of GBP 614,519 during the year ended 31 December 2020 (2019: GBP 891,589). The Group’s business activities together with the factors likely to affect its future development, performance and position are set out in the Chairman’s Statement on page [4] and Chief Executive Review on page [6]. In addition note 3 to the Financial Statements includes the Group’s objectives, policies and processes for managing its capital; its financial risk management objectives; details of its financial instru- ments and its exposure to credit and liquidity risk. Dividends The Directors do not recommend payment of a dividend (2019: £Nil). The Directors recognise the importance of dividends to Investors and as soon as Zaim’s business is at a ma- ture stage of development, the Directors will review the desirability of paying dividends. Income generated by the Company in the near term is likely to be re-invested by the Company to implement its strategy. As a holding company, the Company will be dependent upon dividends The Financial Statements have been prepared on a going concern basis. In 2020, the Group changed its business model to one of remote lending via the Internet, which resulted in a significant decrease in fixed lease and staff costs and a decrease in the share of lending costs within total expenses. The Group is planning to optimise the network operation, including removal of loss-making out- lets and enhancement of the Internet channel to attract customers. The Group is actively collecting overdue debts, inter alia, through legal action. Despite temporary suspension of judicial and enforcement proceedings during the COVID-19 pandemic, the proceeds from the loans of Stage 3 in 2020 increased by 87% compared to 2019. The CBR sets the minimum mandatory liquidity ratio at over 70%. The Subsidiary meets the mandatory liquidity ratio: as at 31 December 2020 - 153.74% (unaudited) and as at 31 December 2019 – 132.89% (un- audited). As a result of considerations noted above, the Directors have a reasonable expectation that the Group and Com- pany have adequate resources to continue in operational existence for the foreseeable future. Thus, they continue to adopt the going concern basis of accounting in pre- paring these Financial Statements. being declared and paid by its subsidiary. The Board does not anticipate declaring dividends in the short term, but it may recommend dividends at some future date, de- pending upon, inter alia, the Zaim Business demonstrat- ing sustainable profits and the financial position of the Company. The Board can neither give assurances that it will pay dividends in the future nor, if dividends are paid, what the amount of such dividends will be. 36 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 37 Health and Safety Health and safety of our employees is of paramount impor- tance to our Company. During the COVID-19 outbreak, Zaim has been proactively implementing strict health and safety policies specifically tailored to COVID-19, including working from home for the entire head office staff and taking all necessary disinfection measures in our stores, such as using hand sanitizers, medical masks and more frequent cleaning of the customer zone. Сlients could enter the shop in compliance with the social distancing instructions or one at a time. Subsequently, COVID-19-related restrictions were eased. A of the date of this report, our customer-facing employees and our clients are obliged to use medical masks and gloves and maintain social distancing. We continue fol- lowing all the recommendations of local health authorities and the World Health Organisation. Social, Community and Human Right Issues and Policies The Company does not have formal social, community and human rights policies. Environmental Matters The Company’s activities do not have a negative impact on the environment as it is a financial services company and it does not own or operate heavy machinery or air- or water-polluting equipment. The Company does not have formal policies on this matter. Employees As of 31 December 2020, the Group had 199 employees. Our employees are our most valuable resource and we focus on creating a comfortable working environment for them. Zaim sets high standards for customer service and conducts regular training for its employees. We see inno- vation as a tool to ensure customer loyalty and increase the motivation of our employees. We invest in human capital through continuous staff training, development of a personnel reserve system and the career growth of our employees. Responsibility, honesty, and openness are core values of our Company. The Company has the following internal policies: > On recruitment, evaluation and management of employees > On hiring and allocating of employees > On education, adaptation and evaluation of employees > On motivation and remuneration of employees Gender Diversity Although the Board and top management consists only of male members, the Company supports diversity in the Boardroom and the Financial Reporting Council aims to encourage such diversity. The following table sets out a breakdown by gender as of 31 December 2020: Directors Senior Management Other employees Male 5 4 58 Female 0 0 132 Substantial Shareholdings The Directors are aware of the following substantial interests or holdings of 3% or more of the Company’s ordinary called-up share capital as of 29 April 2021. Shareholder Zaim SA1 Number of shares 320,000,000 Percentage 73.23% There was no change in the interests set out above between 31 December 2020 and 29 April 2021. Share Capital Changes in the share capital of the Company, including the disclosure of earnings per share, are set out in Note 11 to the Financial Statements. Voting Rights All the issued shares have equal voting rights. Directors and Their Interests The names of the Directors of the Company at the date of this report are shown in the “Board of Directors” sec- tion of this report. The Directors who served during the year together with their directly beneficial interests in the shares of the Compa- ny as of 31 December 2020 are as follows: Director Malcolm Groat Paul James Auger Siro Donato Cicconi Simon James Retter2 Vladimir Golovko Date of appointment 4.11.2019 4.11.2019 22.07.2019 15.06.2018 25.10.2019 2020 Shares 0 0 320,000,000 3,600,000 2020 Option 2,150,000 2,000,000 10,750,000 6,450,000 8,600,000 2019 Shares 0 0 320,000,000 3,600,000 0 2019 Options 2,150,000 0 10,750,000 6,450,000 8,600,000 None of the Directors exercised any share options during the year. Restrictions on the Transfer of Securities Pursuant to a lock-in deed entered into between the Directors, Optiva Securities Limited, Beaumont Cornish Limited and the Company have agreed to the following lock-up arrangements: (a) for a 12-month lock-up period from 29 October 2019, the Directors have agreed that, subject to certain customary exceptions, they will not directly or indirectly transfer the legal and/or beneficial ownership (or any interest therein or in respect thereof) of any ordinary shares held by them immediately after admission (or any ordinary shares which may accrue to them as a result of such holding) or enter into any transaction with the same economic effect as any of the foregoing; (b) for a further 12 months after the initial lock-up period ends, the Directors have undertaken that, subject to certain customary exceptions, they will not directly or indirectly transfer the legal and/or beneficial ownership (or any interest therein or in respect thereof) of any ordinary shares held by them immediately after admission (or any ordinary shares which may accrue to them as a result of such hold- ing), or enter into any transaction with the same economic effect as any of the foregoing otherwise than through Optiva (subject to certain customary exceptions); and (c) Siro Cicconi has provided an undertaking that, subject to customary exceptions, he will not directly or indirect- ly transfer his legal or beneficial interest in the share capital of Zaim SA for a period of twelve months from admission. Accordingly, as from 29 October 2021 the Directors' hold- ings will no longer be subject to orderly market arrange- ments. Relationship Agreement The Board confirms that on 29 October 2019, Siro Cicconi, Zaim SA and the Company entered into a relationship agreement to ensure that the Company is able to carry on its business independently of Siro Cicconi and Zaim SA and that all transactions and relationships with Siro Cicconi and Zaim SA shall be on an arms’ length and normal commercial basis. Where either of the Founder Shareholder Parties holds or in aggregate hold 20% or more of the total voting rights in the Company, Zaim SA has the right to appoint a representative director. In addition, where either of the Founder Shareholder Parties holds or in aggregate hold 15% or more of the total voting rights in the Company, they have the right to appoint a Board observer. The Company complied with the Relationship Agreement during the period under review. So far as the Company is aware, the agreement was complied with during the period under review by the controlling shareholder or any of its associates; and the procurement obligation was complied with during the period under review by a controlling shareholder. Directors’ Statement as to the Disclosure of Information to the Auditor The Directors who held office at the date of approval of this Directors’ Report confirm that, so far as they are individually aware, there is no relevant audit information of which the Company’s auditor is unaware and the Di- rectors have taken all the steps that they ought to have taken to make themselves aware of any relevant audit information and to establish that the auditor is aware of the information. Matters Covered in the Business Review The business review and review of KPIs are included in the “Operational Overview” section of the Strategic Report. 2 On 9 February 2021, Stonedale Management & Investments Ltd, a company controlled by Simon Retter, Finance Director of the Company, purchased 1,300,000 ordinary Zaim shares of £0.01 each at a price of 4.4 p per share. Following this transaction, Mr Retter has a beneficial interest in 4,900,000 ordinary shares, representing 1.12% of the Company's issued share capital. 1 Siro Cicconi’s interest in shares is through Zaim SA, which he wholly owns through his life interest in Excelsior Foundation which wholly owns Zaim SA. 38 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 39 Events after the Reporting Date The events after the reporting date are set out in Note 28 to the Financial Statements. Future Developments In 2021, the Group will be working towards further implementation of its online growth strategy. On 1 April 2021, the Group attracted additional financing of RUB50m (approximately GBP500,000) that, in addition to equity fi- nancing following the IPO and necessary investments al- ready made into the online platform, make Zaim well-po- sitioned to grow its business and capture the demand from the less well-off part of the Russian population. Information on Exposure to Risks Principal risks and uncertainties are discussed in the Risk Management section of this report as well as in Note 20 to the Financial Statements. Financial Instruments The financial risk management policies and objectives are set out in detail in Note 20 to the Financial State- ments. Greenhouse Gas Emissions The Group has as yet minimal greenhouse gas emissions to report from the operations of the Group and does not have responsibility for any other emission-producing sources under the Companies Act 2006 (Strategic Report and Directors’ Report) Regulations 2014. Corporate Governance Please refer to the Corporate Governance Report section of this document. Amendment of the Company's Articles of Association The Directors do not have any specific procedures in place regarding any potential changes to the Company’s Articles of Association, but should this need arise, it will be presented to shareholders at a general meeting in line with the company law. Appointment and Replacement of Directors Subject to the Articles of Association and the Companies Act, the Company may by ordinary resolution appoint a person who is willing to act as a Director and the Board shall have power at any time to appoint any person who is willing to act as a Director, in both cases either to fill a vacancy or as an addition to the existing Board. At the first annual general meeting, all the Directors shall retire from office and may offer themselves for reap- pointment by the Shareholders by ordinary resolution. At every subsequent annual general meeting, any Direc- tor who (i) has been appointed by the Directors since the last annual general meeting or (ii) was not appointed or reappointed at one of the preceding two annual general meetings must retire from office and may offer them- selves for reappointment by the Shareholders by ordi- nary resolution. Powers of the Company’s Directors The Directors do not have any specific procedures in place regarding any potential changes to the opportunity for the Company to buy back its own shares, but should this need arise, they will be presented to the sharehold- ers at a general meeting in line with company law. Directors and Officers Insurance The Group has not provided Directors and Officers insur- ance for both the current and prior periods. Annual General Meeting The Notice of the Annual General Meeting of the Compa- ny will be distributed to shareholders together with the Annual Report. Full details of the business to be consid- ered at that meeting can be found in the Notice. Independent Auditor The auditor, Shipleys LLP, will be proposed for reappoint- ment in accordance with section 485 of the Companies Act 2006. Shipleys LLP has signified its willingness to continue in office as Auditor. By Order of the Board, SIMON RETTER Company Secretary 29 April 2021 Remuneration Report The Board of Directors of Zaim Credit Systems Plc formed the Remuneration Committee that was constituted at a full meeting of the Board held on 29 October 2019 in accordance with the Articles of Association of the Company. Chief Operating Officer— Vladimir Golovko Vladimir Golovko is paid an annual salary of £10,000 by the Company. Under the terms of an agreement dated 21 December 2017, Vladimir Golovko is also employed by Zaim for a monthly salary of 700,000 Russian Roubles (approximately £7,000) and a yearly bonus determined by the shareholders with reference to the key performance indicators. A discretionary quarterly bonus is typically paid in the amount of the monthly salary (depending on perfor- mance). Finance Director—Simon Retter Simon Retter is paid an annual salary of £60,000 which shall escalate to £120,000 per annum if Zaim reaches EBITDA of £200,000 per calendar month and shall further escalate to £150,000 per annum if Zaim reaches EBITDA of £350,000 per calendar month. Non-executive Director— Paul Auger Paul Auger is paid an annual salary of £20,000 which shall escalate to £27,000 per annum if Zaim reaches EBITDA of £200,000 per calendar month. The Committee determines and agrees with the Board the framework or broad policy for the remuneration of the Company’s Chairperson and the Executive Directors, including pension rights and compensation payments. The remuneration of Non-executive Directors shall be a matter for the Board or the shareholders (within the limits set in the Articles of Association). No Director or Senior Manager shall be involved in any decisions as to their own remuneration. The Committee recommends and monitors the level and structure of remuneration for senior management. The Group’s policy is to maintain levels of remuneration so as to attract, motivate and retain Directors and Senior Managers of the highest calibre who can contribute their experience to deliver industry-leading performance with the Group’s operations. As is common for a company the size of Zaim, there is no Directors remuneration policy, although the terms of the Directors contracts are set out in this report. Below are the summary service contracts and appoint- ment letters of the Directors: Non-Executive Chairman— Malcolm Groat Malcolm Groat is paid an annual salary of £25,000 which shall escalate to £35,000 if Zaim reaches EBITDA of £200,000 per calendar month. Chief Executive Officer— Siro Cicconi Siro Cicconi is paid an annual salary of £100,000 which shall escalate to £200,000 per annum if Zaim reaches EBITDA of £200,000 per calendar month and shall further escalate to £350,000 per annum if Zaim reaches EBITDA of £350,000 per calendar month. 40 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 41 Below is the summary of remuneration for each Director for 2020: Salary £ 25,000 100,000 124,361 Malcolm Groat Siro Donato Cicconi Vladimir Golovko Simon James Retter* 60,000 Paul James Auger Total 20,000 329,361 Other fees/ bonus Benefits Pension contributions Share-based payment charge £ - 35,000 3,500 21,000 - 59,500 £ - - - - - - £ - - - - - - £ - - 32,616 - 1,788 34,404 Total £ 25,000 135,000 160,477 81,000 21,788 423,265 Below is the summary of remuneration for each Director for 2019 when the Directors received their compensation for two months only—November and December, since the Group went public only on 4 November 2019: Salary Other fees Benefits Pension contributions Share-based payment charge Malcolm Groat Siro Donato Cicconi Vladimir Golovko Simon James Retter* Paul James Auger Total £ 4,167 16,667 149,423 10,000 3,333 183,590 £ - - - 40,000 - 40,000 £ - - - - - - £ - - - - - - Total £ 16,386 77,760 155,538 86,656 3,333 £ 12,219 61,093 6,115 36,656 - 116,083 339,673 * Includes £40,000 fees charged to Zaim and share-based payment charge of £36,656 in respect of the services provided by the company controlled by Simon Retter before the acquisition of Zaim by ZCS. Shares and options held by the Directors are as follows: Malcolm Groat Siro Donato Cicconi Vladimir Golovko Simon James Retter* Paul James Auger Shares held Share options Shares held Share options 2020 320,000,000 3,600,000 2020 2,150,000 10,750,000 8,600,000 6,450,000 2,000,000 2019 - 320,000,000 - 3,600,000 - 2019 2,150,000 10,750,000 8,600,000 6,450,000 - * On 9 February 2021, Stonedale Management & Investments Ltd, a company controlled by Simon Retter, Finance Director of the Group, purchased 1,300,000 ordinary ZCS shares and at the date of this report was beneficially interested in 4,900,000 shares. The only discretionary pay received by the Directors was related to a performance-related bonus; all other terms of the Director’s remunerations are fixed as per con- tracts set out above and are directly linked to the EBIT generated by Zaim on a monthly basis. As of the end of 2020, none of these milestones had been reached. The Company issued certain Directors with options exer- cisable at the issue price of 2.5 p at the date of the IPO and subsequent options to one Non-executive Director at 2.7 p during 2020. The share-based payment charge was calculated using the Black Scholes method and included in the tables above. There is no LTIP in place other than the unapproved options scheme and none of the Directors received any benefits in kind or pension contributions. Approved on behalf of the Board, MALCOLM GROAT Non-Executive Chairman 29 April 2021 Corporate Governance Report Corporate Governance Practices The Board recognises the importance of sound corporate governance commensurate with the size of the Company and the interests of Shareholders. As the Company is listed in the Standard segment of the Official List of the LSE, it is not required to comply with the UK Corporate Governance Code, which is applicable to all companies whose securities are admitted to trading in the premium segment of the Official List. The UK Corporate Govern- ance Code can be found at https://www.frc.org.uk/ directors/corporate-governance-and-stewardship. Nev- ertheless, the Directors are committed to maintaining high standards of corporate governance and, so far as is practicable given the Company’s size and nature, volun- tarily adopt and comply with the QCA Code. However, at present, due to the size of the Company, the Directors acknowledge that adherence to certain provisions of the QCA Code may be delayed until such time as the Direc- tors are able to fully adopt them. The Role of the Board The Company holds timely Board meetings as issues arise which require the attention of the Board. The Board is responsible for the management of the Company, setting the strategic direction of the Company and es- tablishing the policies of the Company. It is the Directors’ responsibility to oversee the financial position of the Company and monitor the business and affairs of the Company on behalf of the Shareholders, to whom they are accountable. The primary duty of the Directors is to act in the best interests of the Company at all times. The Board also addresses issues related to internal control and the Company’s approach to risk management. The Directors established an Audit Committee and a Remuneration Committee. The Board do not consider it appropriate to establish a Nomination Committee at this stage of the Company’s development, and decisions usually undertaken by those committees will be taken by the Board as a whole. Audit Committee The Audit Committee assists the Board in discharging its responsibilities with regard to financial reporting, external and internal controls, including reviewing and monitoring the integrity of the Group’s annual and inter- im financial statements, reviewing and monitoring the extent of the non-audit work undertaken by the Group’s external auditors, advising on the appointment of such external auditors, overseeing the Group’s relationship with its external auditors, reviewing the effectiveness of the external audit process and reviewing the effective- ness of the Group’s internal control and review function. The ultimate responsibility for reviewing and approving the annual report and accounts and the half-yearly reports remains with the Board. The Audit Committee will meet not less than twice a year. The Audit Committee is chaired by Malcolm Groat, and its other member is Paul Auger. The Directors consider that Simon Retter has re- cent and relevant financial experience. In 2020, the Audit Committee met on 4 June 2020. The Group does not currently have an internal audit function, but as the business grows and matures will look to implement one when appropriate. The group has increased its finance function since its listing and continues to grow its capability in line with the size of the business. Remuneration Committee The Group established a Remuneration Committee, which comprises Malcolm Groat as Chairman and Paul Auger, to review the performance of the Executive Directors and set the scale and structure of their remuneration and the basis of their service agreements with due regard to the interests of Shareholders. In determining the remuneration of Executive Directors, the Remuneration Committee seeks to enable the Group to attract and re- tain executives of the highest calibre. The Remuneration Committee also make recommendations to the Board concerning the allocation of any share awards. No Direc- tor is permitted to participate in discussions or decisions concerning their own remuneration. In 2020, the Remu- neration Committee met on 28 October 2020. 