LevFin Academy · Debt incurrence

Selected accordion rights are economically option-like.

The teaching tool applies selected free-and-clear, ratio, ranking and MFN assumptions. It does not parse the agreement, determine debt or lien capacity, or produce a market price.

Case presets

LTM EBITDA 1687m
Debt face for bps 6180m
Current leverage 4.5x
Test horizon 7yrs

Capacity mechanics

Free-and-clear basket 175m
Grower prong 0% EBITDA
Leverage ceiling 6.0x
New debt tenor 5yrs

Priority overlay

Senior / pari share 85%
Subordinated share 5%

Residual capacity is shown as lien-junior / unsecured.

Valuation bridge

Marginal debt spread 100bps
Fixed exercise 55%
EBITDA vol 8%

MFN protection

MFN cushion 50bps
MFN sunset 12mo
Trigger probability 30%
New-issue premium 100bps

Selected-route capacity estimate

€2,706m

Net option-cost teaching estimate

46bps

Under the chosen assumptions, the selected accordion routes produce a €2,706m capacity estimate and a 46 bps net option-cost teaching estimate after MFN attribution. These are not legal conclusions or market prices.

Priority splitassumed ranking of the selected-route estimate

Senior / pari €2,300m
Lien-junior / unsecured €271m
Subordinated €135m
Usability probability100%
Borrower option value€131m
Cost before MFN−53 bps
Tenor PV01 bps−42 bps
MFN lender uplift+8 bps

Capacity bridgeselected-route estimate to probability-weighted amount

Selected-route capacity estimatefree-and-clear plus ratio mechanics under selected inputs
Future ratio sensitivityillustrative only; not present debt capacity
€0m
Probability / exercise haircutfixed exercise and ratio-test usability
−€79m
Usable modeled capacityeconomic exposure used for value bridge
€2,627m

The selected-route amount is a teaching estimate under chosen mechanics. Actual availability and ranking require the full agreement, liens package and intercreditor analysis.

Bps bridgeborrower value less MFN protection

Free tranche costfixed basket value converted to spread bps
−2 bps
Ratio-route costcurrent ratio plus any future route value
−51 bps
MFN lender upliftspread give-back from MFN protection
+8 bps
Teaching estimate: net option costmodeled borrower flexibility after MFN attribution
−46 bps

Left of center is the teaching estimate of borrower option cost; right of center is modeled lender protection. Tenor PV01 uses the selected tenor with 100% survival. Changing the denominator does not upgrade the payoff evidence.

Illustrative teaching model — full methodology here. Free-and-clear and ratio mechanics produce a selected-route capacity estimate under the inputs chosen. Future deleveraging is a separate sensitivity, not present capacity. The ranking split is assumed, not parsed. Actual incurrence, lien and intercreditor capacity require the full documents. Every euro and bps output is a teaching estimate, not legal advice, a market price, a trading mark or a recommendation.

Go deeper. Request controlled access to the complete Covenants Bible or read the public nine-part LevFin Book condensed edition.

The full framework — why a builder basket is path-dependent, incremental debt is a leverage-gated call, MFN is lender protection, and a make-whole is an American call with a stepping strike — is Part VII of the LevFin Book. See also the tool methodology page for the formula, variables and worked example.