Mar 10, 2026

Understanding Liquidity and Cash Burn

Hi guys,

In my current seat I spend a lot of time looking at leveraged equities and stressed / distressed credit names. Was hoping to get a better understanding about how analysts view different companies real liquidity position and the amount of liquidity they actually have to burn until a material liquidity event occurs (i.e. complete dividend suspension, loan/bond interest default, preemptive restructuring to clean up B/S etc. etc.). 

I know the typical way one may look at liquidity is cash & cash equivalents + revolver availability + potential asset sales = Available Liquidity. I'm more interested in knowing how other analyst's calculate/analyze the depletion of that liquidity. My rationale is that if you can get a better understanding of a companies true liquidity position vs their fundamentals and maturity walls, it'll be a great way to understand how/when the market can start pricing in a recovery or if they can even survive without a restructuring/LME.   

All input welcome!     

11 Comments
 

Yeah probably a tad bit generous but let’s assume distressed with legitimate refinancing risk if things don’t turn around. That’s why I’m looking to the liquidity and cash burn / run rate.

If they are distressed today (pick any plausible reason) but their next maturity is 3 years out.. this gives management some time and provides a potential opportunity for the enterprising investor (who is bullish on the recovery story).. but if liquidity runs out in a year and a half.. they both are in trouble.

Which makes me curious about how others are going about projecting liquidity and the companies true run rate.

 

To analyze a company's liquidity position and its cash burn until a material liquidity event, here are some key approaches based on the most helpful WSO content:

  1. Liquidity Rollforward Analysis:

    • Start with EBITDA as the base metric. Use analyst reports, CapIQ, or Factset for projections, or make reasonable assumptions if the company isn't covered.
    • Calculate Unlevered Free Cash Flow (UFCF) by subtracting capex, working capital changes, taxes, etc.
    • Then calculate Levered Free Cash Flow (LFCF) by subtracting interest and maturity payments.
    • Project these cash flows into the future to identify when liquidity might run out or when a significant event (e.g., large debt maturity or capex requirement) could occur.
  2. Components of Liquidity:

    • Liquidity typically includes cash & cash equivalents, revolver availability, and potential asset sales. However, it's crucial to assess the quality and accessibility of these components:
      • Cash & Cash Equivalents: Ensure the cash is not restricted or tied up in operations.
      • Revolver Availability: Check for covenant constraints that might limit access to revolvers.
      • Asset Sales: Evaluate the feasibility and timing of asset sales, as distressed companies may struggle to sell assets at fair value.
  3. Covenant Rollforward:

    • Similar to liquidity rollforward, but focuses on financial covenants like maximum leverage, minimum interest coverage, or minimum EBITDA. Breaching these covenants can trigger a liquidity crisis.
  4. Stress Testing Scenarios:

    • Create downside scenarios to test the company's ability to withstand adverse conditions. For example:
      • What happens if revenue declines by 20%?
      • What if capex requirements increase unexpectedly?
      • How does the company perform if refinancing options are unavailable?
  5. Key Ratios and Metrics:

    • Coverage Ratios: Assess the company's ability to meet interest and debt obligations.
    • Cash Burn Rate: Calculate how quickly the company is depleting its liquidity under current operating conditions.
    • Maturity Walls: Map out the timing of debt maturities and compare them to projected liquidity.
  6. Market Implications:

    • Understanding liquidity depletion helps predict when the market might price in recovery or restructuring. For instance:
      • If liquidity is projected to last only 12 months, the market may start pricing in distress well before that point.
      • Conversely, if liquidity is sufficient to cover near-term maturities, the market may view the company as having a higher chance of recovery.

By combining these analyses, you can gain a comprehensive view of a company's liquidity position and its ability to navigate stressed or distressed situations.

Sources: https://www.wallstreetoasis.com/forum/investment-banking/how-to-prepare-for-restructuring-technical-questions?customgpt=1, How to Prepare for Restructuring Technical Questions, Seeking advice on Corporate Banking modeling

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

Have you looked at 13WCF from rxcos? Might be pretty onerous doing a weekly one but you could tweak it for your own timeframe.

 
Most Helpful

For stressed / distressed situations where liquidity is a question you should build a 4-8 quarter cash flow walk (EBITDA -> FCF -> other S/U -> change in cash) that flows into updated liquidity levels (Cash/Liquidity BOP + Change in Cash = Cash/Liquidity EOP). Bake in some assumption for minimum cash levels that triggers revolver draw if necessary and you should also model an RCF availability trigger as some will have anti draw provisions if leverage / FCCR breaches certain levels so those should also evolve on a rolling basis. Other things that can trigger short term liquidity squeezes are LC/surety bond cash collateralizations, NWC squeezes (DPO could be running hot, inventory suppliers could demand cash before shipment vs on delivery) and also check the fine print for revenue rec / invoice policies which can hide small clues. For example, I was once invested in a distressed manufacturer where part of the revenue squeeze came from their payment terms being structured as paid on delivery AND installation which results in a dozen potential reasons things could be done late and you end up waiting an extra 7-14 days for a check which can make a difference.  

 

This is incredible. Thank you for the detailed response as it touches on exactly what I’m looking for vs the basic liquidity roll forward assumptions. It all comes down to the FCF I guess (and capex requirements) but can see how the nasty NWC changes would have as well. Will be paying closer attention and asking management more detailed questions regarding it. Thanks!

 

Great question. Most shops look at the standard cash + revolver + asset sales formula, but the real alpha in distressed modeling is understanding the velocity of cash burn at the operational level, not just the balance sheet level.

The fastest-growing lenders and distressed funds we work with don't just model the maturity walls; they model the operational bottlenecks that drain cash before a default even happens. If a company is burning $3,750 per file in manual processing costs (which is average for non-bank lenders), that operational inefficiency accelerates the liquidity event.

If you want to build a better model, start looking at their operational headcount vs. file volume. If headcount scales linearly with volume, their cash burn will accelerate faster than their fundamentals suggest during a stress period. The shops that survive are the ones deploying AI agents to handle the 15-20 manual touches per file, cutting their operational burn by 30-40% without adding bodies.

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