42 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 43 When setting the balance between fixed and variable pay, Remuneration Committee bears in mind that a significant proportion of remuneration is structured so as to link rewards to corporate and individual performance and is designed to promote the long term success of the Company. The Remuneration Committee bears in mind the Compa- ny’s appetite for risk and align Directors' remuneration to the Company’s long-term strategic goals. The Re- muneration Committee ensures that contractual terms on termination and any payments made are fair to the individual and the Company; that failure is not rewarded and the duty to mitigate loss is fully recognised. When setting remuneration policy for directors of the Company, the Committee reviews and has regard to the pay and employment conditions across the company or group, especially when determining salary increases. Market Abuse Regulation The Board adopted a share dealing code that complies with the requirements of the Market Abuse Regulation. The Board is responsible for taking all proper and rea- sonable steps to ensure compliance with the MAR by the Directors and persons discharging managerial responsi- bilities. The FCA is the competent authority for the MAR and has powers to intervene as competent authority and will be responsible for the investigation and enforcement of breaches of MAR. Board Meetings The core activities of the Board are carried out during scheduled meetings of the Board. These meetings are timed to link to key events in the Group’s corporate calendar and regular reviews of the business are con- ducted. Additional meetings and conference calls are arranged to consider matters which require decisions outside the scheduled meetings. In 2020, the Board met on eight occasions: Attendance at meetings: Malcolm Groat Siro Donato Cicconi Simon James Retter Paul James Auger Vladimir Golovko Non-Executive Chairman Director and CEO Finance Director Non-Executive Director Chief Operating Officer x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x x 20 January 2020 22 April 2020 27 May 2020 12 June 2020 29 June 2020 17 September 2020 22 October 2020 15 December 2020 Outside the scheduled meetings of the Board, the Directors maintain frequent contact with each other to discuss any concerns they may have relating to the Group or their areas of responsibility and to keep them fully briefed on the Company’s operations. Matters Reserved Specifically for the Board The Board has a formal schedule of matters reserved that can only be decided by the Board. The key matters reserved are the consideration and approval of the following: > The Group’s overall strategy; > Financial Statements and dividend policy; > Management structure including succession planning, appointments and remuneration; material acquisitions and disposal, material contracts, major capital expenditure projects and budgets; > Capital structure, debt and equity financing and other matters; > Risk management and internal controls; > The Group’s corporate governance and compliance arrangements; and > Corporate policies. Effectiveness For the period under review, the Board comprised a Chief Executive Officer, a non-executive Chairman and three other Directors, including one independent non-executive Director. See biographical details in the “Board of Direc- tors” subsection of the “Corporate Governance” section of this report. The Directors are of the view that the Board and its Com- mittees consist of Directors with an appropriate com- bination of skills, experience, independence and diverse backgrounds to enable them to carry out their duties and responsibilities effectively. Independence The Board considers each of the non-executive Directors to be independent in character and judgement. Appointments The Board is responsible for reviewing the structure, size and composition of the Board and making recommenda- tions to the Board with regard to any required changes. Commitments All the Directors have disclosed any significant com- mitments to the Board and confirmed that they have sufficient time to perform their duties. Induction All new Directors received an induction as soon as prac- tical upon joining the Board. Conflicts of Interest A Director has a duty to avoid a situation in which he or she has, or can have, a direct or indirect interest that conflicts, or may possibly conflict with the interests of the Group and the Company. The Board has satisfied itself that there is no compromise to the independence of those Directors who have appointments on the Boards of, or relationships with, companies outside the Company. The Board requires Directors to declare all appointments and other situations which could result in a possible conflict of interest. Board Performance and Evaluation The Company has a policy of appraising Board perfor- mance annually. Having reviewed various approaches to Board appraisal, the Company has concluded that for a Company of its current scale, given the COVID-19 restrictions, an internal process of regular videocon- ference meetings is the most appropriate, in which all Board members can discuss any issues as and when they arise in relation to the Board or any individual member’s performance. Remuneration Policy In determining the remuneration policy, the Committee takes into account all factors which it deems necessary including relevant legal and regulatory requirements and the provisions and recommendations of relevant guid- ance. The objective of such a policy shall be to attract, retain and motivate the executive management of the Company without paying more than necessary. The remu- neration policy bears in mind the Company’s appetite for risk and is aligned to the Company’s long-term strategic goals. A significant proportion of remuneration is struc- tured so as to link rewards to corporate and individual performance and is designed to promote the log-term success of the Company. When setting the remuneration policy for the Directors of the Company, the Committee reviews and has regard to the pay and employment conditions across the Com- pany or the Group, especially when determining salary increases. All Remuneration Committee members demonstrate independent judgement and discretion when determining and approving remuneration outcomes. Investing in the Company’s Workforce Remuneration system of the Company includes: 1. Guaranteed salary, which is the fixed monetary remu- neration of an employee. This amount does not depend on financial situation of the organisation, personal characteristics of the employee and other factors. It includes: > basic salary for the time actually worked > compensations for overnight and overtime work > allowances; 2. Variable part of the salary linked to professional achievements of the employee: > bonus for overachievement of the plan; > payment for participation in the training of young professionals. Diversity Although the Board consists of only male Directors, the Board supports diversity in the Boardroom and the Finan- cial Reporting Council aims to encourage such diversity. 44 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 45 Accountability The Board is committed to providing shareholders with a clear assessment of the Group’s position and prospects. This is achieved through this report and other periodic financial and trading statements as required. External Audit No significant issues were identified during the external audit process undertaken by the external auditors. The Audit Committee reviews the audit process each year and, in addition, analyses the performance and feedback from the external auditors as part of the reporting pro- cess. The Audit Committee assesses the external audi- tor’s independence, length of service and provision of non-audit services as part of the review of the suitability of the external auditors to continue to hold office for the following year and therefore seek reappointment at the next AGM. A tender was not submitted for reappointment of the audit this year as the current external auditors held office for less than the statutory number of years prior to a retender process. The external auditor of the Group is independent and objective as they do not provide any non-audit services. Internal controls The Board of Directors reviews the effectiveness of the Group’s and Company’s system of internal controls in line with the requirements of the Code. The internal control system is designed to manage the risk of failure to achieve business objectives. This covers internal financial and operational controls, compliances and risk management. The Company has necessary procedures in place for the year under review and up to the date of approval of the Annual Report and Financial Statements. The Directors acknowledge their responsibility for the Group’s and Company’s system of internal controls and for reviewing its effectiveness. The Board confirms the need for an ongoing process for identification, evaluation and management of significant risks faced by the Group. The Directors carry out a risk assessment before signing up to any commitments. The Audit Committee regularly reviews and reports to the Board on the effectiveness of the system of internal control. Given the size of the Group and the Company and the relative simplicity of the systems, the Board consid- ers that there is no current requirement for an internal audit function. The procedures that have been estab- lished to provide internal financial control are considered appropriate for a Group and Company of its size and include controls over expenditure, regular reconciliations and management accounts. The Directors are responsible for taking such steps as are reasonably available to them to safeguard the assets of the Group and to prevent and detect fraud and other irregularities. Nomination Currently, due to the size of the Group, there is no Nomi- nation Committee. Shareholder relations Open and transparent communication with shareholders is given high priority and there is regular dialogue with institutional investors, as well as general presentations made at the time of release of the annual and interim results. All the Directors are kept aware of changes in major shareholders in the Company and are available for conference calls or meetings (subject to COVID-19 restrictions) with shareholders who have specific inter- ests or concerns. The Group issues its results promptly to individual shareholders and also publishes them on the Company’s website: www.zaimcreditsystemsplc.com. Regular updates to record news in relation to the Group are included on the Company’s website. The Directors are available to meet with institutional shareholders to discuss any issues and gain an under- standing of the Company’s business, its strategies and governance. Meetings are also held with corporate gov- ernance representatives of institutional investors when requested. Our AGMs give the Board the opportunity to engage with investors on the running of their company and to receive feedback. ZCS plans to conduct its first AGM following the publication of this annual report, but due to the exceptional circumstances surrounding COVID-19 and the Stay at Home measures in force in the United Kingdom, shareholders will not be permitted to attend. The Board also considers the views and interests of other key stakeholders, including clients, employees, regulators and society as a whole in its discussions. Annual General Meeting At every annual general meeting, individual shareholders are given the opportunity to put forward questions to the Chairman and to other members of the Board that may be present. Notice of the annual general meeting is sent to shareholders at least 21 clear days before the annual general meeting. Details of proxy votes for and against each resolution together with the votes withheld are announced by way of regulatory information service and are published on the Company’s website as soon as practical after the annual general meeting. Section 172 Statement The Directors of the Company, as those of all UK compa- nies, must act in accordance with a set of general duties. These duties are detailed in section 172 of the UK Compa- nies Act 2006 which is summarized as follows: “A director of a company must act in the way he consid- ers, in good faith, would be most likely to promote the success of the company for the benefit of its stakehold- ers as a whole, and in doing so have regard (amongst other matters) to: (a) the likely consequences of any decision in the long term; (b) the interests of the company's employees; (c) the need to foster the company's business relation- ships with suppliers, customers and others; (d) the impact of the company's operations on the com- munity and the environment; (e) the desirability of the company maintaining a reputa- tion for high standards of business conduct; and (f) the need to act fairly as between stakeholders of the Company” As part of their induction, all Directors are briefed on their duties and they can access professional advice on these, either from the Company Secretary or, if they judge it necessary, from an independent adviser. The Directors fulfill their duties partly through a governance framework that delegates day-to-day decision-making to employees of the Company and details of this can be found in our Governance Report on pages from 43 to 46. The following paragraphs summarise how the Directors fulfill their duties: Risk Management We provide financial services to our clients, often in com- petitive and highly regulated environment. As we grow and develop financial technologies, our risk environment also become more complex. It is therefore vital that we effectively identify, evaluate, manage and mitigate the risks we face, and that we continue to evolve our approach to risk management. For details of our principal risks and uncertainties and how we manage our risk environment, please see pages 27 to 30. Our People Our Company is committed to being a responsible business. Our behavior is aligned with the expectations of our people, clients, investors, communities and society as a whole. Client-facing employees are at the heart of our services. For our business to succeed we need to manage our people’s performance and develop talent while ensuring we operate as efficiently as possible. For that we have developed regular training programs for our employees. We must also ensure we share common values that inform and guide our behavior so we achieve our goals in the right way. For further details on our people, please see page 45. Shareholders The Board is committed to openly engaging with our shareholders, as we recognize the importance of contin- uing effective dialogue. It is important to us that share- holders understand our strategy and objectives, so these must be explained clearly, feedback heard and any issues or questions raised properly considered. Our board members, especially Siro Donato Cicconi, hold a series of shareholders meetings several times a year on the back of financial and operational reporting. For further details on how we engage with our share- holders please see page 46. Community and Environment The Company’s approach is to use our strengths to cre- ate positive change for the people and communities with which we interact. We are providing financial inclusion solutions for people overlooked by traditional banking sector. We want to leverage our expertise and enable colleagues to support the communities around us. For further details on how we interact with communities and the environment, please see page 31. 46 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 47 Directors’ Responsibilities Statement The Directors are responsible for preparing the Strategic Report, the Annual Report and the Financial Statements in accordance with applicable law and regulations. For the year ended 31 December 2020 Company law requires the Directors to prepare Financial Statements for each financial year. Under that law, the Directors elected to prepare the Group’s and the Compa- ny’s Financial Statements in accordance with the Interna- tional Financial Reporting Standards (IFRSs) as adopted by the European Union. Under company law, the Directors must not approve the Financial Statements unless they are satisfied that they give a true and fair view of the state of affairs of the Group and the Company and of the profit or loss of the Group and the Company for that pe- riod. The Directors are also required to prepare Financial Statements in accordance with the rules of the London Stock Exchange. In preparing these Financial Statements, the Directors are required to: > Select suitable accounting policies and then apply them consistently; > Make judgments and accounting estimates that are reasonable and prudent; > State whether applicable UK Accounting Standards have been followed, subject to any material departures disclosed and explained in the Financial Statements; and > Prepare the Financial Statements on the going concern basis unless it is inappropriate to presume that the Company will continue in business. The Directors are responsible for keeping adequate ac- counting records that are sufficient to show and explain the Company’s transactions and disclose with reason- able accuracy at any time the financial position of the Company and enable them to ensure that the Financial Statements comply with the Companies Act 2006. They are also responsible for safeguarding the assets of the Company and hence for taking reasonable steps for the prevention and detection of fraud and other irregulari- ties. The Directors are responsible for the maintenance and integrity of the corporate and financial information included on the Company’s website. Legislation in the United Kingdom governing the preparation and dissemi- nation of financial statements may differ from legislation in other jurisdictions. Directors’ Responsibility Statement We confirm that to the best of our knowledge: > The Financial Statements, prepared in accordance with the relevant financial reporting framework, give a true and fair view of the assets, liabilities, financial position and profit or loss of the Company and the undertakings included in the consolidation taken as a whole; > The Strategic Report includes a fair review of the development and performance of the business and the position of the Company and the undertakings included in the consolidation taken as a whole together with a description of the principal risks and uncertainties that they face; and > The Annual Report and Financial Statements, taken as a whole, are fair, balanced and understandable and provide the information necessary for shareholders to assess the Company’s position and performance, business model and strategy. This Responsibility Statement was approved by the Board of Directors on 29 April 2021 and is signed on its behalf by: SIMON RETTER Company Secretary 29 April 2021 48 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 49 4 FINANCIAL STATEMENTS Consolidated Financial Statements in accordance with International Financial Reporting Standards for the year ended 31 December 2020, and Independent Auditor's Report Zaim Credit Systems Group CONTENTS Independent Auditor’s Report to the Shareholders of Zaim Credit Systems plc Consolidated Financial Statements and Company Financial Statememts Consolidated Statement of Financial Position Company Statement of Financial Position Consolidated Statement of Profit or Loss and Other Comprehensive Income Consolidated Statement of Changes in Equity Company Statement of Changes in Equity Consolidated Statement of Cash Flows Company Statement of Cash Flows Notes to the Consolidated financial statements 1. Principal Activities of the Group 2. Operating Environment of the Group 3. Basis of Presentation 4. Summary of Significant Accounting Policies 5. Cash and Cash Equivalents 6. Loans to Customers 7. Lease 8. Other Assets 9. Loans Received 10. Other Liabilities 11. Charter and Additional Capital, Other reserves. Earnings per share 12. Share-based payments 13. Interest Income