medium · Asset-Backed Securities

A Whole Business Securitization (WBS) for a restaurant chain features a 2.0x DSCR rapid amortization trigger.

If same-store sales drop 15%, causing NOI to fall from $40M to $34M, while annual debt service is $18M, what is the consequence for the residual cash flow?

  1. Residual payments are suspended and all excess cash is used to pay down bond principal because the DSCR fell to 1.89x.
  2. The servicer must promptly sell 15% of the restaurant locations to restore the required 2.0x coverage ratio.
  3. The interest rate on the outstanding bonds automatically increases by 200 bp to compensate for higher credit risk.
  4. The bonds are automatically converted into equity ownership in the restaurant chain to reduce the overall debt service burden owed.

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