underwriting-credit-analysis — Private Credit Practice Questions

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  1. If the investor hedges the currency risk using forward contracts, what is the approximate expected USD return?
  2. A lender is determining the maximum debt capacity for an LBO… — What is the maximum supportable debt based on
  3. What is the Enterprise Value?
  4. If the sponsor uses $360 million in total debt, what is the entry Net Debt / EBITDA leverage multiple?
  5. A credit agreement includes a 75% 'Excess Cash Flow Sweep'.… — How much of this cash must be used to prepay th
  6. If the fund provides a $200M senior loan, how does the inclusion of add-backs affect the reported leverage rat
  7. If the pool suffers a 2% annual default rate with a 65% recovery rate, what is the adjusted annual yield on th
  8. If the cumulative probability of default over a 5-year investment horizon is 8%, what is the difference betwee
  9. If EBITDA grows 8% annually and all free cash flow is used to pay down debt, what is the estimated cumulative
  10. What is the Fixed Charge Coverage Ratio (FCCR)?
  11. If the senior debt is a 6-year term loan amortizing equally each year at an all-in rate of 6%, what is the max
  12. If the lender's 'Incurrence' covenant for acquisitions is 4.0× and the 'Maintenance' covenant is 5.0×, can the
  13. If the agreement treats the cure as a reduction in debt, what is the new leverage ratio?
  14. If the total debt is $300 million, what is the 'Adjusted Leverage' as viewed by a conservative direct lender w
  15. What is the risk-neutral probability of default (PD)?
  16. How much must the borrower apply to prepay the outstanding senior debt?
  17. If the total debt is $250M, what is the leverage ratio for covenant compliance purposes, and how does it compa
  18. If the interest rate is $8% and EBITDA remains flat, what is the impact on 'Interest Coverage' (EBITDA / Inter
  19. What is the Distributable Free Cash Flow (FCF) available for discretionary use?
  20. What is the company's Net Leverage ratio?
  21. A lender provides a Term Loan A (TLA) at SOFR + 325 bps. If the TLA has a face value of $60M and the borrower'
  22. If the original sponsor equity was $270M, what is the Money Multiple (MOIC)?
  23. How much principal must be repaid in Year 1?
  24. What is the Debt Yield?
  25. What is the value created solely from multiple expansion?
  26. If exit net debt is $247.3 million, what is the resulting IRR for the sponsor?
  27. If the company has $200 million in total debt, what is the difference between the reported leverage and the ad
  28. What is its FCF conversion rate?
  29. What is the EBITDA used for covenant testing?
  30. If market yields increase by 100 bps, what is the approximate percentage price change using modified duration?

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