and Expense 14. Gains less Losses from Dealing in Foreign Currency 15. Allowance for Expected Credit Losses / Impairment of Other Assets 16. Other Operating Income 17. Staff Costs 18. Operating Expenses 19. Income Tax 20. Risk Management 21. Capital management 22. Contingencies 23. Fair Value of Financial Instruments 24. Reconciliation of Classes of Financial Instruments with Measurement Categories 25. Related Party Transactions 26. Business combination 27. Auditor’s remuneration 28. Events after the Reporting Period 53 57 57 58 58 59 59 59 60 60 61 61 63 66 71 72 74 75 75 76 76 78 79 80 80 80 80 80 81 82 86 86 87 87 87 88 89 89 Independent Auditor’s Report to the Shareholders of Zaim Credit Systems plc Opinion We have audited the financial statements of Zaim Credit Systems plc (the ‘parent company)’ and its subsidiaries (the ‘group’) for the year ended 31 December 2020 which comprise the Consolidated Statement of Profit or Loss and Other Comprehensive Income, Consolidated and Company Statement of Financial Position, Consolidated and Company Statement of Changes in Equity, Con- solidated and Company Statement of Cash Flows and notes to the financial statements, including significant accounting policies. The financial reporting framework that has been applied in the preparation of the group financial statements is applicable law and International Financial Reporting Standards (IFRSs) as adopted by the European Union. The financial reporting framework that has been applied in the preparation of the parent com- pany financial statements is applicable law and Interna- tional Financial Reporting Standards (IFRSs) as adopted by the European Union. In our opinion: > the financial statements give a true and fair view of the state of the group’s and of the parent company’s affairs as at 31 December 2020 and of the group’s loss for the year then ended; > the group and the parent company financial statements have been properly prepared in accordance with International accounting standards in conformity with the requirements of the Companies Act 2006; and > the financial statements have been prepared in accordance with the requirements of the Companies Act 2006; and, as regards the group financial statements, Article 4 of the IAS Regulation. Basis for opinion We conducted our audit in accordance with International Standards on Auditing (UK) (ISAs (UK)) and applicable law. Our responsibilities under those standards are further described in the Auditor’s Responsibilities for the Audit of the Financial Statements section of our report. We are independent of the group and the parent company in accordance with the ethical requirements that are relevant to our audit of the financial statements in the UK, including the FRC’s Ethical Standard as applied to listed public interest entities, and we have fulfilled our other ethical responsibilities in accordance with these requirements. We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our opinion. Conclusions relating to going concern In auditing the financial statements, we have concluded that the director's use of the going concern basis of accounting in the preparation of the financial statements is appropriate. Our evaluation of the directors’ assessment of the entity’s ability to continue to adopt the going concern basis of accounting included carrying out a risk assess- ment which covered the nature of the group, its business model and related risks including where relevant the im- pact of Coronavirus, the requirements of the applicable financial reporting framework and the system of internal control. We evaluated the directors’ assessment of the group’s ability to continue as a going concern, including challenging the underlying data and key assumptions used to make the assessment, and evaluated the direc- tors’ plans for future actions in relation to their going concern assessment. Based on the work we have performed, we have not identified any material uncertainties relating to events or conditions that, individually or collectively, may cast significant doubt on the company’s or group’s ability to continue as a going concern for a period of at least twelve months from when the financial statements are authorised for issue. Our responsibilities and the responsibilities of the direc- tors with respect to going concern are described in the relevant sections of this report. 52 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 53 Key audit matters Key audit matters are those matters that, in our profes- sional judgment, were of most significance on our audit of the financial statements of the current period and include the most significant assessed risks of material misstatement (whether or not due to fraud) we identi- fied, including those which had the greatest effect on: the overall audit strategy, the allocation of resources in the audit; and directing the efforts of the engagement team. These matters were addressed in the context of our audit of the financial statements as a whole, and in forming our opinion thereon, and we do not provide a separate opinion on these matters. Risk Impact of COVID-19 There is a risk that the group may not be considered a going concern as a result of the impact of COVID-19 (Coronavirus). Recoverability of loans to customers Given the extended credit terms that were provided to customers, judgement is required to establish how much of the loan receivables balance is recoverable. There is a risk that management’s judgements and estimates over recoverability are inappropriate, when considering the specific balances and the requirements of IFRS 9. Our response to the risk Our response and observation We read the Directors’ assessment of the risks and impacts of COVID-19 on the business. We compared this assessment to our own understanding of the risks, and the nature of the group’s operations, products and customer base. We then conducted a review of going concern in respect of COVID-19 which included reviewing forecasts and current trading performance, and carrying out stress testing. The work undertaken considered a period of at least twelve months from the date of approving these financial statements. We understood the group’s process for estimating the expected credit loss provision under IFRS 9. Loans to customers were tested on a sample basis which included considering the recoverability of the balances post year end. Overdue balances were discussed with management and we assessed whether the accounting provision appropriately reflects the facts and circumstances. The disclosures in the financial statements adequately reflect the Directors’ conclusions around the uncertainties and impact of COVID-19 and, that the going concern assumption remains appropriate. We did not identify any evidence of material misstatement related to carrying value of receivables. Management continue to apply an appropriate expected credit loss provision. Risk of fraud in revenue recognition There is a risk that revenue is materially understated due to fraud. We reviewed the group’s revenue recognition policies and how they are applied. Revenue was then tested on a sample basis to confirm that transactions have been appropriately recorded in line with IFRS 15. Risk that management is able to override controls We examined journals posted around the year end, specifically focusing on areas which are more easily manipulated. Journals can be posted that significantly alter the financial statements. Revenue was recognised in accordance with the group’s accounting policy and we concluded that no evidence of fraud or other understatement was identified. We identified no evidence of management override in respect of inappropriate manual journals recorded in any section of the financial statements. Our application of materiality We define materiality as the magnitude of misstatement in the financial statements that makes it probable that the economic decisions of a reasonably knowledgeable person would be charged or influenced. We use materi- ality both in planning and in the scope of our audit work and in evaluating the results of our work. We determine materiality for the group and the parent company to be £96,983 and this financial benchmark, which has been used throughout the audit, was deter- mined by way of a standard formula being applied to key financial results and balances presented in the financial statements. Where considered relevant the materiality is adjusted to suit the specific risk profile of the group. Performance materiality is the application of material- ity at the individual account or balance level set at an amount to reduce to an appropriately low level the prob- ability that the aggregate of uncorrected and undetected misstatements exceeds materiality. Performance mate- riality for both the group and the parent company was set at 75% of the above materiality levels, which equates to £72,737. We agreed with the audit committee that we would report to the committee all individual audit differ- ences identified during the course of our audit in excess of £4,849. We also agreed to report differences below these thresholds that, in our view warranted reporting on qualitative grounds. An overview of the scope of our audit Our group audit was scoped by obtaining an under- standing of the group and its environment, including the group’s system of internal control, and assessing the risks of material misstatement in the financial state- ments at the group level. Whilst Zaim Credit Systems plc is a company registered in England & Wales and its head office is located in the UK, the group’s principal operations are located in Russia. In approaching the audit, we considered how the group is organised and managed. We assessed the activities of the group as being the issuance of microfinance loans to Russian individuals. Our group audit scope focused on the group’s principal operating subsidiary, being Zaim Express LLC, which was subject to a full scope audit together with the parent company. Shipleys LLP performed the audit of the parent company and BDO Unicon Aktsionernoe Obshchevstvo performed the audit of the Russian component. The group audit team was actively involved in the direction of the audit and specific audit procedures performed by the component auditor along with the consideration of findings and determination of conclu- sions drawn. As part of our audit strategy, we issued group audit engagement instructions and discussed the instructions with the component auditor. A senior member of the group audit team met with the compo- nent auditor and local management performed a review of the component audit files and we discussed the audit findings with the component auditor. Other Information The other information comprises the information included in the annual report other than the financial statements and our auditor’s report thereon. The directors are re- sponsible for the other information contained within the annual report. Our opinion on the financial statements does not cover the other information and, except to the extent otherwise explicitly stated in our report, we do not express any form of assurance conclusion thereon. Our responsibility is to read the other information and, in doing so, consider whether the other information is materially in- consistent with the financial statements or our knowledge obtained in the course of the audit, or otherwise appears to be materially misstated. If we identify such material in- consistencies or apparent material misstatements, we are required to determine whether this gives rise to a material misstatement in the financial statements themselves. If, based on the work we have performed, we conclude that there is a material misstatement of this other information, we are required to report that fact. In this context, matters that we are specifically required to report to you as uncorrected material misstatements of the other information include where we conclude that: > Fair, balanced and understandable – the statement given by the directors that they consider the annual report and financial statements taken as a whole is fair, balanced and understandable and provides the information necessary for shareholders to assess the groups’ position and performance, business model and strategy, is materially inconsistent with our knowledge obtained in the audit; or > Audit committee reporting - the section describing the work of the audit committee does not appropriately address matters communicated by us to the audit committee; or We have nothing to report in respect of these matters. Opinions on other matters prescribed by the Companies Act 2006 In our opinion the part of the directors’ remuneration re- port to be audited has been properly prepared in accord- ance with the Companies Act 2006. In our opinion, based on the work undertaken in the course of the audit: > the information given in the strategic report and the directors’ report for the financial year for which the financial statements are prepared is consistent with the financial statements; and > the strategic report and the directors’ report have been prepared in accordance with applicable legal requirements Matters on which we are required to report by exception In the light of the knowledge and understanding of the group and the parent company and its environment ob- tained in the course of the audit, we have not identified material misstatements in the strategic report or the directors’ report. We have nothing to report in respect of the following mat- ters in relation to which the Companies Act 2006 requires us to report to you if, in our opinion: > adequate accounting records have not been kept by the parent company, or returns adequate for our audit have not been received from branches not visited by us; or > the parent company financial statements and the part 54 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 55 of the directors’ remuneration report to be audited are not in agreement with the accounting records and returns; or > certain disclosures of directors’ remuneration specified by law are not made; or > we have not received all the information and explanations we require for our audit. Responsibilities of directors As explained more fully in the directors’ responsibilities statement set out on page 48 , the directors are responsi- ble for the preparation of the financial statements and for being satisfied that they give a true and fair view, and for such internal control as the directors determine is nec- essary to enable the preparation of financial statements that are free from material misstatement, whether due to fraud or error. In preparing the financial statements, the directors are responsible for assessing the compa- ny’s ability to continue as a going concern, disclosing, as applicable, matters related to going concern and using the going concern basis of accounting unless the directors either intend to liquidate the company or to cease opera- tions, or have no realistic alternative but to do so. Auditor’s Responsibilities for the audit of the financial statements Our objectives are to obtain reasonable assurance about whether the financial statements as a whole are free from material misstatement, whether due to fraud or error, and to issue an auditor’s report that includes our opinion. Reasonable assurance is a high level of assurance but is not a guarantee that an audit conducted in accordance with ISAs (UK) will always detect a material misstatement when it exists. Misstatements can arise from fraud or error and are considered material if, individually or in the aggregate, they could reasonably be expected to influence the economic decisions of users taken on the basis of these financial statements. Explanation as to what extent the audit was considered capable of detecting irregularities, including fraud Irregularities, including fraud, are instances of non-compli- ance with laws and regulations. We design procedures in line with our responsibilities, outlined above, to detect ma- terial misstatements in respect of irregularities, including fraud. Our approach was as follows: > We obtained an understanding of the legal and regulatory frameworks that are applicable to the group and determined the most significant are those that relate to the reporting framework (IFRS, the Companies Act 2006) and the relevant tax compliance regulations in the jurisdictions in which the group operates. > We understood how Zaim Credit Systems plc is complying with those frameworks by making enquiries on management, the Company Secretary, and those responsible for legal and compliance procedures. We corroborated our enquiries through our review of board minutes, papers provided to the Audit Committee, discussion with the Audit Committee and any correspondence received from regulatory bodies. > We assessed the susceptibility of the group’s financial statements to material misstatement, including how fraud might occur by enquiring with management and the Audit Committee during the planning and execution phase of our audit. We considered the programs and controls that the group has established to address risks identified, or that otherwise prevent, deter and detect fraud and how senior management monitors those programs and controls. Where the risk was considered to be higher, we performed audit procedures to address each identified fraud risk including revenue recognition as discussed above. These procedures included testing manual journals and were designed to provide reasonable assurance that the financial statements were free from fraud or error. > Based on this understanding we designed our audit procedures to identify non-compliance with such laws and regulations identified in the paragraphs above. Our procedures involved journal entry testing, with a focus on manual journals and journals indicating large or unusual transactions based on our understanding of the business; enquiries of the Company Secretary and management; and focused testing, as referred to in the key audit matters section above. Our audit procedures were designed to respond to risks of material misstatement in the financial statements, recog- nising that the risk of not detecting a material misstate- ment due to fraud is higher than the risk of not detecting one resulting from error, as fraud may involve deliberate concealment by, for example, forgery, misrepresentations or through collusion. There are inherent limitations in the audit procedures performed and the further removed non-compliance with laws and regulations is from the events and transactions reflected in the financial state- ments, the less likely we are to become aware of it. A further description of our responsibilities for the audit of the financial statements is located on the Financial Reporting Council’s website at https://www.frc.org.uk/ auditorsresponsibilities. This description forms part of our auditor’s report. Other matters which we are required to address We were initially appointed by the board on 23 October 2019 to audit the financial statements for the period ending 31 December 2018. Our total uninterrupted period of engagement is 3 years, covering the periods ending 31 December 2018 to 31 December 2020. The non-audit services prohibited by the FRC’s Ethical Standard were not provided to the group or the parent company and we remain independent of the group and the parent company in conducting our audit. Our audit opinion is consistent with the additional report to the audit committee. Use of our report This report is made solely to the company’s members, as a body, in accordance with Chapter 3 of Part 16 of the Companies Act 2006. Our audit work has been undertaken so that we might state to the company’s members those matters we are required to state to them in an auditor’s report and for no other purpose. To the fullest extent permitted by law, we do not accept or assume responsibil- ity to anyone other than the company and the company’s members as a body, for our audit work, for this report, or for the opinions we have formed. BENJAMIN BIDNELL For and on behalf of SHIPLEYS LLP, Chartered Account- ants and Statutory Auditor 10 Orange Street, Haymarket, London, WC2H 7DQ 29 April 2021 Consolidated Statement of Financial Position as at 31 December 2020 (in British pounds sterling) Company Registered number 11418575 Note 2020 2019 Assets Cash and cash equivalents Loans to customers Property and equipment Right-of- use assets under lease agreements Other assets Total assets Liabilities Loans received Lease liabilities Other liabilities Total liabilities Equity Charter capital Shares to be issued Reserve Additional capital Foreign currency translation reserve Merger reserve Share options reserve Accumulated deficit Total equity Total liabilities and equity 5 6 7 8 9 7 10 11 26 11,25 11 11, 26 11 11 640,871 1,269,313 5,677 297,925 251,297 2,465,083 735,646 347,216 823,830 1,906,692 4,369,750 800,000 6,078,128 4,390,225 22,964,800 218,099 1,582,751 786,346 11,967 2,549,233 222,117 5,152,414 742,603 2,555,648 664,905 3,963,156 4,369,750 - 6,078,128 4,457,788 23,764,800 166,883 (38,262,611) (37,648,092) 558,391 2,465,083 1,189,258 5,152,414 SIRO DONATO CICCONI, Chief Executive Officer SIMON JAMES RETTER, Finance Director 29 April 2021 56 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 57 Company Statement of Financial Position as at 31 December 2020 (in British pounds sterling) Company Registered number 11418575 Net loss Note 2020 (614,519) 2019 (891,589) Assets Cash and cash equivalents Other assets Investment in Subsidiary Total assets Liabilities Other liabilities Total liabilities Equity Charter capital Shares to be issued Reserve Additional capital Share options reserve Accumulated deficit Total equity Total liabilities and equity