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Microlesson · 5-min read

Cost of Debentures (Kd) — irredeemable, redeemable (YTM & approximation), and special cases

# Cost of Debentures (Kd)

Based on whether the principal is repaid on maturity, debt is irredeemable or redeemable.

## A. Cost of Irredeemable Debentures

Debentures that are never redeemed by the issuer. Cost (after tax):

```

Kd = (I / NP) × (1 − t)

```

Where `I₹ = annual interest, `NP₹ = net proceeds (or current market price), `t₹ = tax rate.

## B. Cost of Redeemable Debentures

Two approaches:

### (i) YTM Method (PV / IRR Method) — accurate

Kd is the IRR of the debenture's cash flows from today to maturity. Relevant cash flows:

YearCash flow
0Net proceeds (new issue) or current price `P₀₹ — an outflow
1 to nInterest net of tax: `I(1 − t)₹
nRedemption value `RV₹

Steps: (1) identify cash flows → (2) compute NPV at two guessed rates → (3) interpolate to find IRR (= Kd).

### (ii) Approximation Method (Shortcut / Formula) — approximate

When only interest is tax-deductible:

```

I(1 − t) + (RV − NP)/n

Kd = ─────────────────────────────

(RV + NP)/2

```

If discount on issue and/or premium on redemption are also tax-deductible:

```

I + (RV − NP)/n

Kd = ───────────────────── × (1 − t)

(RV + NP)/2

```

Where `I₹ = interest, `NP₹ = net proceeds/current price, `RV₹ = redemption value, `t₹ = tax rate, `n₹ = remaining life.

### Doubt busters

1. If not specified, use either method (YTM or Approximation).

2. Approximation gives an approximate Kd; YTM gives the accurate Kd.

3. Under approximation, either formula may be used with a logical assumption stated.

4. Net proceeds = Issue price − flotation cost.

5. If issue price not given → assume = current market price; if that too is absent → assume = face value.

6. If flotation costs not given → assume zero.

## Other issues in Kd

1. Amortization of Debenture/Bond — principal is repaid annually rather than at maturity, so the outstanding balance (and hence interest) falls each year, producing uneven cash flows. Value:

```

VB = Σ [ CFₜ / (1 + Kd)ᵗ ] for t = 1 to n

```

2. Convertible Debentures — holders may take cash or a fixed number of shares. Computed like redeemable debentures, but the redemption value = HIGHER of (a) cash value of debenture or (b) value of equity shares, assuming holders choose the more valuable option.

3. Zero Coupon Bond (Deep Discount Bond) — issued at a deep discount, redeemed at par, no coupon during its life. Kd found via YTM:

```

B₀ = RV / (1 + Kd)ⁿ

```

4. Short-Term Debt — part of current liabilities, not capital employed; exclude from WACC (e.g., creditors).

5. Long-Term Bank Loan — treated like normal redeemable Kd, but with no premium/discount:

```

Kd = Interest Rate × (1 − t)

```

Worked example

### Example 1

Irredeemable Kd: 12% debentures of ₹100 issued at par, tax rate 30%.

`Kd = (I/NP)(1 − t) = (12/100)(1 − 0.30) = 0.12 × 0.70 = 8.4%`

### Example 2

Redeemable Kd — Approximation method: 12% debenture, face ₹100, net proceeds ₹95, redeemable at ₹105 after 5 years, tax 30% (only interest tax-deductible).

I(1 − t) = 12 × 0.70 = 8.4

(RV − NP)/n = (105 − 95)/5 = 2

Numerator = 8.4 + 2 = 10.4

Denominator = (105 + 95)/2 = 100

`Kd = 10.4 / 100 = 10.4%`

### Example 3

Zero coupon bond: A bond redeemable at ₹1,000 in 5 years is issued today at ₹620.92.

`B₀ = RV/(1 + Kd)⁵ → 620.92 = 1,000/(1 + Kd)⁵`

`(1 + Kd)⁵ = 1.610 → Kd ≈ 10%`

### Example 4

Convertible debenture redemption value: At maturity a debenture can be redeemed for ₹110 cash OR converted into 10 shares worth ₹13 each (= ₹130). Since holders pick the higher value, RV = ₹130 (the share value), and this ₹130 is used as the redemption inflow in the Kd computation.

⚠️ Common exam mistakes

  • Using interest before tax — debenture interest must be taken net of tax, I(1 − t), because of the tax shield.
  • Confusing net proceeds (NP) with face value; NP = issue price − flotation cost, and defaults cascade (issue price → market price → face value).
  • Including short-term debt / creditors in the WACC capital base — they are current liabilities, not capital employed.
  • For convertible debentures, taking cash value as redemption when the share value is higher (or vice versa) — always take the HIGHER of the two.
  • Applying premium/discount logic to a long-term bank loan, which simply uses Kd = Interest Rate × (1 − t).
Reference:
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