home  /  adjustments & present value  /  discount rates & present value
the machinery · economic damages

Discount rates and present value.

A future dollar is worth less than a present one. How much less is a judgment about risk, and it is the single most leveraged assumption in most long-horizon awards.

begin here

What is the economic harm?

Start a conversation with Cournot, the Institute’s damages concierge, already scoped to discount rates & present value. Pick a starting point, or describe the dispute directly.

Cournotdiscount rates & present value · a diagnostic, not a damages opinion
Tell me about the projected stream: how long it runs, how certain it is, and what rate has been proposed. I'll help you test whether the rate matches the risk. I won't select a rate myself.

Discounting converts a stream of future losses into a present award, and the rate that does the conversion is not a technicality; it is a statement about how risky the projected stream is. The logic runs one way: the riskier and less certain the cash flows, the higher the rate a rational investor would demand to hold a claim on them, and the lower their present value. From that logic follow the practical questions every damages model must answer. What rate class fits the stream: a near-riskless rate for losses projected with high confidence, a cost of capital for streams carrying full business risk, something constructed in between for the many cases that are neither? How is the rate built: from market benchmarks, from the subject's own financing costs, from a build-up of premiums, each component sourced and defensible? And is the rate consistent with the projection it meets: a projection already trimmed to conservative, near-certain levels that is then discounted at a full risky rate has counted the same risk twice, and the reverse combination has counted it never, and both defects are common enough that rebuttal experts check for them first. Timing questions complete the machinery: whether losses are discounted from the date of judgment or the date of injury, how the award treats the periods before and after trial, and the compounding and mid-period conventions that seem trivial and compound into real differences over long horizons. Some jurisdictions constrain rate choice in some claim types, particularly for individuals, and where the law speaks, the model lives inside it; that boundary belongs to counsel. Inside the boundary, the rate is economics, and it is the assumption most worth pressure-testing in almost any long-dated claim.

mechanisms

What the rate is made of.

Every component is a choice, and the components compound.

The riskless anchor

Government rates matched to the horizon of the stream. The floor every build-up starts from.

Risk premia

Equity, size and specific-risk components. Sourced from data or asserted, and the difference is the cross.

Cost of capital

The market’s required return for streams carrying business risk, built from the subject’s real financing structure.

Rate-stream matching

The rate’s risk must match the projection’s remaining risk. Mismatches double-count or ignore risk entirely.

Timing conventions

Discounting to injury date or judgment date, and interest bridging the gap. Framework choices that move the total.

Compounding detail

Annual, mid-period or continuous. Small print with a measurable effect over decades.

methodology

What the evidence shows — and what we examine.

How the Institute approaches a discounting question.

Build-up transparencyEvery component of the rate named, sourced and dated, because assembled rates are attacked component by component.
Risk matchingThe projection’s remaining uncertainty assessed first, so the rate can be matched to it rather than chosen for effect.
Sensitivity displayPresent value shown across a defensible rate range, because a point estimate hides the assumption doing the work.
Constraint checkWhether the jurisdiction constrains the rate for this claim type, resolved with counsel before the model is built.
what's at stake

What the rate decides.

On long horizons, more than the merits arguments do.

the present value of the award leverage that compounds with horizon admissibility of the rate construction double-counting exposure how pre- and post-judgment periods meet whether a financial economist is needed

Match the rate to the stream, not to the side.

Plaintiffs drift toward low rates and defendants toward high ones, and both drifts are visible. The defensible question is narrower: how much risk actually remains in this projection, and what rate does the market attach to that risk? An expert who can answer that in two sentences survives the rate cross. One who cannot, does not.

common questions

Discounting: practical questions.

Why do experts disagree so much about the rate?

Because the rate encodes the case's real dispute, how certain the but-for world is, in a single number. An expert who believes the lost profits were nearly assured will defend a rate near the riskless anchor; one who sees the projection as carrying full entrepreneurial risk will build toward a cost of capital, and the same evidence can support genuinely different readings. The disagreement becomes illegitimate when the rate stops tracking the risk analysis and starts tracking the client: a risky start-up's projections at a government-bond rate, or a contractual stream discounted like venture capital. The tribunal's practical test is coherence: does the expert's rate story match their own description of the projection's uncertainty? Incoherence between those two is the most common way rate opinions fail.

Should past losses be discounted, or carried forward with interest?

They run through opposite machinery, and the seam between them is a standard place for errors. Losses after judgment are future losses: discounted back to the award date. Losses before judgment already happened, and the question is compensation for the delay in receiving them, which is prejudgment interest, its own subject with its own law. The model's obligation is a clean seam at the judgment date: every period's loss either discounted or interest-carried, none double-treated, none dropped, and the conventions stated. A subtler version of the question is whether the whole analysis should be run as of the injury date, with everything after it brought forward, or as of judgment, with hindsight admitted; that choice interacts with the ex ante and ex post framing of the counterfactual and has legal dimensions counsel should weigh in on early, because it can change the number materially.

What is the coerced loan critique of low discount rates?

The observation that an unpaid judgment is an involuntary extension of credit. From the plaintiff's perspective, money it should have had at the injury date has been lent, without its consent, to the defendant until judgment, and the defendant's creditworthiness during that period was not the government's: a rational lender would have charged something like the defendant's unsecured borrowing rate. The argument appears in debates over both prejudgment interest and the discounting of past amounts, generally pushing toward higher rates than the riskless convention produces. Whether a jurisdiction's interest regime allows the economics to matter is a legal question, and many regimes fix rates by statute regardless. Where there is room for argument, the framing is worth knowing on both sides, because it converts a dry rate choice into an intuitive story about who financed whom.

How should sensitivity to the rate be presented?

Openly and early, because concealed leverage is a credibility problem and disclosed leverage is just information. The serviceable practice is a table or curve showing present value across a defensible range of rates, with the expert's selected rate positioned and argued inside it, so the tribunal sees both the conclusion and its elasticity. This is protective in both directions: it preempts the rebuttal demonstration that a point or two of rate moves the award by a large fraction, by showing the expert knew and said so, and it focuses the dispute where it belongs, on which rate the risk evidence supports, rather than allowing the impression that the bottom line was reverse-engineered. An opinion whose sensitivity analysis appears for the first time in the opposing report has ceded the frame on its most leveraged assumption.

related

Related specialization areas & resources.

Pressure-test the most leveraged assumption.

Describe the stream and the rate proposed. The Institute will help you see whether they match.

Cournotdiagnostic · not a damages opinion
Tell me about the projected stream: how long it runs, how certain it is, and what rate has been proposed. I'll help you test whether the rate matches the risk. I won't select a rate myself.