Note 2020 2019 5 8 1 10 11 26 11 12 161,163 126,477 10,096,089 10,383,729 1,310,655 68,122 8,705,663 10,084,440 186,739 186,739 162,666 162,666 4,369,750 800,000 6,078,128 218,099 (1,268,987) 10,196,990 10,383,729 4,369,750 6,078,128 166,883 (692,987) 9,921,774 10,084,440 Net other comprehensive income that may be reclassified to profit or loss Foreign exchange differences arising on translation into presentation currency Total comprehensive expense (67,563) (682,083) (39,942) (931,531) Earnings per share 11 Basic, loss for the year attributable to ordinary equity holders of the parent Diluted, loss for the year attributable to ordinary equity holders of the parent 0.14p 0.14p 0.77p 0.77p Consolidated Statement of Changes in Equity for the Year Ended 31 December 2020 (in British pounds sterling) Balance at 31 December 2018 Reverse acquisition in 2019 Comprehensive loss for 2019 Share-based payments Charter capital 2,492,363 1,877,387 - - Balance at 31 December 2019 4,369,750 Shares to be issued Reserve Additional capital Foreign currency translation reserve (FCTR) Merger reserve Share options reserve Accumulated deficit Total equity - - - - - 29,122,880 (23,044,752) - - 4,497,731 - - 23,764,800 (39,942) - - - - (36,689,833) (66,670) (576,859) 2,530,765 (891,589) (931,531) - - 166,883 - 166,883 6,078,128 4,457,788 23,764,800 166,883 (37,648,092) 1,189,258 The above Company Statement of Financial Position should be read in conjunction with the accompanying notes, the loss for the period was £ 576,000 (2019:£ 626,317). As permitted by section 408 of the Companies Act 2006, the statement of comprehensive income of the Parent Company is not presented as part of these Financial Statements. The Financial Statements were authorised for issue by the Board of Directors on 7 April 2021 and were signed ON ITS BEHALF SIRO DONATO CICCONI, Chief Executive Officer SIMON JAMES RETTER, Finance Director Consolidated Statement of Profit or Loss and Other Comprehensive Income for the Year Ended 31 December 2020 (in British pounds sterling) Note 2020 2019 Interest income Interest expenses Interest expense – lease liabilities Net interest income Allowance for ECL/impairment of loans to customers Net interest income after allowance for ECL/impairment of loans to customers Gains less losses from dealing in foreign currency Other operating income Operating income Staff costs Charge for share based options Operating expenses Costs of IPO Deemed cost of listing Loss before income tax Income tax expense 58 АNNUAL REPORT 2020 13 13 6,8,15 14 16 17 12 18 18 26 19 4,857,496 (12,835) (92,442) 4,752,218 (1,790,718) 2,961,501 (189,127) 590,502 3,362,875 (1,810,443) (51,216) (2,115,735) - - (614,519) - 3,940,747 (28,018) (243,281) 3,669,448 (231,681) 3,437,767 95,497 790,554 4,323,818 (2,006,265) (166,883) (2,523,112) (369,146) (150,000) (891,589) - Comprehensive loss for 2020 Contingent consideration Share-based payments - - - - 800,000 - - - - (67,563) - (800,000) - - - 51,216 - - (614,519) (682,083) - - - 51,216 Balance at 31 December 2020 4,369,750 800,000 6,078,128 4,390,225 22,964,800 218,099 (38,262,611) 558,391 Company Statement of Changes in Equity for the Year Ended 31 December 2020 (in British pounds sterling) Shares to be issued Reserve Additional capital Accumulated deficit Share options reserve Balance at 31 December 2018 Issue during the year Expenses on issue of shares Comprehensive loss for 2019 Share-based payments Charter capital 60,000 4,309,750 - - - Balance at 31 December 2019 4,369,750 Comprehensive loss for 2020 Contingent consideration Share-based payments - - - - - - - - - - 800,000 - - 6,406,699 (328,570) - - (66,670) - - (626,317) - 6,078,128 (692,987) - - - (576,000) - - Balance at 31 December 2020 4,369,750 800,000 6,078,128 (1,268,987) Consolidated Statement of Cash Flows for the year ended 31 December 2020 (in British pounds sterling) Cash flows from operating activities Interest received Interest paid Gains less losses from dealing in foreign currency Other operating income Staff costs Operating expenses Total equity (6,670) 10,716,449 (328,570) (626,317) 166,883 9,921,774 (576,000) 800,000 51,216 10,196,990 - - - - 166,883 166,883 - - 51,216 218,099 2020 2019 4,219,635 (105,273) (7,460) 559,981 (1,854,393) (1,226,365) 2,332,339 (400,142) (9,448) 198,600 (2,005,236) (1,440,487) Cash flows from/(used in) operating activities before changes in operating assets and liabilities 1,586,125 (1,324,373) LEADING FINTECH COMPANY 59 Net (increase)/decrease in operating assets Loans to customers Other assets Net decrease in operating liabilities Other liabilities Net cash flows from operating activities Cash flows from investing activities Purchases of property and equipment Net cash flows from investing activities Cash flows from financing activities Repayment of lease liabilities Loans received Repayment of loans received Issue of ordinary shares (including share premium) Share issue costs Net cash flows from financing activities Effect of exchange rate changes on cash and cash equivalents Net change in cash and cash equivalents Cash and cash equivalents at the beginning of the year Cash and cash equivalents at the end of the year (Note 5) Company Statement of Cash Flows for the year ended 31 December 2020 (in British pounds sterling) Cash flows from operating activities Loss for the period Correction for non-cash transaction (charge for share options granted) 2020 2019 (1,848,483) (109,063) 57,357 (314,064) - - (536,120) 259,266 (259,266) - - (536,120) (91,696) (941,880) 1,582,751 640,871 1,259,013 4,126 162,957 101,723 (2,130) (2,130) (1,389,284) 653,530 (653,530) 2,716,449 (328,570) 998,594 30,015 1,128,202 454,549 1,582,751 2020 2019 (576,000) 51,216 (626,317) 166,883 Cash flows from/(used in) operating activities before changes in operating assets and liabilities (524,784) (459,433) Adjustments for Increase in trade and other receivables, VAT Increase in trade and other payables Cash generated from operations Net cash flows used in operating activities Cash flows from investing activities Investment in Subsidiary Net cash flows from investing activities Cash flows from financing activities Issue of ordinary shares (including share premium) Share issue costs Net cash flows from financing activities Net change in cash and cash equivalents Cash and cash equivalents at the beginning of the year Cash and cash equivalents at the end of the year (Note 5) (58,355) 24,073 (8,122) 95,995 (559,066) (559,066) (371,560) (371,560) (590,426) (590,426) (705,663) (705,663) - - - (1,149,492) 1,310,655 161,163 2,716,449 (328,570) 2,387,878 1,310,655 - 1,310,655 Notes to the financial statements for the year ended 31 December 2020 1. Principal Activities of the Group The principal activity of Zaim Credit Systems plc (“the Company”) and its subsidiary Zaim-Express, LLC (together “the Group”) is the issuance of microloans to individu- als (retail customers). The Company was incorporated as Agana Holdings Plc and registered in England and Wales on 15 June 2018 as a public limited company with company registration number 11418575 and LEI, 213800Z4MI9KSZA2VW72 and on 22 July 2019 the Company changed its name to Zaim Credit Systems Plc The organizational structure of Group: On 18 September 2019 the Company acquired the entire issued share capital of Zaim-Express LLC. The Company is now the holding company of a Russian based finan- cial services company Zaim-Express LLC (Subsidiary), so the main function of the Company is to provide holding company services and undertake management of their listed activities on the stock exchange. These business combinations in 2019 was stated in consolidated financial statements as reverse acquisitions under IFRS 3. The name of Subsidiary Zaim-Express LLC Country of registration Russia The share votes of the Company 31.12.2020 100% 31.12.2019 100% The Subsidiary’s principal activity is the issuance of microloans through its network of branches in Rus- sian cities (mainly – in Moscow and Moscow region, St. Petersburg). The Subsidiary was entered in the state register of microfinance organisations on 29 August 2011, registration number 2110177000440. The Subsidiary's assets and liabilities are located in the Russian Federa- tion. The average number of Subsidiary’s employees is as follows: The average number of Subsidiary’s employees, by groups Central office Call center Other spesialists Total average number of employees The average number of parent Company’s employees (directors) is as follows: The average number of parent Company’s employees Directors 2020 47 22 143 212 2020 5 2019 42 23 208 273 2019 3 As at 31 December 2020, the main shareholder of the Company is Zaim Holdings SA (with a 73.23% equity hold- ing; 31 December 2019 - with a 73.23% equity holding). The ultimate controlling party of the Group is an individual - Mr. Siro Donato Cicconi (Director). 2. Operating Environment of the Group General The economy of the Russian Federation continues to demonstrate certain characteristics of an emerging market. They include, in particular, inconvertibility of the Russian rouble in most countries outside of Russia and relatively high inflation. The current Russian tax, currency and customs legislation is subject to various interpre- tations and frequent changes. The country's economy depends on oil and gas prices. Russia continues to de- velop the legal, tax and administrative infrastructure to meet the market economy requirements. The economic reforms implemented by the government are aimed at modernization of the Russian economy, development of high-tech production, improvement of labour productivi- ty and competitiveness of the Russian products on the global market. 60 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 61 Due to the consequences of the coronavirus pandemic in 2020, Russia faced the forced introduction of quarantine measures, the closure of enterprises and borders, and a sharp collapse in oil prices. At the same time, the eco- nomic downturn was not so large-scale as in a number of other states. Experts believe that this is primarily the result of timely state support measures for businesses and the population. In addition, 2020 saw the Central Bank rate plunge to a record-low, significant fluctuations in exchange rates and surging demand in the real estate market. The collapse in oil prices that occurred in the spring had a negative impact on national budget reve- nues and the dynamics of the national currency. At the same time, the pandemic did not result in any fundamen- tal adverse changes in the Russian economy. In the second half of 2020, as the restrictive measures imposed due to the pandemic were lifted and eco- nomic activity recovered, the consumer credit market experienced an upturn, and microfinance volumes re- turned to the levels of the start of the year. Most of the MFI offices that were closed in the spring have resumed their work. In the context of restrictive measures that were introduced in April-May 2020 due to the deterio- ration of the pandemic situation, online sales channels and customer interaction began to play a special role in ensuring the continuity of MFI activities. Remote service channels will remain relevant in the future due to the pandemic and the continuing measures of social distanc- ing. An accelerated transition to online service may have a long-term effect and promote faster implementation of remote service channels. In general, the global and Russian economies are in the state of high uncertainty due to new lockdowns, but governments, central banks and businesses have already gained useful experience in dealing with the pandemic. The results of economic development in the 3rd and 4th quarters of 2020 in Russia and other countries showed potential for rapid recovery in the case of a declining epidemic threat. The financial system has demonstrated a fairly high degree of sustainability. According to the Central Bank of Russia, in the future, the risks associated with the solvency of the corporate sector will gradually become the highest on the agenda. Date 31 December 2020 31 December 2019 31 December 2018 31 December 2017 31 December 2016 During the quarantine period, the Group changed its business model to one of remote lending via the Internet. All operations necessary for the performance of this ac- tivity were carried out by the employees remotely, which allowed the Group to maintain regularity and continuity of business processes. Based on the analysis conducted, the Group‘s management believes that the expected recession will not have any significant negative impact on the Group's financial performance in the short term. The management of the Group believes it is taking all the necessary measures to support the sustainability and further development of the Group’s business operations in these circumstances. As at 31 December 2020, the CBR's key rate was 4.25% (31 December 2019: 6.25%). The future economic development of the Russian Fed- eration is largely dependent upon the effectiveness of economic measures, financial mechanisms and monetary policies adopted by the Government, together with tax, regulatory, and political developments. Inflation The Russian economy experiences relatively high levels of inflation. The inflation indices for the last five years are given in the table below: The year ended 31 December 2020 31 December 2019 31 December 2018 31 December 2017 31 December 2016 Inflation for the period 4.9% 3.0% 4.3% 2.1% 5.4% Foreign exchange transactions Foreign currencies, especially the US Dollar, Euro, and British pound sterling play a significant role in deter- mining economic parameters of many economic trans- actions carried out in Russia. The table below shows the CBR exchange rates of RUB relative to USD and EUR: USD 73.8757 61.9057 69.4706 57.6002 60.6569 EUR 90.6824 69.3406 79.4605 68.8668 63.8111 GBP 100.0425 81.146 88.2832 77.6739 74.5595 Management takes all necessary measures to ensure the sustainability of the Group's operations. However, the fu- ture impact of the current economic situation is difficult to predict and management's current expectations and estimates may differ from actual results. For the purpose of estimating expected credit losses, the Group uses forward-looking information, including projections of macroeconomic variables. The Group takes these forecasts into account when providing its best estimate of outcomes. However, as with any economic 62 АNNUAL REPORT 2020 forecast, the projections and likelihoods of their occur- rence are subject to a high degree of inherent uncertain- ty and therefore the actual outcomes may be signifi- cantly different from those projected. Note 6 provides additional information on how the Group incorporates forward-looking information in its expected credit loss models. Functional and presentation cur- rency The functional currency is the currency that mainly influences sales prices for goods and services (this will often be the currency in which sales prices for goods and services are denominated and settled) and which 3. Basis of Presentation General principles These consolidated financial statements of the Group are prepared in accordance with International Financial Reporting Standards (IFRSs). The Group maintains its re- cords in compliance with the applicable legislation of the United Kingdom. These financial statements have been prepared on the basis of those accounting records and adjusted as necessary in order to comply, in all material respects, with IFRSs. Going concern These consolidated financial statements reflect the Group management’s current assessment of the impact of the Russian business environment on the opera- tions and the financial position of the Group. The future economic direction of the Russian Federation is largely dependent upon the effectiveness of measures under- taken by the RF Government and other factors, including regulatory and political developments which are beyond the Group’s control. The Group’s management cannot predict what impact these factors will have on the Group’s financial position in future. As a result, adjust- ments related to this risk have not been included in the accompanying financial statements. As at 31 December 2020, the Group has an accumulat- ed deficit of GBP 38,262,611 (2019: GBP 37,648,092), and incurred a net loss of GBP 614,519 during the year ended 31 December 2020 (2019: GBP 891,589). The Group’s business activities together with the factors likely to affect its future development, performance and position are set out in the Chairman’s Statement on pag- es [4] and Chief Executive Review on page [6]. In addition note 3 to the Financial Statements includes the Group’s objectives, policies and processes for managing its cap- ital; its financial risk management objectives; details of mainly influences labour, material and other costs of providing goods or services (this will often be the curren- cy in which such costs are denominated and settled). The Group's functional currency is the Russian rouble. The presentation currency is the currency in which finan- cial statements are presented. The consolidated financial statements are presented in British pounds sterling. The reasons why the functional currency differs from the presentation currency are the consolidation of Subsidiary’s financial statements with the parent Company accounts which have been present- ed in GBP and investors' interests. its financial instruments and its exposure to credit and liquidity risk. The Financial Statements have been prepared on a going concern basis. In 2020, the Group changed its business model to one of remote lending via the Internet, which resulted in a significant decrease in fixed lease and staff costs and a decrease in the share of lending costs within total expenses. The Group is planning to optimize the net- work operation, including removal of loss-making outlets and enhancement of the Internet channel to attract customers. The Group is actively collecting overdue debts, inter alia, through legal action. Despite temporary suspension of judicial and enforcement proceedings during the COVID-19 pandemic, the proceeds from the loans of Stage 3 in 2020 increased by 87% compared to 2019. The CBR sets the minimum mandatory liquidity ratio at over 70%. The Subsidiary meets the mandatory liquidity ratio: as at 31 December 2020 - 153.74% (unaudited) and as at 31 December 2019 – 132.89% (unaudited). As a result of considerations noted above, the Directors have a reasonable expectation that the Group and Com- pany have adequate resources to continue in operational existence for the foreseeable future. Thus, they continue to adopt the going concern basis of accounting in pre- paring these Financial Statements. Basis of consolidation and business acquisitions On 18 September 2019 Company acquired the entire issued share capital of Zaim-Express (LLC) by way of a share for share exchange. The transaction was treated as a reverse acquisition and was accounted for using the merger accounting method as the entities were under common control before and after the acquisition. LEADING FINTECH COMPANY 63 A Subsidiary is an entity controlled by the Group. Control is achieved when the Group is exposed, or has rights, to variable returns from its involvement with the investee and has the ability to affect those returns through its power over the investee. The Group considers all relevant facts and circumstances in assessing whether it has power over an investee, including: > The contractual arrangement with the other vote holders of the investee. > Rights arising from other contractual arrangements. > The Group’s voting rights and potential voting rights. Consolidation of a subsidiary begins when the Group obtains control over the subsidiary and ceases when the Group loses control of the subsidiary. Assets, liabilities, income, and expenses of a subsidiary acquired or disposed of during the year are included in the consolidated financial statements from the date the Group gains control until the date the Group ceases to control the subsidiary. Other than for the acquisition of the Subsidiary as noted above, the Group uses the acquisition method of accounting to account for business combinations. The consideration transferred for the acquisition of a subsidiary is the fair value of the assets transferred, the liabilities incurred, and the equity interests issued by the Group. The consideration transferred includes the fair values as of any asset or liabil- ity resulting from a contingent consideration arrangement. Identifiable assets acquired and liabilities and contingent liabilities assumed in a business combination are measured initially at their fair values as at the acquisition date. Acqui- sition-related costs are expensed as incurred unless they result from the issuance of shares, in which case they are offset against the premium on those shares within equity. If an acquisition is achieved in stages, the acquisition date carrying the value of the acquirer’s previously held equity interest in the acquiree is remeasured to its fair value at the acquisition date through profit or loss. Any contingent consideration to be transferred by the fair value as at the Group is recognised at at the acquisition date. Subsequent changes to the fair value of the contin- gent consideration that is deemed to be an asset or a lia- bility is recognised in accordance with IFRS9 either in profit or loss or as a change in other comprehensive income. The unwinding of the discount on contingent consideration liabilities is recognised as a finance charge within profit or loss. Contingent consideration that is classified as equity is not remeasured, and its subsequent settlement is account- ed for within equity. The