Valuation

Taxonomy v2.1 — June 2026·5 subdomains

Valuation errors rarely surface as wrong arithmetic. They surface as the wrong framework applied confidently, a yield where a recovery is required, a levered beta against unlevered cash flows, a perpetuity that quietly assumes the impossible. The output stays quantitatively coherent and survives a citation review; the framework underneath it is the failure.

VAL·01

DCF & free-cash-flow construction

Adds back stock-based compensation to FCF without growing diluted share count

MechanismSBC is a real economic cost; adding it back to free cash flow requires the offsetting dilution be carried into the per-share bridge.

ConsequenceOverstates equity value per share and understates dilution — the DCF reads cheaper than it is.

StructuralCritical
Treats operating-lease ROU amortization as non-cash without subtracting the cash lease payment

MechanismUnder IFRS 16 / ASC 842 the right-of-use amortization is non-cash, but the cash lease payment is a real outflow that must be deducted in FCF or debt-treated consistently in EV.

ConsequenceDouble-counts the lease benefit and inflates unlevered free cash flow.

StructuralCritical
VAL·02

Distressed & special situations

Applies a yield-to-maturity framework to distressed debt where a no-arbitrage recovery PV is required

MechanismOnce default has occurred or is imminent, scheduled coupons are not the expected cash flows; price is a probability-weighted recovery and workout value, not a YTM.

ConsequenceReturns a quantitatively coherent yield that systematically misprices the security in a workout.

StructuralCritical
Discounts expected recovery at the original coupon rate rather than a distressed discount rate

MechanismRecovery cash flows carry workout and illiquidity risk and should be discounted at a rate reflecting that, not the instrument's contractual coupon.

ConsequenceOverstates recovery value and the implied price.

StructuralMaterial
VAL·03

Comparable companies & multiples

Compares an EV/EBITDA multiple against a P/E multiple as if interchangeable

MechanismEnterprise-value multiples are capital-structure neutral; equity multiples are not, so mixing them conflates leverage effects.

ConsequenceA levered company reads as mispriced against an unlevered peer set.

StructuralMaterial
Builds an EV/EBITDA comp without conforming lease treatment across the set

MechanismPost-IFRS-16 EBITDA is not comparable to pre-standard or US-GAAP operating-lease EBITDA unless normalized.

ConsequenceCross-jurisdiction comps drift by the capitalized lease amount.

StructuralMaterial
VAL·04

Cost of capital (WACC)

Discounts unlevered free cash flows with a levered equity beta

MechanismUnlevered FCF must be discounted at WACC or an unlevered cost of equity; the levered beta double-counts financial risk absent from unlevered cash flows.

ConsequenceUnderstates enterprise value for a levered firm.

StructuralMaterial
Computes WACC weights on book values of debt and equity rather than market values

MechanismWACC weights are market-value weights; book weights ignore the premium of equity to book.

ConsequenceMisweights the capital structure, usually overweighting debt.

ArithmeticMaterial
VAL·05

Terminal value & growth

Sets a perpetuity growth rate at or above the discount rate

MechanismGordon growth requires g below r; the formula breaks down otherwise.

ConsequenceProduces an explosive or negative terminal value that dominates the valuation.

ArithmeticCritical
Applies an exit multiple to a terminal-year metric that is not normalized

MechanismThe terminal year must represent a steady state; a multiple on a peak- or trough-cycle metric embeds the cycle into perpetuity.

ConsequenceCarries a transient margin into perpetuity.

StructuralMaterial

The full bank contains additional items not published here. The taxonomy is a living artifact, derived from practice — versioned, dated, and never claimed to be exhaustive.