medium · Private Credit loan-structures-instruments

A venture debt fund provides a $10M loan to a startup. The terms are 12% total interest (9% cash, 3% PIK) and warrants for 0.5% of the company's equity at a $100M valuation.

If the company fails and liquidates for $2M after two years, what was the primary risk realized by the lender?

  1. The dilution of the warrant value caused by the startup's inability to ever reach a 'Unicorn' valuation status.
  2. Interest rate risk resulting from the 3% PIK component being structured as fixed rather than floating over the two-year term.
  3. The breach of financial maintenance covenants, which should have allowed the lender to intervene and take Board control much sooner.
  4. The bimodal distribution of venture outcomes where lack of cash flow makes recovery highly dependent on enterprise value.

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