excess of the consideration transferred and the fair val- ue as at the acquisition date of any previous equity interest in the acquiree over the fair value of the Group’s share of the identifiable net assets acquired is recorded as goodwill. If this is less than the fair value of the net assets of the subsidiary acquired in the case of a bargain purchase, the difference is recognised directly in profit or loss. Inter-company transactions, balances and unrealised gains on transactions between Group companies are eliminated. Accounting policies of subsidiaries have been changed where necessary to ensure consistency with the policies adopted by the Group. Investments in subsidiaries are accounted for at cost less impairment. Subsidiaries and Acquisitions The consolidated financial statements incorporate the financial statements of the the Company and entities controlled by the Company (its subsidiaries) made up to 31 December each year. Control is recognised where an investor is expected, or has rights, to variable returns from its investment with the investee, and has the ability to affect these returns through its power over the investee. Based on the circumstances of the acquisition an assessment will be made as to whether the acquisition represents an acquisition of an asset or the acquisition of business. In the event of a business acquisition, the assets, liabilities and contingent liabilities of a subsidiary are measured at their fair value at the date of acquisition. Any excess of the cost of the acquisition over the fair values of the identifiable net assets acquired is recognised as a “fair value” adjustment. If the cost of the acquisition is less than the fair value of the net assets of the subsidiary acquired, the difference is recognised directly in profit or loss. In the event of an asset acquisition assets and liabilities are assigned a carrying amount based on relative fair value. The results of subsidiaries acquired or disposed of during the year are included in the statement of comprehensive income from the effective date of acquisition or up to the effective date of disposal, as appropriate. Where necessary, adjustments are made to the financial statements of subsidiaries to bring the accounting policies into line with those used by the Group. Contingent consideration as a result of business acquisi- tions is included in the cost at its acquisition date assessed value and, in the case of contingent consideration classified as a financial liability, remeasured subsequently through profit and loss Critical Accounting Estimates and Judgments in Applying Accounting Policies The Group makes estimates and assumptions that affect the amounts recognised in the financial statements and the carrying amounts of assets and liabilities in the next finan- cial year. Judgements that have the most significant effect on the amounts recognised in the financial statements and estimates that can cause a significant adjustment to the carrying amount of assets and liabilities in the next financial year include: Fair value of financial instruments. Information on the fair value of financial instruments measured on the basis of assumptions that use observable market prices is disclosed in Note 23. ECL measurement. Calculation and measurement of ECLs is an area of significant judgement, and involves methodology, models and data inputs. The methodology used by the Group for assessment of expected credit losses is disclosed in Note 6. The following components of ECL calculation have a major impact on the allowance for ECLs: default definition, significant increase in credit risk (SICR), probability of default (PD), exposure at default (EAD), loss given default (LGD), macro-models and scenario analysis for impaired loans. The Group regularly reviews and validates models and inputs to the models to reduce any differences between expected credit loss estimates and actual credit loss experience. Significant increase in credit risk (SICR). In order to deter- mine whether there has been a significant increase in credit risk, the Group compares the risk of a default occurring over the expected life of a financial instrument at the reporting date with the risk of default at the date of initial recognition. IFRS 9 requires an assessment of relative increases in credit risk rather than the identification of a specific level of credit risk at the reporting date. In this assessment, the Group considers a range of indicators, including behavioural indi- cators based on historical information as well as reasonable and supportable forward-looking information available with- out undue cost and effort. The most significant judgments include identifying behavioural indicators of increases in credit risk prior to default and incorporating appropriate forward-looking information into the assessment, either at an individual instrument, or on a portfolio level. Due to the coronavirus pandemic, the Group updated the prospective information used in the models intended for the assessment of expected credit losses and reassessed the Probability of default during the 12 months for adequate reflection of the uncertainties caused by the decrease in market prices and the spread of the COVID-19 pandemic, taking into account: > GDP drop and decline in income of individuals due to restricted economic activity; > state support measures; > real wage level; > real disposable income of the population. Determining business model and applying SPPI test. In de- termining the appropriate measurement category for debt financial instruments, the Group applies two approaches: a business model assessment for managing the assets and the SPPI test based on contractual cash flow characteristics on initial recognition to determine whether they are solely payments of principal and interest. The business model assessment is performed at a certain level of aggregation, and the Group will need to apply judgement to determine the level at which the business model condition is applied. The assessment of the SPPI criterion performed on initial recognition of financial assets involves the use of significant estimates in quantitative testing and requires considerable judgement in determining whether quantitative testing is required, what scenarios are reasonably possible and should be considered and in interpreting the outcomes of quanti- tative testing (i.e. determining what represents a significant difference in cash flows). Substantial modification of financial assets. When the contractual terms of financial assets are modified (e.g. renegotiated), the Group assesses whether the modifica- tion is substantial and should result in derecognition of the original asset and recognition of a new asset at fair value. This assessment is based primarily on qualitative factors described in the relevant accounting policy and requires significant judgment. Recognition of a deferred tax asset. The recognised de- ferred tax asset represents the amount of income tax that can be offset against future income taxes and is recognised in the statement of financial position. A deferred tax asset is recognized only to the extent that realisation of the related tax benefit is probable. The future taxable profits and the amount of tax benefits that are probable in the future are based on medium-term forecasts prepared by manage- ment. Changes in accounting policies The revised standards presented below became mandatory for the Group since 1 January 2020, but had no material impact on the Group: For the reporting periods beginning on or after 1 January 2020, the amendments to the standards presented below shall be effective: > Amendments to IAS 1 Presentation of Financial Statements and IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors – Definition of Material > Amendments to IFRS 3 Business Combinations – Definition of a Business; > Amendments to References to the Conceptual Framework in IFRS Standards; > Amendments to IFRS 9 “Financial Instruments”, IAS 39 “Financial Instruments: Recognition and Measurement” and IFRS 7 “Financial Instruments: Disclosures” (issued on 26 September 2019) that provide temporary relief from specific hedge accounting requirements to hedging relationships directly affected by the IBOR reform. 64 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 65 The above amendments to the standards had no material impact on the financial statements. The IASB issued a number of standards and amendments to them that will become effective in the next reporting periods and will not be early applied by the Group. The most significant ones are as follows: > Amendments to IFRS 16 Leases – COVID-19-related Rent Concessions (effective for annual periods beginning on or after 1 June 2020); > Interest Rate Benchmark Reform and its Effects on Financial Reporting – Phase 2 (effective on 1 January 2021); > Annual Improvements to IFRSs - 2018-2020 cycle of amendments (effective on 1 January 2022); > Amendments to IAS 16 Property, Plant and Equipment – Proceeds before Intended Use (effective on 1 January 2022); > Amendments to IAS 37 Provisions, Contingent Liabilities and Contingent Assets – Onerous Contracts – Cost of Fulfilling a Contract (effective on 1 January 2022); > IFRS 17 Insurance Contracts (effective on 1 January 2023); > Amendments to IAS 1 Presentation of Financial Statements and IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors – Classification of Liabilities as Current or Non-Current (effective on 1 January 2023); Unless otherwise described above, the new standards and interpretations are not expected to significantly impact the Group's financial statements. 4. Summary of Significant Accounting Policies Fair value measurement The fair value is the price that would be received when selling an asset, or paid to transfer a liability in an order- ly transaction in the principal (or most advantageous) market at the measurement date under current market conditions (i.e. an exit price) regardless of whether that price is directly observable or estimated using another valuation technique. All assets and liabilities for which a fair value is recog- nised or disclosed are categorised within the fair value hierarchy, described as below, based on the lowest level input that is significant to the fair value measurement as a whole: > Level 1 — quoted market prices in an active market (that are unadjusted) for identical assets or liabilities; > Level 2 — valuation techniques for which the lowest level input that is significant to the fair value measurement is directly or indirectly observable; > Level 3 — valuation techniques for which the lowest level input that is significant to the fair value measurement is unobservable. For assets and liabilities that are remeasured in the financial statements at fair value on a recurring basis, the Group determines whether transfers have occurred between the Levels in the hierarchy by re-assessing categorisation (based on the lowest level input that is significant to the fair value measurement as a whole) at the end of each reporting period. For the purpose of fair value disclosures, the Group has determined classes of assets and liabilities on the basis of the nature, characteristics and risks of 66 АNNUAL REPORT 2020 the asset or liability and the level of the fair value hierarchy as explained below (Note 23). Cash and cash equivalents Cash and cash equivalents comprise cash on hand, current accounts and deposits with banks with original maturity of three months or less. Cash and cash equivalents are stated at amortised cost in the statement of financial position. Financial instruments Key measurement terms Depending on their classification, financial instruments are carried at fair value or amortised cost, as described below. Fair value is the price that would be received when selling an asset, or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value measurement assumes that the transaction to sell the asset or transfer the liability takes place in the principal market for the asset or liability or, in the absence of a principal market, the most advantageous market for the asset or lia- bility. Fair value is the current bid price for financial assets or current ask price for financial liabilities. Amortised cost is the amount at which the financial asset or financial liability is measured at initial recognition minus prin- cipal repayments, plus or minus the cumulative amortisation using the effective interest method of any difference between that initial amount and the maturity amount, and for financial assets, adjusted for any loss allowance. The gross carrying amount of a financial asset is the am- ortised cost of a financial asset, before adjusting for any expected credit loss allowance. The effective interest method is a method of calculating the amortised cost of a financial asset or a financial liability and of allocating or recognising the interest income or interest expense over the relevant period. The effective interest rate is the rate that exactly discounts estimated future cash payments or receipts over the expected life of the financial asset or financial liabili- ty to the gross carrying amount of the financial asset or to the amortised cost of a financial liability. When calculating the effective interest rate, the Group shall estimate cash flows considering all contractual terms of the financial instrument but shall not consider future credit losses. The calculation includes all fees and points paid or received between parties to the contract that are an integral part of the effective interest rate, transac- tion costs, and all other premiums or discounts. There is a presumption that the cash flows and the expected life of a group of similar financial instruments can be estimated reliably. However, in those rare cases when it is not possible to estimate reliably the cash flows or the expected life of a financial instrument, the Group shall use the contractual cash flows over the full contractual term of the financial instrument. Initial recognition of financial instruments The Group recognises financial assets and financial liabilities in its statement of financial position when it becomes a party to the contractual obligations of the respective financial instrument. The regular way the purchase and sale of the financial assets and liabilities is recognised is by using settlement date accounting. Classification and measurement of financial instruments The Group classifies financial assets into the following categories: > financial assets at fair value through profit or loss; > financial assets at fair value through other comprehensive income; > financial assets measured at amortised cost. Classification and subsequent measurement of debt financial assets depends on: 1) the business model used by the Group to manage the asset; and 2) characteristics of cash flows on the asset. The business model is determined for a group of assets (on a portfolio basis) based on all relevant evidence of activities that the Group intends to undertake to achieve the objective set out for the portfolio available as at the measurement date. Loans to customers meeting the SPPI criterion are held for the purpose of collecting contractual cash flows and are carried at amortised cost. Reclassifications Financial assets are not reclassified after initial recogni- tion unless the Group has changed its business model for managing financial assets. Financial liabilities are not reclassified after initial recog- nition. Derecognition A financial asset is derecognised where: > the rights to receive cash flows from the asset have expired; > the Group has transferred its rights to receive cash flows from the asset, or retained the right to receive cash flows from the asset, but has assumed an obligation to pay them in full without material delay to a third party; > the Group either has transferred substantially all the risks and rewards of the asset or has neither transferred nor retained substantially all the risks and rewards of the asset but has transferred control of the asset. If the transferee has no practical ability to sell the asset in its entirety to an unrelated third party without needing to impose additional restrictions on the transfer, the entity has retained control. A financial liability is derecognised when the obligation under the liability is discharged or cancelled or expires. Loans to customers Based on cash flow characteristics, the Group classifies loans and advances to customers into the measurement category: 1. at amortised cost: loans held to collect contractual cash flows, if these cash flows are SPPI and are not clas- sified at fair value through profit or loss, are measured at amortised cost; Loans to customers are recorded when cash is advanced to borrowers. Impairment of loans at amortised cost or at FVOCI is assessed using a forward-looking ECL model. The Group does not acquire loans from third parties. Impairment of financial assets: ECL allowance The Group assesses, on a forward-looking basis, the ECL for debt instruments measured at amortised cost and FVOCI and for the exposures arising from credit related commitments and financial guarantee contracts. The Group measures ECL LEADING FINTECH COMPANY 67 and recognises credit loss allowances at each reporting date. The measurement of ECL reflects: I. an unbiased and probability weighted amount that is determined by evaluating a range of possible outcomes, II. time value of money, and III. all reasonable and supportable information that is available without undue cost and effort at the reporting date about past events, current conditions and forecasts of future economic conditions. Debt instruments measured at amortised cost are presented in the statement of financial position net of the ECL allow- ance. The Group applies a three-stage model for impairment, based on changes in credit quality since initial recognition, in accordance with IFRS 9. I. A financial instrument that is not credit-impaired on initial recognition is classified into Stage 1. Financial assets in Stage 1 have their ECL measured at an amount equal to the portion of lifetime ECL that results from default events possible within the next 12 months (12m ECL). II. If the Group identifies a significant increase in credit risk (SICR) since initial recognition, the asset is transferred to Stage 2 and its ECL is measured based on a lifetime basis (lifetime ECL). Refer to Note 3 for a description of how the Group determines when a SICR has occurred. III. If the Group determines that a financial asset is credit- impaired, the asset is transferred to Stage 3 and its ECL is measured as a lifetime ECL. Assets that are more than 60 days past due are considered to be defaulted. For financial assets that are purchased or originated cred- it-impaired (POCI assets), the ECL is always measured as a lifetime ECL. Note 6 provides information about inputs, assumptions and estimation techniques used in measuring ECL, including an explanation of how the Group incorporates forward-looking information in the ECL models. Modification of financial assets Sometimes the Group reviews or otherwise modifies the contractual terms of financial assets. The Group estimates that the modification of contractual cash flows is significant taking into account, among other factors: the existence of new contractual terms that indicate a significant change in interest rates, which have a significant effect on the credit risk associated with the asset, a significant extension of the loan term in cases where the borrower is in financial difficulty. If the modified terms significantly differ so that the rights to cash flows from the original asset are deemed expired, the Group derecognizes the original financial asset and 68 АNNUAL REPORT 2020 recognizes the new asset at fair value. The date of renego- tiation is considered to be the date of initial recognition for impairment calculation purposes, including determination of whether credit risk has increased significantly. The Group also evaluates the compliance of the new loan with the criterion of making payments solely against principal and interest. In situations where the renegotiation was caused by the debt- or's financial difficulties and inability to make the originally agreed payments, the Group assesses whether the modified loan is considered impaired on initial recognition. The differ- ence in the carrying amount is recognised in profit or loss. If the conditions of the modified asset do not differ signifi- cantly, the modification does not result in derecognition. The Group restates its gross carrying amount based on revised cash flows by discounting the modified cash flows at the original effective interest rate (or credit-adjusted effective interest rate for purchased or originated credit-impaired fi- nancial assets) and recognises a gain or loss on modification in profit or loss. Loans received Loans received include loans received from the participant and are carried at amortised cost. Property and equipment Property and equipment are stated at cost, less accumulated depreciation and impairment allowance. At the end of the reporting period the Group assesses wheth- er there is any an indication of impairment of property and equipment. If such an indication exists, the Group estimates the recoverable amount, which is determined as the higher of an asset’s fair value less costs to sell or its value in use. Where the carrying amount of property and equipment is greater than their estimated recoverable amount, it is written down to their recoverable amount and the difference is charged as impairment loss to the statement of profit or loss and other comprehensive income. Gains and losses on disposal of property and equipment are determined