Module II· EV-Equity BridgeAdvanced
Question

How do you treat litigation reserves and pending claims in the bridge?

Answer

Litigation reserves are handled differently depending on their accounting treatment:

  • Reserved litigation (on the balance sheet): debt-like, deduct after-tax from EV.
  • Unreserved but probable claims: IFRS reporters must recognize "probable" (>50%) claims and disclose only "possible" ones in the notes. In a valuation, "possible" risks belong as a sensitivity item − not in the base-case bridge.
  • Large probable claims (historically, Bayer's glyphosate litigation, VW's diesel litigation, Wirecard investor claims): a concrete estimate with `probability factor × expected value × (1−t)` in the bridge.
Deep diveShow more details

Inputs:

  • Litigation reserve on the balance sheet: $50m
  • Tax rate t: 30%

Calculation:
```
Bridge item = reserve × (1 − t) = $50 × 0.70 = $35m
```

'Outstanding litigation $200m gross exposure × 60% probability × 70% (after-tax) = $84m bridge item − separate sensitivity analysis for tail risk.'