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Under the circumstances, if there is nothing in writing, I see no relationship between you and third-party. Quite frankly, I would not accept liability for this invoice. They can ask you for it all they want, but they really have no standing to hold you liable in front of a judge.
If you feel is legitimate, some to you how and when to pay it. But it doesn't sound like you are liable for a dime.
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So, as the agency was billed by the third party, would the agency have to pay this invoice to the third party first before trying to collect from our company?
The issue is that the third party just called and told us that they were going to sue us for the money even though they do not have a contract signed by us and even though they billed the agency. Can they simply bring this suit without a contract?
Not typically, but any lawyer worth his salt will find a way to get into court. Whether the claim succeeds is another story. If you did not recieve goods or services from them, I do not see how they can have a successful claim.
Sounds like scare tactics.