by reference to their carrying amount and recorded as operating expenses in the statement of profit or loss and other comprehensive income. Repairs and maintenance are charged to the statement of profit or loss and other comprehensive income when the expense is incurred. Depreciation Depreciation of an asset begins when it is available for use. Depreciation is charged on a straight-line basis over the following useful lives of the assets: > Equipment – 2- 7 years. Lease The Group classifies its lease agreements as finance or operating leases. The right-of-use asset and the lease liability are recog- nized by the lessee at the lease commencement date. The original cost of the right-of-use asset includes the following: > the amount of the initial measurement of the lease liability; > lease payments at or before the lease commencement date less any > lease incentives received; > any initial direct costs incurred by the Group; and > an estimate of costs to be incurred by the lessee in dismantling, removing, restoring the site or restoring the underlying asset to the condition required by terms of the lease, unless those costs are incurred to produce inventories. The right-of-use asset shall be amortised on a straight- line basis over the shorter of the asset's useful life and the lease term. At the lease commencement date, the Group measures the lease liability at the present value of the lease pay- ments that have not yet been made at that date. Lease payments shall be discounted using the interest rate implicit in the lease if that rate can be easily determined. If such rate cannot be easily determined, the Group uses the incremental borrowing rate at the lease commence- ment date. If finance lease agreements provide for lease extension options, the Group plans to use these options for 3 years. At the lease commencement date, lease payments that are included in the measurement of the lease liability consist of the following payments for the right to use the underlying asset during the lease term that have not yet been made at the lease commencement date: > fixed payments (including in-substance fixed payments) less any lease incentives receivable; > variable lease payments that depend on an index or rate, initially measured using an index or a rate as at the lease commencement date; > the amounts expected to be payable by the lessee under the residual value guarantees; > the exercise price of a purchase option that the lessee is reasonably certain to exercise; and > payments of penalties for terminating the lease, if the lease term reflects the lessee exercising an option to terminate the lease. After initial recognition, the right-of-use assets related to property, plant and equipment shall be measured by the Group using the historical cost model less accumulated depreciation and accumulated impairment losses. A right-of-use asset shall be assessed for impairment at the end of each reporting year in accordance with IAS 36 Impairment of Assets. After initial recognition, the lease liability shall be in- creased by the amount of accrued interest and de- creased by the amount of lease payments paid. The carrying amount of the lease liability shall be remeasured, if there is a change in future lease payments resulting from changes in an index or a rate, there is a change in the amounts expected to be payable under a residual value guarantee, or, as appropriate, there is a change in the assessment of whether it is reasonably certain that the purchase option or the lease extension option will be exercised, or that the lease termination option will not be exercised. The lease liability shall be remeasured to reflect changes in lease payments. When determining the lease term, the following periods shall be considered, as well as the Group's management's assessment of the probability that lease extension op- tions and lease termination options will be exercised: > the non-cancellable period of lease not subject to early termination; > periods covered by an extension option if exercise of that option by the lessee is reasonably certain; > periods covered by a termination option if the lessee is reasonably certain not to exercise that option. As at the reporting date, right-of-use assets are disclosed in the "Right-of-use assets" line item of the statement of financial position. Lease liabilities are disclosed in the "Lease liabilities" line item of the statement of financial position. Finance costs are disclosed in the "Interest expense - lease liabilities" line item of the statement of profit or loss and other comprehensive income to provide a fixed periodic interest rate on the remaining lease lia- bility for each period. Depreciation of right-of-use assets is disclosed in the "Operating expenses" line item in the statement of profit or loss and other comprehensive income. The cash outflow on the lease interest repaid is disclosed in the “Cash from operating activities” section of the statement of cash flows, and the amount of cash paid to repay the principal is disclosed in the “Cash from financing activities” section of the statement of cash flows. LEADING FINTECH COMPANY 69 Operating lease - the Group as lessee A lease is classified as an operating lease if it does not transfer substantially all the risks and rewards inciden- tal to ownership. The underlying asset is classified as a low-value asset based on professional judgement. Payments for short-term leases and low-value asset leases are recognised as expenses on a straight-line basis over the lease term and included into operating expenses in the statement of profit or loss and other comprehensive income. A short-term lease has a lease term of 12 months or less. Low-value assets represent leased property with the value not exceeding the value limit determined by the Group’s accounting policy. Lease payments under short-term leases or leases where the underlying asset is of low value are recognized as an expense over the lease term. Provisions Provisions are recognised when the Group has a present legal or constructive obligation as a result of past events, and it is probable that an outflow of resources embod- ying future economic benefits will be required to settle the obligation, and a reliable estimate of the amount of the obligation can be made. Taxation The income tax charge/recovery comprises current tax and deferred tax and is recorded in the statement of profit or loss and other comprehensive income. Income tax expense is recorded in the financial statements in accordance with the applicable legislation of the Russian Federation. Current tax is calculated on the basis of the estimated taxable profit for the year, using the tax rates enacted during the reporting period. Current tax is the amount expected to be paid to or recovered from the taxation authorities in respect of tax- able profits or losses for the current or prior periods. Tax amounts are based on estimates if financial statements are authorised prior to filing relevant tax returns. Deferred income tax is provided using the balance sheet liability method for tax losses carried forward and temporary differences arising between the tax bases of assets and liabilities and their carrying amounts for financial statement purposes. Income and expense recognition Interest income and expense are recorded in the state- ment of profit or loss and other comprehensive income for all debt instruments on an accrual basis using the ef- fective interest method. The effective interest method is a method of calculating the amortised cost of a financial asset or a financial liability and of allocating the interest income or interest expense over the relevant period. The effective interest rate is the rate that exactly discounts estimated future cash payments or receipts over the expected life of the financial instrument to the net car- rying amount of the financial asset or financial liability. When calculating the effective interest rate, the Group estimates cash flows considering all contractual terms of the financial instrument but does not consider future credit losses. The calculation includes all commissions and fees paid or received by the parties to the contract that are an integral part of the effective interest rate, transaction costs, and all other premiums or discounts. When loans become doubtful of collection, they are written down to their recoverable amounts and interest income is thereafter recognised based on the rate of interest that was used to discount the future cash flows for the purpose of measuring the recoverable amount. Employee benefits and social insurance contributions The Group pays social insurance contributions predomi- nantly in the Russian Federation. Social insurance contri- butions are recorded on an accrual basis and comprise contributions to the Russian Federation state pension, social insurance, and obligatory medical insurance funds in respect of the Group’s employees. The Group does not have pension arrangements separate from the state pension system of the Russian Federation. Wages, salaries, contributions to the Russian Federation state pension and social insurance funds, paid annual leaves and paid sick leaves, bonuses and non-monetary benefits are accrued as the Group’s employees render the related service. Foreign currency (a) Transactions and balances Foreign currency transactions are translated into the functional currency using the exchange rates prevailing at the dates of the transactions or valuation where such items are re-measured. Foreign exchange gains and losses resulting from the settlement of such transac- tions and from the translation at year-end exchange rates of monetary assets and liabilities denominated in foreign currencies are recognised in profit or loss. Gains and losses on purchase and sale of foreign curren- cy are determined as a difference between the selling price and the carrying amount at the date of the trans- action. (b) Group companies The results and financial position of all the Group’s en- tities that have a functional currency different from the presentation currency are translated into the presenta- tion currency as follows: 1. assets and liabilities for each statement of financial position presented are translated at the closing rate at the date of the statement of financial position; 2. each component of profit or loss is translated at average exchange rates during the accounting period (unless this average is not a reasonable approximation of the cumulative effect of the rates prevailing on the trans- action dates, in which case income and expenses are translated at the dates of the transactions); and 3. all resulting exchange differences are recognised in other comprehensive income. 5. Cash and Cash Equivalents Group Cash on hand Accounts with other banks Total cash and cash equivalents Company Cash on hand Accounts with other banks Total cash and cash equivalents 2020 30,811 610,060 640,871 2020 - 161,163 161,163 2019 84,098 1,498,653 1,582,751 2019 - 1,310,655 1,310,655 As at 31 December 2020, the Group has 2 counterparties (2019: 2 counterparties) with balances exceeding 10% of total cash and cash equivalents in the amount of GBP 524,431 (2019: GBP 1,310,655). The table below presents the credit quality analysis of cash and cash equivalents based on credit risk levels as at 31 December 2020. Group Minimum credit risk Total cash and cash equivalents, less cash on hand Company Minimum credit risk Total cash and cash equivalents, less cash on hand Accounts with other banks 610,060 610,060 Accounts with other banks 161,163 161,163 Total 610,060 610,060 Total 161,163 161,163 The table below presents the credit quality analysis of cash and cash equivalents based on credit risk levels as at 31 December 2019. Group Minimum credit risk Total cash and cash equivalents, less cash on hand Company Minimum credit risk Total cash and cash equivalents, less cash on hand Accounts with other RF banks 1,498,653 1,498,653 Accounts with other RF banks 1,310,655 1,310,655 Total 1,498,653 1,498,653 Total 1,310,655 1,310,655 For the purpose of assessing expected credit losses, cash and cash equivalent balances are included in Stage 1. The expected credit losses on these balances represent insignificant amounts, therefore, the Group does not create an ECL allowance for cash and cash equivalents. 70 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 71 Below is the credit quality analysis of cash and cash equivalents as at 31 December 2020 in accordance with ratings of international agencies: Group Fitch A+ Fitch BB S&P from BB- to BB+ No ratingassigned Accounts with other banks Total Company 54,936 54,936 - - - - 555,124 555,124 Fitch A+ Fitch BB S&P from BB- to BB+ No rating assigned Accounts with other banks Total 54,936 54,936 - - - - 106,227 Total 610,060 610,060 Total 161,163 The ECL allowance for loans and advances to customers recognised during the period is impacted by various factors. The table below describes the main changes: > transfers between Stages 1 and 2 and Stage 3 due to significant inceases (or decreases) in credit exposure or impairment during the period and subsequent increase (or decrease) in the estimated ECL level: for 12 months or over the entire period; > accrual of additional allowances for new financial instruments recognised during the period, as well as reduction in the allowance as a result of derecognition of financial instruments during the period; > impact on ECL estimation due to changes in model assumptions, including changes in the probability of default, EAD and LGD during the period resulting from regular updating of the model inputs. 106,227 161,163 Following is the credit quality analysis of loans to customers as at 31 December 2020: Below is the credit quality analysis of cash and cash equivalents as at 31 December 2019 in accordance with ratings from international agencies: Group Fitch A+ Fitch BB S&P from BB- to BB+ No rating assigned Total Accounts with other banks Total Company 528,551 528,551 782,104 782,104 93,047 93,047 94,951 1,498,653 94,951 1,498,653 Fitch A+ Fitch BB S&P from BB- to BB+ No rating assigned Total Accounts with other banks Total 528,551 528,551 782,104 782,104 - - - - 1,310,655 1,310,655 6. Loans to Customers Group Loans to customers Less: ECL allowance Total loans to customers at amortised cost Company Loans to customers Less: ECL allowance Total loans to customers at amortised cost 2020 28,298,290 (27,028,977) 1,269,313 2019 32,078,150 (31,291,804) 786,346 2020 - - - 2019 - - - Below is analysis of movements in the ECL allowance during 2020 (by type of loans specified in the first table of the Note): Group ECL allowance as at 1 January 2020 Assets recognised for the period Assets derecognised or collected Transfers to Stage 2 Transfers to Stage 3 Net loss on ECL allowance charge/(reversal) Effect of exchange rate differences ECL allowance as at 31 December 2020 Stage 1 128,028 697,907 (47 273) (189,937) (355,164) - (32,067) 201,494 Analysis of movements in the ECL allowance during 2019 is as follows: Group ECL allowance as at 1 January 2019 Assets recognised for the period Assets derecognised or collected Transfers to Stage 2 Transfers to Stage 3 Net loss on ECL allowance charge/(reversal) Effect of exchange rate differences ECL allowance as at 31 December 2019 72 АNNUAL REPORT 2020 Stage 1 139,800 687,271 (95,125) (206,503) (409,279) 11,864 128,028 Stage 2 288,985 - (33,654) 189,937 (187,618) 414,887 (83,237) 589,300 Stage 2 424,712 - (102,217) 206,503 (326,329) 52,065 34,252 288,985 Stage 3 30,874,790 - (629,075) - 542,782 1,377,954 (5,928,268) 26,238,183 Stage 3 27,982,210 - (842,085) - 735,608 530,141 2,468,916 30,874,790 Total 31,291,804 697,907 (710,002) - - 1,792,841 (6,043,572) 27,028,977 Total 28,546,722 687,271 (1,039,427) - - 582,206 2,515,032 31,291,804 Group Loans to customers Minimum credit risk Low credit risk Moderate credit risk High credit risk Defaulted assets Total loans to customers before allowance ECL allowance Total loans to customers after ECL allowance Stage 1 Stage 2 Stage 3 Total 1,222,507 - - - - 1,222,507 (201,494) 1,021,012 - 177,117 388,723 271,760 - 837,600 (589,300) 248,300 - - - - 26,238,183 26,238,183 1,222,507 177,117 388,723 271,760 26,238,183 28,298,290 (26,238,183) (27,028,977) - 1,269,313 Following is the credit quality analysis of loans to customers as at 31 December 2019: Group Loans to customers Minimum credit risk Low credit risk Moderate credit risk High credit risk Defaulted assets Total loans to customers before allowance ECL allowance Total loans to customers after ECL allowance The ECL allowance for loans to customers recognized during the period is impacted by different factors. Infor- mation on the assessment of expected credit losses is disclosed in Note 3. The Group uses the following approach to measurement of expected credit losses: > portfolio-based measurement: internal ratings are assigned individually, but the same credit risk parameters (e.g. PD, LGD) are applied to similar credit risk ratings and homogeneous credit portfolio segments in the process of ELC estimation. Stage 1 Stage 2 Stage 3 Total 568,567 - - - - 568,567 (128,028) 440,539 374,288 164,962 95,507 634,757 (288,986) 345,771 - - - - 30,874,826 30,874,826 568,567 374,288 164,962 95,507 30,874,826 32,078,150 (30,874,790) (31,291,804) 36 786,346 This approach provides for aggregation of the portfolio into homogeneous segments on the basis of specific information on borrowers, such as delinquent loans, historic data on prior period losses and forward-looking macroeconomic information. The amounts of loans recognised as “past due” represent the entire balance of such loans rather than the overdue amounts of individual payments. LEADING FINTECH COMPANY 73 7. Lease The Group has agreements for lease of premises. The Group did not apply a simplified approach to recognise lease modifications allowed due to the COVID-19 pandemic. The carrying amount of right-of- use assets and its movements during the period are presented below: Group As at 1 January 2020 Depreciation charge Modifications and remeasurement Derecognition Effect of translation into presentation currency As at 31 December 2020 Group As at 1 January 2019 Additions Depreciation charge Effect of translation into presentation currency As at 31 December 2019 Real Estate 2,549,233 (661,165) (248,309) (1,003,208) (338,626) 297,925 Real Estate 3,407,065 112,021 (1,248,758) 278,905 2,549,233 The carrying amounts of lease liabilities and their movements during the period are set out below: Group Lease liabilities As at 1 January 2020 Interest expense on lease liabilities Lease payments Modifications and remeasurement Derecognition Effect of translation into presentation currency As at 31 December 2020 Group Lease liabilities As at 1 January 2019 Additions Interest expense on lease liabilities Lease payments Effect of translation into presentation currency As at 31 December 2019 Real Estate 2,555,648 92,442 (628,563) (248,309) (1,080,605) (343,397) 347,216 Real Estate 3,325,625 108,875 243,281 (1,395,580) 273,447 2,555,648 Total 2,549,233 (661,165) (248,309) (1,003,208) (338,626) 297,925 Total 3,407,065 112,021 (1,248,758) 278,905 2,549,233 Total 2,555,648 92,442 (628,563) (248,309) (1,080,605) (343,397) 347,216 Total 3,325,625 108,875 243,281 (1,395,580) 273,447 2,555,648 The Group exercises options to extend signed lease agreements for at least 3 years given the ongoing profitability of the loan outlet (in the ordinary course of business). During the current period, the Group exercised lease termination options. There were no early termina- tion penalties under these agreements. 8. Other Assets Group Other non-financial assets Lease prepayments Settlements with suppliers Taxes other than income tax Other receivables Less: impairment allowance Total other non-financial assets Total other assets Company Other non-financial assets Settlements with suppliers Taxes other than income tax Other receivables Less: impairment allowance Total other non-financial assets Total other assets 2020 2019 23,062 35,211 110,980 104,193 (22,149) 251,297 251,297 2020 - 80,732 45,745 - 126,477 126,477 16,603 29,440 139,069 52,937 (15,932) 222,117 222,117 2019 - 68,122 - - 68,122 68,122 Total 15,932 9,972 (3,754) 22,149 Total 13,117 1,631 1,184 15,932 Analysis of movements in the impairment allowance for non-financial assets during 2020 is presented below: Group Non-financial assets Impairment allowance for other assets as at 1 January 2020 Impairment allowance charge during 2020 Effect of translation into presentation currency Impairment allowance for other assets as at 31 December 2020 15,932 9,972 (3,754) 22,149 Analysis of movements in the impairment allowance for non-financial assets during 2019 is presented below: Group Non-financial assets Impairment allowance for other assets as at 1 January 2019 Impairment allowance charge during 2019 Effect of translation into presentation currency Impairment allowance for other assets as at 31 December 2019 13,117 1,631 1,184 15,932 The Group has no collateral for impaired assets recognised within other assets. 