Company: SVREW
Filing Date: 2025-03-21
Form Type: 20-F
Source: 0001013762-25-001028
Chunk: 118

Company: SaverOne 2014 Ltd.
Filing Date: 2025-03-21
Form: 20-F
Item: Item 11
Chunk 118
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ITEM
11. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

Quantitative
and Qualitative Disclosures about Market Risk

We
are exposed to market risks in the ordinary course of our business. Market risk represents the risk of loss that may impact our financial
position due to adverse changes in financial market prices and rates. Our current investment policy is to invest available cash in bank
deposits with banks that have a credit rating of at least A-minus. Accordingly, some of our cash and cash equivalents is held in deposits
that bear interest. Given the current low rates of interest we receive, we will not be adversely affected if such rates are reduced.
Our market risk exposure is primarily a result of U. S. dollar/NIS exchange rates, which is discussed in detail in the following paragraph.

Liquidity
Risk

Liquidity
risk is the risk that we will encounter difficulty in meeting the obligations associated with our financial liabilities that are settled
in cash. Cash flow forecasting is performed in our operating entity. We monitor forecasts of our liquidity requirements to ensure we
have sufficient cash to meet operational needs. We may be reliant on our ability to raise additional investment capital from the issuance
of both debt and equity securities to fund our business operating plans and future obligations.

Credit
risk

Financial
instruments, which subject us to concentrations of credit risk, consist primarily of cash, cash equivalents and trade receivables. Our
cash and cash equivalents are held at a major financial institution located in Israel. Management regularly assesses the financial strength
of the financial institutions that we work with and believes the financial institution that hold our cash and cash equivalents are financially
sound and, accordingly, minimal credit risk exists with respect to cash and cash equivalents.

Our
management regularly examines the quality of the customers, including an analysis of each new potential customer and accordingly determines
the scope of the engagement with them. As of the reported periods, the balance of customers whose carrying amount was impaired by management,
and for whom the provision for credit losses was recognized, is based mainly on specific customers who did not meet the payment terms.
The main factors taken into account in determining the provision for impairment of such customers are our familiarity with the customers
and our history of activity with them, the depth of arrears, the financial condition of the customers as known to us and the quality
of the collateral granted.

Equity
price risk

As
we have not invested in securities riskier than short-term