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A loan pays an INVERSE FLOATING interest rate (the rate moves opposite to market interest rates). Under Ind AS 109's SPPI test, this loan:

APASSES SPPI — a floating rate of any form is consistent with a lending arrangement
BBifurcates — the floor portion is SPPI; the inverse leg is an embedded derivative
CPASSES SPPI only if the inverse rate is positive in nominal terms
DFAILS SPPI — the inverse rate produces returns inconsistent with compensation for time value of money on the principal outstanding
Answer & Solution
Correct answer: D. FAILS SPPI — the inverse rate produces returns inconsistent with compensation for time value of money on the principal outstanding
Para B4.1.10 — an INVERSE floating rate breaks the link between the contractual return and the time value of money. When market rates rise, the lender earns LESS — the opposite of what a basic lending arrangement provides. SPPI fails. The loan is therefore at FVTPL (cannot be at amortised cost or FVOCI).
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