Distressed HF Itw Question

Hi fellows,

Was asked the following question during an interview at a Distressed HF:

A bank is selling an undrawn RCF at 95. How much would you pay for it?

No more info. I didn't know what to answer. I only saw that interviewer for 10 minutes, so we moved on quickly as I could not give an answer.

2 days later I still have no clue what the answer is / could be.

2 Comments
 
Best Response

This is a tricky question that depends on your Legal status, counterparty (Seller and Intermediary bank), execution and post execution set-up (Subpart vs Elevated)

In most cases and following LMA guidelines - You need to pay 95c for the RCF total but you get 5c of the undrawn amount back from the Seller. The reason is that the undrawn commitment under the revolver always needs to be fully collateralized.

So for example - if you have a 100mm RCF with 10mm undrawn - your initial outlay will be 95mm (95c *100mm) but 9.5m (95c * 10mm undrawn) of this is held in a collateral account by the intermediary bank or Agent for the purpose of funding the undrawn commitment. 0.5mm will be paid by the Seller to fund the remaining portion of the Undrawn revolver. So the net amount you have paid will be 94.5mm

No coming back to my first point regarding status, execution etc. This varies - if the entity buying the RCF is a hedge fund then the above is the accepted practice, but if it is a banking institution then they don't need to post the collateral for the undrawn portion. Also if you have a direct path to getting elevated (listed as a lender with voting rights) then I believe the accepted practice is different as well

 

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