TEA.13.3

$25.00

Negative Net Discount Rates: When Are They Appropriate, and How to Ensure Consistency When Derived from Current Market Yields and Less-Current Earnings Growth Forecasts

Rosenberg, Joseph I.  2013. “Negative Net Discount Rates: When Are They Appropriate, and How to Ensure Consistency When Derived from Current Market Yields and Less-Current Earnings Growth Forecasts.”  The Earnings Analyst, 13: 35-62.

Description

Today’s current bond market yields remain very low by historical standards.  This has caused many damage award experts to either use negative net discount rates (NDR) or consider when to use them when calculating awards.  The purpose of this paper is fourfold: (1) Review the literature on key issues and historical trends involving NDRs; (2) rather than viewing NDR as an input to calculating an award, argue instead that NDR should be considered an effective result when calculating an award using current market yields and forecasted earnings growth; (3) compare alternatively-derived NDRs to see under what conditions a negative NDR should result; and (4) offer a way to resolve the timing mismatch in calculating a damage award and its implied NDR based on current market yields and a “stale-dated” forecast of earnings growth.

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