9. Loans Received Group Loan from related party Total loans received 2020 735,646 735,646 2019 742,603 742,603 On 31 December 2020, the Group entered into an agree- ment amending the loan terms – coming into effect from January 2021, the interest rate on the above loan is set at 13.42 % per annum, and the loan repayment period is extended until 31 December 2023. Company Loan from related party Total loans received 2020 - - 2019 - - 74 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 75 10. Other Liabilities Group Other financial liabilities Payables Other settlements with customers on loan’s agreements Other Other non-financial liabilities Taxes other than income tax Provision for unused vacations Payables to employees and payroll related taxes Total other liabilities Company Other financial liabilities Payables Other Other non-financial liabilities Payables to employees and payroll related taxes Total other liabilities 2020 326,692 200,019 7,195 26,412 104,353 159,159 823,830 2020 119,057 27 67,655 186,739 2019 200,618 97,322 16,732 16,982 144,024 189,227 664,905 2019 126,057 27 36,582 162,666 There are no changes in the structure and amount of the share capital during 2020. Group and Company Issued and fully paid Ordinary shares of £0.01 each 31 Dec. 2020 Number 436,975,000 436,975,000 Amount, £ 4,369,750 4,369,750 As at 31 December 2018 the amount of Additional capital stated in the agreement on in-kind contribution (debt on the loan) of the Subsidiary was £ 29,122,880. Amounts of Additional capital as at 31 December 2018 were restated as at the date of the agreement on in-kind contribution (debt on the loan). Group Date of exchange rate for translation to presentation currency 29.12.2018 Total additional capital at 31 December, 2018 Amount in RUB Exchange rate 2,561,820,344 87.9659 Amount in GBP 29,122,880 29,122,880 As a result of the reverse acquisition, which was stated in the consolidated financial statements in 2019, the Additional capital as at 31 December 2019 of the legal parent Company was £ 6,078,128. Below there is reconciliation of movement in Additional capital (share premium) of legal parent Company during 2019: 11. Charter and Additional Capital, Other reserves. Earnings per share As at 31 December 2018 the Charter capital states the amount of Share capital of the Subsidiary - the author- ized capital represents the contribution made by the sole participant of the Subsidiary. During 2019 the reverse acquisition was stated in the consolidated financial statements, as a result, the Charter capital as at 31 December 2019 states the Share capital of the legal parent Company, totalling £ 4,369,750. All the shares issued have equal voting rights. Below is a reconciliation of the movement in the legal parent Company Share capital during 2019: For the year 2019: Group and Company As at 1 January 2019 Premium arising on issue of ordinary shares Issue costs As at 31 December 2019 There are no changes in the structure and amount of additional capital during 2020. Group and Company Share premium (with consideration of issue costs) Amount, £ - 6,406,699 (328,570) 6,078,128 Amount, £ 6,078,128 6,078,128 Group and Company Issued and fully paid Ordinary shares of £0.01 each For the year 2019 (Ordinary shares issue of £0.01 each): Group and Company Consideration shares (acquisition of Subsidiary) IPO Fee shares Group and Company Issued and fully paid Ordinary shares of £0.01 each 31 Dec. 2018 Number 6,000,000 Amount, £ 60,000 6,000,000 60,000 Number 320,000,000 104,000,000 6,975,000 430,975,000 31 Dec. 2019 Number 436,975,000 436,975,000 Amount, £ 3,200,000 1,040,000 69,750 4,309,750 Amount, £ 4,369,750 4,369,750 As at 31 December 2020 Other reserves Group As at 1 January 2019 Merger reserve Share based payments Translation differences As at 31 December 2019 Contingent consideration Merger reserve Share based payments Translation differences As at 31 December 2020 Shares to be issued Reserve - - - - 800,000 - - - Merger reserve - 23,764,800 - - 23,764,800 - (800,000) - - Share option reserve - Translation reserve 4,497,731 - 166,883 - 166,883 - - 51,216 - - - (39,942) 4,457,788 - - - (67,563) 800,000 22,964,800 218,099 4,390,225 76 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 77 The merger and foreign currency translation reserve as at 31 December 2019 arose on consolidation as a result of merger accounting for the acquisition of the entire issued share capital of the Subsidiary during 2019 and represents the difference between the value of the share capital is- sued for the acquisition of the Subsidiary and investments made in the Subsidiary and that of the acquired share capital of the Subsidiary. Share options reserve - this reserve represents cumula- tive share-based payment expense for the Group's share option schemes. See Note 12 Share-based payments. Shares to be issued Reserve - this reserve represents shares to be issues in respect of contingent consideration, see note 26 Business Combination for further details. Currency translation differences relate to the translation of the Subsidiary that have a functional currency different from the presentation currency (refer note 2). Movements in the translation reserve are linked to the changes in the value of the Russian Ruble against the Pound Sterling: the business of the Group is located in Russian Federation, and the Subsidiary's functional currency is the Russian Ruble, which has substantial volatility against Sterling during the year. Accumulated deficit represents retained earnings. Earnings per share. The basic loss per share of 0.14p loss per share (2019 loss per share: 0.77p ) is calculated by dividing the loss attributable to owners of the parent by the weighted average number of ordinary shares in issue during the year. Group Loss attributable to owners of the parent Weighted average number of ordinary shares in issue 2020 (614,519) 436,975,000 2019 (891,589) 115,689,178 The basic and diluted loss per share for the years ended 31 December 2020 and 31 December 2019 are the same as the current year result was a loss, the options and warrants outstanding would be anti-dilutive. Therefore, the dilutive loss per share is considered the same the basic loss per shares. Group Loss attributable to owners of the parent Weighted average number of ordinary shares in issue outstanding for the effects of all dilutive potential ordinary shares 2020 (614,519) 436,975,000 2019 (891,589) 115,689,178 12. Share-based payments In October 2019, a total of 32,250,000 options were issued to certain directors, senior management and other advisers in recognition of the work undertaken for Zaim prior to the IPO. In addition the Company issued a total of 13,600,000 warrants to advisers in relation to the funds raised at the time of the IPO. All the options were issued with an exercise price of 2.5 pence per share and expire after 5 years from the date of issue. 17,200,000 of the options vest immediately and have no employment related conditions, the remaining 15,050,000 vest over 1-2 years from the date of issue and, should the individual end their employment, the options either expire imme- diately or are valid for a further 6 months (depending on the circumstances of the departure of the individual). All the warrants have a contractual term of 3 years from the date of issue and have no performance related terms attached and have a strike price of 2.5 pence per share. In addition to the options noted above as set out in the prospectus at the time of the IPO the Directors have the discretion to issue a further 10,750,000 options to key employees and consultants of the Group as an incentivis- ing tool to retain key individuals. As at the date of this re- port these have not been issued and have therefore not been included in the calculations. Neither the Company nor the Group has any legal or constructive obligation to settle or repurchase the options in cash. Movements on number of share options and their related exercise price are as follows: Group Outstanding at 1 January 2019 Granted Forfeited Outstanding at 31 December 2019 Exercisable at 31 December 2019 Number of options& warrants 2019 - Weighted exercise price 2019, £ - 40,650,000 - 40,650,000 25,600,000 2.50 - 2.50 2.50 On 24 September, 2021 2,000,000 options were issued to Paul Auger a non-executive director of the company at a price of 2,7p. The options vest equally over one year from the date of grant and express after 5 years. On 26 November, 2021 1,000,000 options were issued to an employee of the Group at a price of 2,7p. The options vest equally over 2 years from the date of the grant and express after 5 years. Group Outstanding at 1 January 2020 Granted Forfeited Outstanding at 31 December 2020 Exercisable at 31 December 2020 Number of options& warrants 2020 40,650,000 Weighted exercise price 2020, £ 2.50 3,000,000 - 43,650,000 34,200,000 - - 2.50 2.50 The options & warrants outstanding at 31 December 2020 had a weighted average remaining contractual life of 3.8 years. The parameters used are detailed below. For the year 2019: Group and Company Date of Grant Weighted average share price Weighted average exercise price Weighted average fair value at the measurement date Expiry date Options granted Volatility Dividend yield Option life Annual risk free interest rate For the year 2020: Group and Company Date of Grant Weighted average share price Weighted average exercise price Weighted average fair value at the measurement date Expiry date Options granted Volatility Dividend yield Option life Annual risk free interest rate The fair value of the share options and warrants was determined using the Black-Scholes valuation model. 2019 options 29 Oct. 2019 2.50 pence 2.50 pence 0.57 pence 29 Oct. 2024 40,650,000 20% Nil 5 year 2.83% 2020 Options 29 Oct. 2019 2.60 pence 2.70 pence 0.78 pence 29 Oct. 2024 40,650,000 30% Nil 5 year 2.83% 78 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 79 13. Interest Income and Expense Group Interest income Loans to customers Total interest income Interest expense Loans received Lease liabilities Total interest expense Net interest income 2020 2019 4,857,496 4,857,496 (12,836) (92,442) (105,277) 4,752,218 3,940,747 3,940,747 (28,018) (243,281) (271,299) 3,669,448 2019 102,327 (6,830) 95,497 14. Gains less Losses from Dealing in Foreign Currency Group Gain/loss on revaluation of financial assets and liabilities Realised gain/ (loss) from foreign exchange transactions Total gains less losses from dealing in foreign currency 2020 (181,466) (7,661) (189,127) 15. Allowance for Expected Credit Losses / Impairment of Other Assets Group Loans to customers Other assets Total allowance for expected credit losses / impairment of other assets 16. Other Operating Income Group Agent's fee Fines received under loan agreements Financial result from derecognition of lease assets and liabilities Note 6 8 Taxes other than income tax Other income Total other operating income 17. Staff Costs Group Salary Payroll related taxes Total staff costs 18. Operating Expenses Group Depreciation of right-of-use assets State duty Advertising and marketing Investor Relations Consulting services Communication Postal services 80 АNNUAL REPORT 2020 2020 1,780,746 9,972 1,790,718 2020 253,889 158,322 126,091 - 52,200 590,502 2019 230,050 1,631 231,681 2019 150,036 34,846 - 591,965 13,707 790,554 2020 1,429,920 380,523 2019 1,722,792 283,473 1,810,443 2,006,265 2020 661,165 283,523 269,304 181,456 209,828 98,172 91,328 2019 1,248,759 23,036 25,736 - 851,223 87,83 38,491 Banking services Rental expenses Material expenses Security Office equipment Repairs Representative and travel expenses Other expenses Total operating expenses 87,558 66,434 33,920 22,023 - - - 111,025 43,246 257,639 3,412 42,594 17,274 2,038 81,250 169,730 2,115,735 2,892,258 19. Income Tax As at 31 December 2020 and 31 December 2019, the Group has no current income tax expense. The current income tax rate applicable to the majority of the Group's profit is 20% (2019: 20%). A reconciliation between the theoretical and the actual taxation charge is provided below. Group IFRS loss before taxation Theoretical tax charge at the applicable statutory rate Non-deductible expenses and other differences Unrecognised deferred tax asset Income tax expense for the year The Company has a potential deferred tax asset of £153,847 (2019: £56,987) as a result of trade losses to be offset against future profits, should they arise. 2020 (614,519) 122,904 29,521 (152,425) - 2019 (891,589) 178,318 (19,132) (159,186) - Differences between IFRS and statutory taxation reg- ulations of the Russian Federation give rise to certain temporary differences between the carrying amount of certain assets and liabilities for financial statement purposes and for the Group’s income tax purposes. Group Tax effect of deductible temporary differences Loans to customers Other assets Intangible assets Lease liabilities Other liabilities Tax loss Deferred tax assets Tax effect of taxable temporary differences Other liabilities Property and equipment Right-of-use assets under lease agreements Gross deferred tax liabilities Total net deferred tax asset Unrecognised tax assets Recognised tax liabilities Group Tax effect of deductible temporary differences Loans to customers Other assets Lease liabilities 2020 51,714 8,390 15,287 69,443 - 3,330,002 3,474,836 (9,942) (700) (59,585) (70,227) 3,404,608 Effect of exchange rate differences Change recognised in profit and loss (15,500) (3,749) (1,234) (68,680) (1,199) (734,761) (24,565) (12,752) 16,521 (373,007) (8,517) 182,082 (825,123) (220,238) 2019 91,779 24,891 - 511,130 9,716 3,882,681 4,520,197 - (1,857) (509,846) (511,703) 4,008,494 (4,008,494) 803 287 67,725 68,815 (756,310) 756,310 - (10,745) 871 382,536 372,663 152,425 (152,425) (3,404,608) - - 2018 97,301 42,397 - Change recognised in profit and loss Effect of exchange rate differences (13,827) (20,854) 501,961 8,305 3,348 9,169 2019 91,779 24,891 511,130 LEADING FINTECH COMPANY 81 Group Other liabilities Tax loss carried forward Deferred tax assets Tax effect of taxable temporary differences Property and equipment Right-of-use assets under lease agreements Gross deferred tax liabilities Total net deferred tax asset Unrecognised tax assets Recognised tax liabilities 20. Risk Management The risk management function within the Group is carried out in respect of financial risks (credit, market, currency, liquidity and interest rate), operational and legal risks. The primary objectives of the financial risk management function are to establish risk limits, and then ensure that exposure to risks stays within these limits. The assessment of exposure to risks also serves as a basis for optimal distribution of risk-adjusted capital, transaction pricing and business performance assessment. The operational and legal risk management functions are intended to ensure proper functioning of internal policies and procedures to minimise operational and legal risks. Credit risk. The Group assumes a credit risk, namely the risk that a counterparty will fail to meet its debt obligations within the specified period. The Group has developed policies and procedures for the management of credit exposures (both for recognised financial assets and unrecognised contractual commitments), including requirements for establishment and monitoring of the loan portfolio concentration limits. The credit policy establishes: > procedures for review and approval of loan applications, > methodology for assessment of the borrowers' solvency, > credit documentation requirements, > procedures for the ongoing monitoring of loans and other credit exposures. The Group continuously monitors the status of individual loans and regularly reassesses the creditworthiness of its customers. The review is based on the most recent loan delinquency statistics. 2018 54,654 3,342,776 3,537,128 (1,688) - (1,688) 3,535,440 (3,535,440) - Change recognised in profit and loss Effect of exchange rate differences (48,853) 241,480 659,907 (20) (500,701) (500,721) 159,186 (159,186) - 3,915 298,425 323,162 (149) (9,145) (9,294) 313,868 (313,868) - 2019 9,716 3,882,681 4,520,197 (1,857) (509,846) (511,703) 4,008,494 (4,008,494) - The Group applies the expected credit loss model for the purpose of provisioning for financial debt instruments, the key principle of which is timely reflection of deterio- ration or improvement in the credit quality of debt finan- cial instruments based on current and forward-looking information. The amount of the the ECL recognised as a credit loss allowance depends on the extent of credit quality deterioration since initial recognition of a debt financial instrument. Credit risk classification system. Each level of credit risk is assigned a certain degree of solvency, using a single scoring system: > minimum credit risk – high credit quality with low expected credit risk, debt is not past due; > low credit risk – sufficient credit quality with average credit risk, debt is prolonged and not past due; > moderate credit risk – average credit quality with satisfactory credit risk, the debt is from 1 to 30 days past due; > high credit risk – low credit quality with unsatisfactory credit risk, high probability of default, the debt is from 31 to 60 days past due; > default – assets that meet the definition of default, the debt is more than 60 days past due. Expected credit losses on financial assets that are not impaired are usually measured on the basis of default risk over one or two different time periods, depending on whether there has been a significant increase in the borrower's credit risk since initial recognition. The Group performs collective assessment of loans to individuals. This approach provides for the aggregation of the portfolio into homogeneous segments based on specific information about borrowers, such as delinquent loans, historic data on prior period losses and forward-looking macroeconomic information. Collective assessment principles: for assessing risk stages and estimating ECL on a collective basis, the Group combines its loans into segments based on shared credit risk characteristics, so that exposure within a grouping has a homogeneous pattern. Market risk. The Group assumes a market risk. Market risk is the risk that the fair value or future cash flows of a financial instrument will fluctuate because of chang- es in market prices. Market risk comprises currency risk, interest rate risk and other price risks. Market risk arises from open positions in interest rates, currency and equity financial instruments, which are exposed to general and specific market movements and changes in the volatility levels of market prices. The objective of market risk management is to manage and control market risk exposures within acceptable parame- ters, while optimising the return on risk. Currency risk. Currency risk is the risk that the fair value or the future cash flows of a financial instrument will fluctuate because of changes in foreign currency exchange rates. The Group accepts the risk of effect of foreign currency exchange rate fluctuations on its financial position and cash flows. Currency risk arises when the existing or prospective assets in foreign currencies are greater or lower than the existing or prospective liabilities in the same currencies. The Group’s management controls the exposure to currency risk on a regular basis. The table below provides the analysis of the Group's currency risk as at 31 December 2020. Group Assets Cash and cash equivalents Loans to customers Property and equipment Right-of-use assets under lease agreements Other assets Total assets Liabilities Loans received Lease liabilities Other liabilities Total liabilities Net balance sheet position RUB GBP EUR Total 479,708 1,269,313 5,676 297,925 124,821 2,177,443 - 347,216 637,091 984,307 1,193,136 161,095 - - - 126,477 287,571 - - 186,739 186,739 100,832 68 - - - - 640,871 1,269,313 5,676 297,925 251,298 68 2,465,083 735,646 - - 735,646 347,216 823,830 735,646 1,906,692 (735,578) 558,391 The table below provides the analysis of the Group's currency risk as at 31 December 2019. Group Assets Cash and cash equivalents Loans to customers Property and equipment Right-of-use assets under lease agreements Other assets Total assets Liabilities Loans received Lease liabilities Other liabilities Total liabilities Net balance sheet position RUB 271,229 786,346 11,967 2,549,233 150,525 3,769,300 - 2,555,648 499,077 3,054,725 714,575 USD 867 - - - - 867 - - - - GBP 1,310,393 - - - 68,122 1,378,514 EUR 263 - - - 3,470 3,733 Total 1,582,751 786,346 11,967 2,549,233 222,117 5,152,414 - - 742,603 742,603 - 2,555,648 162,666 162,666 3,162 745,765 664,905 3,963,156 1,189,258 867 1,215,849 (742,032) 82 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 83 The table below presents a change in the financial result and equity due to possible fluctuations of exchange rates used at the end of the reporting period if all other conditions remain unchanged. Reasonable exchange rate changes for each currency were projected on the basis of historical information on maximum daily exchange rate fluctuations in December 2020. Group EUR appreciation by 20% EUR depreciation by 20% Effect on profit or loss before taxation (147,129) 147,129 31 December 2020 Effect on equity (117,703) 117,703 The table below presents a change in the financial result and equity due to possible fluctuations of exchange rates used at the end of the reporting period if all other conditions remain unchanged. Reasonable exchange rate changes for each currency were projected on the basis of historical information on maximum daily exchange rate fluctuations in December 2019. Group EUR appreciation by 10% EUR depreciation by 10% Effect on profit or loss before taxation (74,229) 74,229 31 December 2019 Effect on equity (59,383) 59,383 Liquidity risk. Liquidity risk rises when the maturity of assets and liabilities do not match. The Group does not accumulate cash resources to meet calls on all liabilities mentioned above, as based on the existing practice it is possible to forecast with a sufficient degree of certainty the required level of cash funds necessary to meet the above obligations. To manage its liquidity, the Group is required to analyse the level of liquid assets needed to settle the liabilities when they are mature, provide access to various sources