% nominal WACC
Select asset type to begin
3%6%9%12%15%
Risk-free rate
Asset class spread
Risk adjustments
Option / synergy offset
Base rate inputs
4.5%
2.5%
Implied real risk-free rate: 2.0%  |  Asset class baseline spread: select asset type
Risk taxonomy — rate adjustments
Each factor adds or removes basis points from the asset class baseline
Regulatory framework maturityPrice control maturity and reset risk
Revenue predictabilityContracted, regulated, or volume-dependent?
Demand and load riskSensitivity to connection or utilisation assumptions
Technology and obsolescence riskCould the asset be substituted or stranded?
Political and policy durabilityRobustness of the regulatory and political underpinning
Counterparty and contract qualityStrength of key contractual relationships
Hold period / asset longevityEconomic life relative to investment thesis
Option value — rate offset
Higher-probability options reduce the required return — value outside the DCF lowers the yield needed from cash flows
Portfolio synergyInternalised portfolio value reduces required standalone return
Rate build — waterfall
Weighting rationale
Why each factor carries the basis point weight it does

The basis point adjustments are calibrated around two anchor points: a mature RAB-backed regulated utility (e.g. a settled RIIO-ED2 IDNO) as the low-risk benchmark at roughly gilt +150bps, and a fully merchant, unregulated infrastructure asset as the high-risk ceiling at roughly gilt +450bps. Each factor is weighted according to how much it independently contributes to cash flow uncertainty over the hold period. Factors with the largest range between their low and high options carry the most weight.

Factor Low / Mid / High Range Rationale
Regulatory framework maturity −30 / +20 / +75 bps 105bps The single largest driver of cash flow certainty in regulated infrastructure. A mature price control provides an allowed revenue floor, a reset mechanism, and a known regulatory philosophy. The absence of any price control introduces near-full merchant risk — hence the widest range of any factor.
Revenue predictability −20 / +25 / +70 bps 90bps Volume-dependent revenue introduces a cash flow distribution fundamentally different from a regulated allowance. The high end reflects the compounding effect of volume uncertainty over a multi-decade hold.
Demand and load risk −15 / +25 / +65 bps 80bps Distinct from revenue predictability — this is specifically about whether the underlying demand assumption is captive or behavioural. Captive demand is near-certain; adoption-dependent demand introduces non-linear risk that standard DCF sensitivity analysis tends to understate.
Technology and obsolescence risk −10 / +20 / +55 bps 65bps Weighted lower than regulatory and demand risk because technology substitution tends to be slow in physical network infrastructure. However for assets operating in less-settled technology environments it becomes material — a new standard or competing solution could strand the asset base within the hold period.
Political and policy durability −15 / +15 / +45 bps 60bps Weighted moderately — UK infrastructure regulation has historically been stable and the statutory underpinning of most price controls provides meaningful insulation from political reversal. The range is narrower than regulatory maturity because even assets facing policy risk rarely lose their physical network value entirely.
Counterparty and contract quality −10 / +15 / +40 bps 50bps A secondary factor — in regulated infrastructure the regulatory framework typically substitutes for contractual certainty. The weight rises for assets relying on specific commercial relationships such as heat network anchor loads or EVPC fleet agreements.
Hold period / asset longevity −10 / +15 / +35 bps 45bps The narrowest risk range — physical infrastructure assets generally have very long economic lives. The adjustment primarily penalises assets where the investment thesis depends on a technology lifecycle that may not extend to the assumed hold period without significant reinvestment.
Factor High / Med / Low Rationale
Asset-specific options −15 to −60bps at high probability Option value offsets reflect the probability-weighted NPV of unmodelled upside. If a material portion of the asset's true value is captured outside the DCF — regulatory ratchet, grid services revenue, network densification — the investor accepts a lower cash yield because total return compensates adequately. Options assessed as low probability carry zero offset, preserving analytical discipline.
Portfolio synergy −40bps / −15bps / 0bps The largest single offset available. Justified where owning the asset creates value in the wider portfolio not captured in the standalone DCF: vertical integration, cost internalisation, or informational advantages from combined load data. Should only be applied where the synergy is specific, named, and quantifiable — not as a general portfolio premium.
These weights are calibrated for UK regulated infrastructure and should be reviewed against current Ofgem / Ofwat WACC determinations and recent comparable transaction evidence before use in a live investment process. The asset class baseline spreads embed the current gilt environment — if the gilt yield moves materially, revisit the baseline spreads accordingly.