Debt incurrence

Selected accordion rights are economically option-like.

Size selected debt routes, compare explicit stacking conventions, and separate borrower financing benefit from MFN cost. 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
Covenant leverage 4.5x
Draw date 0.50yrs

Capacity mechanics

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

Free capacity = greater of fixed and grower, less prior usage. Opening covenant debt = leverage × EBITDA, separate from reference debt face. Use the same gross/net and debt-perimeter definitions as the ceiling; new borrowing proceeds are never netted. Other baskets, repayment credits and legal gates are outside this selected-route calculation.

Priority overlay

Same-lien / non-subordinated share 85%
Subordinated share 5%

The residual is non-payment-subordinated debt with other liens or no security. Payment subordination is classified first. These assumed buckets do not determine debt or lien permission and do not drive MFN eligibility.

Valuation bridge

Marginal debt spread 100bps
Draw probability 55%
EBITDA vol 8%

Discount & reference instrument

4%
5yrs from today

Annual interest with a final stub; 100% survival and no amortisation. New-debt tenor starts at the draw date; protected debt maturity is measured from today. These are separate cash-flow schedules.

MFN protection

100%
MFN cushion 50bps
MFN sunset 12mo
Conditional trigger probability 30%
Yield / margin gap 100bps

Selected-route capacity estimate

Net financing-benefit teaching estimate

bps

Adjust the inputs to calculate selected-route capacity and financing-benefit teaching estimates. JavaScript is required; no calculation data leaves your browser.

Exhibit 01Priority split · assumed ranking of the selected-route estimate
Same-lien / non-subordinated
Other liens / unsecured
Subordinated
Positive ratio capacity at draw
Financing benefit PV
Benefit / reference PV01
4-year shortcut bps
MFN lender uplift
Exhibit 02Capacity bridge · selected-route estimate to probability-weighted amount
Selected-route capacity estimatefree-and-clear plus ratio mechanics under selected inputs
Future ratio sensitivityexpected extra ratio exposure; not capacity today
Probability / exercise haircutone draw probability; ratio-state expectation is already weighted
Expected borrowingeconomic exposure used for value bridge

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

Exhibit 03Bps bridge · borrower value less MFN protection
Free tranche benefitfixed basket value converted to spread bps
Ratio-route benefitcurrent ratio plus any future route value
MFN lender upliftcost to borrower / uplift to existing lenders
Teaching estimate: net financing benefitsigned benefit after borrower MFN cost; not lender credit loss

Right of center is borrower financing benefit; left is the MFN cost to the borrower. All bridge rows use the same discounted reference-debt PV01. The separate four-year shortcut is not added. No default or lender credit loss is modeled; every value remains a teaching estimate.

Illustrative teaching model: full methodology here. Free-and-clear and ratio mechanics produce a selected-route capacity estimate under the inputs chosen. Future EBITDA 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 is Part VII of the LevFin Book: 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. See also the tool methodology page for the formula, variables and worked example.

What this incremental debt calculator does

An incremental facility — the accordion — is the borrower’s option to add debt under an existing credit agreement without a full amend-and-extend. Lenders write that option in free-and-clear baskets, ratio doors, grower prongs and ranking rules, then take some economics back through MFN protection.

This Incremental Debt Lab is a teaching calculator for those selected mechanics. Choose a case preset, set EBITDA, leverage, the free-and-clear basket, the ratio ceiling and the MFN terms, and the page returns two teaching outputs: a selected-route capacity estimate and a signed spread-equivalent financing-benefit estimate. Neither is a legal conclusion or a market price.

The capacity bridge starts with free-and-clear plus ratio capacity today, then shows any future-EBITDA sensitivity as modeled optionality rather than present capacity. The ranking split is an assumed overlay, not a liens or intercreditor parser. The bps bridge converts the borrower’s assumed financing benefit into spread-equivalent basis points and subtracts its MFN cost. Neither leg measures lender credit loss.

Read the incremental debt methodology for the formula, the discounted RiskyPV01 conversion, the worked example and the limits. The restricted-payments counterpart is the builder basket calculator; call protection is the make-whole calculator.

Common questions

What is an incremental debt accordion?

An accordion, or incremental facility, lets a borrower add debt under an existing credit agreement without a full amend-and-extend. This teaching tool sizes selected free-and-clear and ratio routes, then overlays assumed ranking and MFN protection. It does not parse the agreement or determine legal capacity.

Does this calculator determine legal debt capacity?

No. The headline is a selected-route capacity estimate under the inputs you choose. Debt-incurrence permission, lien permission, payment ranking and structural subordination require separate document analysis. The authority for any contractual-capacity conclusion is the actual credit agreement or indenture.

What is MFN protection on incremental debt?

Most-favored-nation protection gives existing lenders a spread give-back if qualifying incremental debt is issued inside a protected window above a cushion. The tool models cushion, sunset, trigger probability and new-issue premium as a teaching estimate of lender uplift, not a market price.

Why are there two bps lines?

Financing benefit and MFN cost are divided by the same discounted reference-debt PV01. The four-year shortcut is displayed separately for comparison. Changing the denominator does not upgrade the payoff evidence: every number remains a teaching estimate.

Is future EBITDA uncertainty present debt capacity?

No. The optional future-EBITDA layer is a separate single-date sensitivity, not present debt capacity. Selected-route capacity today is free-and-clear plus current ratio capacity under the chosen inputs.

Is the output a market price?

No. Every euro and bps output is a teaching estimate under stated assumptions. It is not a market price, trading mark, legal conclusion or recommendation.