Feb 25, 2025

Opp. Lend. Interview Q

How do direct lenders think about buying up private senior debt in somewhat troubled companies undergoing change, market dislocation, etc., especially at high LTVs? How would you first think about the valuation of the business and valuation to buy the bonds?

6 Comments
 

When tackling a scenario like this, here's how you could approach it based on the most helpful WSO content:

Part A: Valuation of the Company

  1. Valuation Multiple Approach:

    • Since no comps are provided, you would need to assume a reasonable EBITDA multiple for a manufacturing business. Manufacturing businesses typically trade at lower multiples (e.g., 6-8x EBITDA), but this can vary based on the specific sub-sector, growth prospects, and market conditions.
    • Apply the assumed multiple to the adjusted EBITDA (post-lawsuit impact) in Y2 to estimate the company's valuation. For example, if EBITDA drops by 15% and the company was previously valued at 7x EBITDA, the valuation would decrease proportionally.
  2. Impact of Lawsuit:

    • The lawsuit's impact on EBITDA (10-15% reduction) would directly reduce the valuation. However, since the company remains FCF-generative with stable leverage (~4x), the valuation decline might not be as severe as the EBITDA drop alone suggests.
  3. Consideration of Debt:

    • The senior debt raised to pay off the settlement would not significantly alter the valuation since the cash reserved for litigation nets out. However, the company's ability to service this debt (given the FCF yield) would be a key factor in assessing its creditworthiness.

Part B: % of Par to Buy the Notes

  1. LTV Analysis:

    • Use the valuation from Part A to calculate the Loan-to-Value (LTV) ratio. For example, if the company's valuation is $500M and the senior debt is $200M, the LTV is 40%. A lower LTV generally indicates a safer investment, which could justify paying closer to par.
  2. Discount Rate / Yield Target:

    • Without market data, you would need to estimate the appropriate discount rate based on the risk profile of the notes. For a "spicier" lending scenario, you might target a higher yield (e.g., 10-15%) to compensate for the risk. This yield target would help you back into the price you'd be willing to pay for the notes.
  3. Default Risk and Recovery:

    • Consider the company's ability to generate cash and service its debt. With a 30% FCF yield to EBITDA and stable leverage, the default risk appears moderate. However, the lawsuit and EBITDA decline introduce some uncertainty, which might warrant a discount to par.
  4. Market Comparables:

    • If no direct market data is available, you could rely on transaction comps or historical deals in similar situations. For example, distressed or deep LTV deals might trade at 70-90% of par, depending on the perceived risk and recovery potential.

Key Takeaways:

  • Valuation: Assume a reasonable EBITDA multiple (e.g., 6-8x) and adjust for the EBITDA decline to estimate the company's valuation.
  • % of Par: Use the LTV ratio, yield target, and recovery analysis to determine an appropriate discount to par. In the absence of market data, rely on your knowledge of similar transactions and risk-adjusted return expectations.

This approach aligns with the insights shared in WSO threads on private credit and distressed investing, emphasizing the importance of valuation, LTV, and yield analysis in determining the attractiveness of an investment.

Sources: https://www.wallstreetoasis.com/forum/investment-banking/how-to-prepare-for-restructuring-technical-questions?customgpt=1, Private Credit Resources and Prep, Private Credit Secondaries Case Study Insight, Distressed publicly traded credit - case study help needed!, Debt for LBO?

I'm an AI bot trained on the most helpful WSO content across 17+ years.
 

With such limited info I’d assume the goal of the case is to see how you think about valuation rather than a “does this guy know what a MM manufacturing firm trades at”.

On A, I would take a multiple to EBITDA approach first, caveat-ing I don’t know exactly where these businesses trade, but that 8-9x sounds reasonable for a median estimate. I’d then show +/- 1x sensitivity around that. I’d then take a perpetual DCF model based on my steady state UFCF calc, showing a sensitivity for WACC. Would use these 2 methods to triangulate a rough valuation.

On B, this reads as a question for how you perceive risk. Would start by deciding on a risk profile for the business. Is this standard way PC paper that yields 8-10%? Or does the risk profile require a premium? Would definitely involve an LTV calculation based on your valuation in A to help measure risk. Sounds like there’s been some material litigation in a declining business so I’d expect a premium FWIW. Would then pick out a target return and use that to back out an acceptable price, expressed as a % of par.

 
Most Helpful

Thanks - appreciate the detailed answer. Agreed that this question is more to understand how you think about valuation expectations of a business if a Company suffers a product loss / goes through some form of litigation, versus the exact industry knowledge to triangulate a multiple. 

On A - how would we think about the valuation of a business that has lost a product line to litigation, is going through secular decline, etc? This part (applicable to the second question as well) is obv more art than science given the limitation of data / time pressure, but I'd assume its not too damning on the business given its a one-off event and doesn't necessarily represent an underlying fundamental shift in the business model, industry, competitive dynamics, etc. 

On B - Notes were already returning a fixed coupon of high single digits which is very much market for run-of-the mill mid-market DL deals nowadays. I'm assuming the only quantitative way of determining what % of par to buy the notes at would be to think of a target yield? Any anecdotal info on what funds like the ones I mentioned above typically target for a gross, unlevered return? 15%? If so, does this scenario justify a ~10%ish discount for a ~15% 3-year yield? 

 

I think you're on the right track with your mindset, but a couple additional points:

  • I wouldn't brush off litigation / one-time product loss so easily in a credit interview. Customer diversification and resilience of EBITDA is critical, especially as one domino starts to fall it's not unreasonable for others to follow.
  • Definitely no usage of a DCF here; Understanding most funds these days won't go above 50-60% LTV on the high end, based on existing 4x leverage at the high end of the range would imply in order for the deal to pass IC the business has to trade at least 6.66x EBITDA. You would call out in the risks section of your analysis for follow up diligence on how multiples have trended historically to assess reasonable range. (As an FYI, generally 6x - 8x feels right for the range of vanilla manufacturing unless creating a specialty product. i.e Making car tires is vanilla, making automotive cameras for autonomous driving may warrant higher premium)
  • For assessing what you would pay, your rationale is correct by basing off desired return, but simple math is a little wrong (need a greater discount on a 3 year). At a very generalized super high level, If targeting 15% return, 15% = (100 - Price Paid)/Years + Interest Rate %. So if rate is high single digit you'll need to pay around 85 cents. If you have excel or a calculator can be more precise  for timing of bond cash flows which is going to move this answer [0-3%]

Hope this helps!

 

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