hard · Private Credit & Debt

A fund manager reports that a $100.0M loan is now on 'Nonaccrual' status.

Which of the following best describes the accounting treatment of this loan in the fund's financial statements?

  1. Interest continues to accrue but is categorized as PIK until the borrower's liquidity improves.
  2. The fund continues to recognize GAAP interest income but provides a $100% reserve in the cash flow statement.
  3. The fund stops booking interest income and any cash received is typically applied to reduce the principal balance.
  4. The loan must be immediately written off to zero and removed from the balance sheet.

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