of financing, draw up plans to solve the problems with fi- nancing and exercise control over the compliance of the liquidity ratios with the statutory laws and regulations. The CBR sets and monitors liquidity requirements for microfinance organisations. The Group calculates the liquidity ratio in accordance with Instruction No. 5114- U of the Central Bank of the Russian Federation "On establishment of economic standards for a microloan company attracting loan funds from individuals, including individual entrepreneurs who are founders (participants, shareholders), and (or) legal entities" dated 2 April 2019. As at 31 December 2020 and 31 December 2019, the minimum liquidity ratio was 70%. The Group provides the territorial CBR division that supervises its activities with information on mandatory liquidity ratio in accord- ance with the set format on a quarterly basis as at the first day of each month. Also, if the liquidity ratio values approach the limit set by the CBR, this information is communicated to the Group's management. The Group complies with the liquidity ratio as at 31 December 2020 (unaudited) and as at 31 December 2019 (unaudited). The table below shows the maturity profile of financial liabilities as at 31 December 2020: Liabilities Loans received Lease liabilities Other liabilities Total potential future payments under financial liabilities On demand and less than 1 month 1 to 3 months From 3 months to 6 months From 6 months to 1 year From 1 to 3 years Total - - 533,909 51,582 83,486 - 77,373 86,451 - 154,745 161,569 - 618,982 31,707 - 902,682 363,213 533,909 533,909 135,068 163,824 316,314 650,689 1,799,804 The table below shows the maturity profile of financial liabilities as at 31 December 2019: Group Liabilities Loans received Lease liabilities Other liabilities Total potential future payments under financial liabilities On demand and less than 1 month 1 to 3 months From 3 months to 6 months From 6 months to 12 years From 1 to 3 years Total 742,603 - - - - 742,603 - 396,064 396,064 787,925 3,069,025 4,649,078 351,253 - - - - 351,253 1,093,856 396,064 396,064 787,925 3,069,025 5,742,934 The Group does not use the above undiscounted amounts in the maturity analysis to monitor the liquidity profile. Instead, the Group monitors the expected maturity limits that are shown in the table below as at 31 December 2020: On demand and less than 1 month 640,871 1,168,937 - - 156,712 1,966,520 From 1 to 3 months From 3 to 6 months From 6 months to 1 year More than 1 year Overdue No stated maturity Total - - - - 29 29 - - - - 415 415 - - - - 862 862 - - - - 162 162 - 100,376 - - - - - 5,676 640,871 1,269,313 5,676 297,925 93,118 297,925 251,297 100,376 396,720 2,465,084 - - 719,477 719,477 27,345 77,397 - 54,270 81,779 - 113,642 157,129 - 540,389 30,911 - 104,742 136,049 270,771 571,300 - - - - - - 104,353 104,353 735,646 347,216 823,830 1,906,692 1,247,043 (104,713) (135,634) (269,909) (571,138) 100,376 292,367 558,391 1,247,043 1,142,329 1,006,695 736,787 165,648 266,024 558,391 - Assets Cash and cash equivalents Loans to customers Property and equipment Right-of-use assets under lease agreements Other assets Total assets Liabilities Loans received Lease liabilities Other liabilities Total liabilities Net liquidity gap as at 31 December 2020 Cumulative liquidity gap as at 31 December 2020 The table below present the maturity profile of assets and liabilities as at 31 December 2019: On demand and less than 1 month 1,582,751 786,346 - - 131,938 2,501,035 742,603 Group Assets Cash and cash equivalents Loans to customers Property and equipment Right-of-use assets under lease agreements Other assets Total assets Liabilities Loans received Lease liabilities Other liabilities Total liabilities Net liquidity gap at 31 December 2019 Cumulative liquidity gap as at 31 December 2019 From 1 to 3 months From 3 to 6 months From 6 to 12 months More than 1 year Overdue No stated maturity Total - - - - - - - - - - - - - - - - - - 2,218 2,218 - - - - - - - - - - - - - 11,967 1,582,751 786,346 11,967 2,549,233 2,549,233 12,649 12,649 75,312 222,117 2,636,512 5,152,414 - - - - - - 144,025 742,603 2,555,648 664,905 144,025 3,963,157 227,558 352,680 725,218 1,250,193 520,880 - - - - 1,263,483 227,558 352,680 725,218 1,250,193 1,237,552 (227,557) (352,680) (723,000) (1,250,193) 12,649 2,492,487 1,189,257 1,237,552 1,009,995 657,315 (65,685) (1,315,878) (1,303,229) 1,189,257 - Interest rate risk. The Group assumes the risk associ- ated with the effects of fluctuations in market interest rates on its financial position and cash flows. Interest margins may increase as a result of such changes but may also decrease or create losses in the event of unex- pected movements in interest rates. The Group is exposed to interest rate risk primarily as a result of its lending activities at fixed interest rates, in amounts and for periods which differ from those of fixed interest rate borrowings (Loans to customers as at 31 December 2020: 1,269,313 and as at 31 December 2019: 786,346 British pounds sterling). In practice, interest rates are usually set for short periods. In addition, interest 84 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 85 rates recorded in both asset and liability contracts are often revised by mutual agreement in accordance with current market conditions. In 2019 the maximum daily interest rate was limited to 1.5% per day in the first half of the year and 1% the second half of 2019. Also, the Group's lease liabilities are exposed to interest rate risk (as at 31 December 2020: 347,216 and as at 31 December 2019: 2,555,648 British pounds sterling). Other assets and liabilities are not exposed to interest rate risk. 21. Capital management The Group's objectives when managing capital are to comply with the capital requirements set by the Cen- tral Bank of Russia, as the main area of business of the Group is in the Russian Federation, and to ensure the Group's ability to continue as a going concern and main- tain a capital base at the level necessary to achieve the capital adequacy ratio of 5% in accordance with the CBR requirements. The Group provides the territorial division of the CBR supervising its operations with information on the mandatory capital adequacy ratio in accordance with the established format quarterly as at the first day of each month. The statutory requirements for own funds (equity) as at 31 December 2020 are set at one million roubles. The Group is in compliance with the above requirements. 22. Contingencies Litigations. In the ordinary course of business, the Group is subject to legal actions and complaints. Management believes that the ultimate liability, if any, arising from such actions or complaints will not have a material adverse effect on the Group’s financial condition or the results of its future operations. Tax legislation As the main business of Group is in Russia, Russian tax legislation is subject to varying interpretations, and changes, which can occur frequent- ly. Management's interpretation of such legislation as applied to the transactions and activities of the Group's companies may be challenged by the relevant regional or federal authorities. Current trends in the Russian Federation suggest that the tax authorities are taking a more assertive position in their interpretation of the legislation and assessments. As a result, tax authorities may challenge transactions and accounting methods for which they have not previously challenged. As a result, significant additional taxes, penalties, and fines may be assessed. As at 31 December 2020, management believes that its interpretation of the relevant legislation is appropriate and the Group's tax, currency and customs positions will be sustained by the regulatory authorities. Management believes that the Group has accrued all relevant taxes. Operating lease commitments. In the course of its business, the Group enters into a number of lease agreements. These agreements are not irrevocable. The minimum future lease payments under operating leases where the Group is the lessee are presented below: Group Less than 1 year Total operating lease commitments 31 December 2020 31 December 2019 - - 66,434 66,434 23. Fair Value of Financial Instruments A quoted market price in an active market is the best ev- idence of fair value. As no readily available market exists for the major part of the Group’s financial instruments, their fair value is based on current economic conditions and the specific risks attributable to the instrument. The estimates presented below are not necessarily indica- tive of the amounts the Group could realise in a market exchange from the sale of its full holdings of a particular instrument. Below is the estimated fair value of the Group’s financial instruments as at 31 December 2020 and 31 December 2019: Group Financial assets Cash Loans to customers Financial liabilities Loans received Other liabilities Carrying value Fair value Carrying value 2020 640,871 1,269,313 735,646 533,907 640,871 1,269,313 735,646 533,907 1,582,751 786,346 742,603 351,253 2019 Fair value 1,582,751 786,346 742,603 351,253 The Group uses the following methods and assumptions to estimate the fair value of these financial instruments: at current market rates (the interest rate on loans in 2020 was 1%, and in 2019 - from 1.5% to 1%). Cash and cash equivalents. The estimated fair value of cash and cash equivalents does not differ from their carrying amounts due to the nature of these financial instruments. Loans to customers. Loans to customers are reported net of impairment allowance. The estimated fair value of loans to customers represents the discounted amount of estimated future cash flows expected to be received. To determine fair value, expected cash flows are discounted Loans received. The fair value of other fixed interest-bearing borrowed funds is based on discounted cash flows using inter- est rates for instruments with similar maturity and in similar currency. The lending rates are equal to the market rates. To present information on the fair value hierarchy of financial instruments as required by IFRS 13 Fair Value Measurement, the management of the Group assigns the above financial assets and liabilities as at 31 December 2019 and 31 Decem- ber 2018, excluding cash and cash equivalents (Level 1 = GBP 640,871 at 31 December 2020 and GBP 1,582,751 at 31 December 2019) to Level 3 of the fair value hierarchy of inputs. 24. Reconciliation of Classes of Financial Instruments with Measurement Categories In accordance with IFRS 9 "Financial Instruments", the Group classifies its financial assets and liabilities into the following categories: (a) financial assets at fair value through profit or loss; (b) financial assets at fair value through other comprehensive income; and (c) financial assets at amortised cost. At the same time, in accordance with the requirements of IFRS 7 "Financial Instruments: Disclosures", the Group discloses various classes of financial instruments. As at 31 December 2020 and 31 December 2019, all finan- cial assets and liabilities of the Group are classified as financial assets and liabilities measured at amortised cost. 25. Related Party Transactions For the purposes of these consolidated financial state- ments, parties are considered to be related if one party has the ability to control or exercise significant influence over the other party in making financial or operational decisions as defined by IAS 24 Related Party Disclosures. In considering each possible related party relationship, attention is directed to the economic substance of the relationship, not merely the legal form. In the normal course of business, the Group enters into transactions with its sole participant and directors. These transactions include settlements, payment of remunera- tion to employees and loan draw downs. According to the Group’s policy, the terms of related party transactions are equivalent to those prevailing in arm’s length trans- actions. 86 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 87 The outstanding balances at the year end and liability transactions with related parties for 2019 are as follows: Details of net assets acquired and the deemed cost of the listing were as follows: Transactions with party under common ultimate control Loans received (balance) 2020 735,646 2019 742,603 No interest was accrued in 2020 and 2019 (see Note 9 Loans received). As at 31 December 2020 and at 31 December 2019, the balance on loans received represents the obligation to pay interest on the loan, which was forgiven In 2018. Transactions with ultimate beneficiary Loan to beneficiary Loan offset Services rendered Transactions with parent company Loan issued Interest income Total balance as at 31 December, 2020 2020 (55,559) 55,559 - 2020 45,411 334 45,745 2019 - - 206,718 2019 - - - For the year ended 31 December 2020, the total remu- neration of key management personnel of the Subsidiary was GBP 274,281, including social insurance contributions of GBP 44,106 (2019: GBP 267,128, including social insur- ance contributions of GBP 39,765). The Group does not provide key management personnel with post-employ- ment and employment termination benefits. The remu- neration of the Board of Directors of the Group for the year 2020 was as follows: Below is the summary of remuneration for each Director for 2020: Malcolm Groat Siro Donato Cicconi Vladimir Golovko Simon James Retter Paul James Auger Salary, £, for the year 2020 Bonus for the year 2020 Shares held Stock options 25,000 100,000 124,361 60,000 20,000 - 35,000 3,500 21,000 - 0 320,000,000 0 3,600,000 0 2,150,000 10,750,000 8,600,000 6,450,000 2,000,000 The social insurance contributions, paid by the Company for the year 2020 on remuneration, was £17,388. Out of pocket expenses totalling £78,055 were incurred by Siro Donato Cicconi in 2019 and as at 31 December 2020 £48,055 remained payable (as at 31 December 2019: £78,055). 26. Business combination On 19 September 2019 Zaim Credit Systems plc (Parent Company) became the legal parent of Zaim Express LLC (Subsidiary) by way of reverse acquisition. The cost of the acquisition is deemed to have been incurred by Zaim Express LLC, the legal subsidiary in the form of equity in- struments issued to the owners of the legal parent. This acquisition has been accounted for as a reverse acquisi- tion as described in Note 3, Basis of Preparation. The fair values of the shares in Zaim Express LLC have been determined from the admission price of the Zaim Credit Systems plc shares on re-admission to trading on the LSE for 2.5 pence per share. The value of the consideration shares was £8,000,000. The fair value of the notional number of equity instruments that the legal subsidiary would have had to have issued to the legal parent to give the owners of the legal parent the same percentage ownership in the combined entity is 1.84 per cent of the market value of the shares after issues, being £150,000. The difference between the notional consider- ation paid by Zaim Credit Systems plc for Zaim Express LLC and the Zaim Credit Systems plc net assets acquired of £nil has been charged to the Consolidated Statement of Comprehensive Income as a deemed cost of listing amounting to £150,000 with a corresponding entry to the reverse acquisition reserve. Consideration effectively received Less net asset required: Cash and cash equivalents Debtors and prepayments Current liabilities Total net asset required: Deemed cost of listing £ 150,000 52,055 11,982 (64,037) - 150,000 The terms of the share purchase agreement between the Company and Zaim Express LLC were as follows: there are certain circumstances under which deferred contin- gent consideration might become payable. Should the Company record a monthly EBITDA figure in accordance with IFRS of £200k per month for a continuous period of four months and there be no reasonable expectation that this should fall below this level for a further period of six months then a further 16,000,000 new ordinary shares in the Company shall become payable. Addition- al consideration of 16,000,000 shares over and above that already mentioned shall become payable should the Company record a monthly EBITDA figure of £350k per calendar month with the same continuous period clause as noted above. At the IPO price per share these deferred contingent considerations would have a value of £400k each for a combined value of £800k. It has been considered by the Directors at this time that, in light of the COVID-19 pandemic it remains difficult to predict if and when this might occur. This combined with the cur- rent low probability of these milestones being met in the current environment, meant that no fair value has been calculated for such deferred considerations. Under the terms of the share purchase agreement between the Com pany and Zaim Express LLC (Subsidiary) there are certain circumstances under which deferred contingent consideration might become payable. Should the Company record a monthly EBITDA figure in accord- ance with IFRS of £200k per month for a continuous period of four months and there be no reasonable expectation that this should fall below this level for a fur- ther period of six months then a further 16,000,000 new ordinary shares in the Company shall become payable. Addition al consideration of 16,000,000 over and above that already mentioned shall become payable should the Company record a monthly EBITDA figure of £350k per calendar month with the same continuous period clause as noted above. At the IPO price per share these deferred contingent considerations would have a value of £400k each for a combined £800k in value. It has been considered by the Directors that given the improvement in outlook for the business that this additional consider- ation is likely to become payable in the near future and therefore a reserve of shares to be issued has been rec- ognised and associated increase in carrying value of the investment in Zaim Express LLC (Subsidiary) as a result of this consideration. 27. Auditor’s remuneration Audit Fees payable to the company’s auditor for the audit of the annual parent company and consolidated accounts Fees payable to the company’s auditor for other services provided to the company and its subsidiaries The audit of the company’s subsidiaries under legislative requirements Total audit 28. Events after the Reporting Period 31.12.20 £ 40,000 31.12.19 £ 40,000 40,000 40,000 Currently the Group does not consider the impact of COVID-19 to be significant to the business going forward. unsecured loan of RUB 50M for a period until September 2022 with an interest rate of 15% per annum. On 6th April 2021, Zaim Express LLC, the Groups wholly owned Subsidiary, entered into an agreement for an There are not considered to be any other events after the reporting date. 88 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 89 5 CORPORATE INFORMATION & GLOSSARY Corporate Information Glossary ISIN: GB00BK5T9G03 SEDOL: BK5T9G0 TIDM: ZAIM Registered Office: 10 Orange Street London United Kingdom WC2H 7DQ Principal Place of Business/ Operating address: Room No.1 -12, Structure 7 Trekhgorny Lane Moscow Russia 123022 Financial Adviser: Beaumont Cornish Limited Building 3 566 Chiswick High Road. London W4 5YA Company’s Auditors: Shipleys LLP 10 Orange Street Haymarket London WC2H 7DQ Registrar: Neville Registrars Limited Neville House Steelpark Road Halesowen B62 8HD Legal advisers to the Company as to English law: Hill Dickinson LLP The Broadgate Tower 20 Primrose Street London EC2A 2EW an automated teller machine is an electronic telecommunications device that enables customers of financial ATM institutions to perform financial transactions, such as cash withdrawals, deposits, funds transfers, or account infor- mation inquiries, at any time and without the need for direct interaction with bank staff. CBR Central Bank of Russian Federation “Default” means within the guidelines of the Company any loan with no payments to cover either principal or interest amount for over 90 days after the maturity date. “Default Rate” means the share of loans with no payments for over 90 days after the maturity day in the amount fund- ed for the same period. “Delinquencies” means within the guidelines of the Company any borrower who is late in the repayment of their loan ECL expected credit loss IFRS International Financial Reporting Standards as adopted by the European Union “Independent Non-Executive Director” means the non-executive directors of the Board from time to time considered by the Board to be independent for the purposes of the UK Corporate Governance Code MAR the Market Abuse Regulation (EU) No. 596 (2014) of the European Parliament and of the Council; Legal advisers to the Company as to Russian law: MCC microcredit company MCO microcredit organization Ingvarr Advisory and Trust LLC Rochdelskaya Street, 20 Moscow Russia 123022 “Microfinance Law” Federal Law No. 151-FZ of July 2, 2010 on Microfinance Activity and Microfinance Organizations, effective January 2011; MFC microfinance company MFI a microfinance institution “NA Loan” means the loan agreement dated 17 May 2019 between Zaim and LLC NOAH ARK 500 pursuant to which a short term loan of 30,000,000.00 Russian Roubles was advanced to Zaim Legal advisers to the Company as to Luxembourg Law: POS Terminal retail locations a point of sale terminal (POS terminal) is an electronic device used to process card payments at Bonn & Schmitt Avocats 148, Avenue de la Faïencerie L-1511 Luxembourg QIWI QIWI plc including its banking subsidiary, Qiwi Bank JSC UIAS the Russian Unified Identification and Authentication System 92 АNNUAL REPORT 2020 LEADING FINTECH COMPANY 93

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