Debt sizing and pricing

I’m an IB analyst with some exposure to credit / RX but trying to get a better handle on PC, especially in the context of case studies / model tests.

So, it looks like in a model test I can either do a revolver & TLB w/ senior unsecured notes or a simplified revolver and unitranche structure.

My confusion on pricing in a case study comes from how important the size of the company / industry operates in.

For example, I’m thinking pricing as below:

Revolver: S+300
TLB: S+400
Unitranche: S+500

I suppose the above would be if I’m in a timed live test. If I’m in a case study setting, then I suppose I can use the terminal and look at some debt comps (public companies at similar size and industry) for pricing.

As for debt sizing on entry, I’ve the EBITDA and TEV so I can target a 5x leverage ratio on the Unitranche and then the rest is in equity. Similarly 3x on TLB and 2x on senior secured notes and rest on equity.

Is that the right way of thinking of pricing and sizing on entry?

Prior threads have a few different ways of going about this on sizing and then outdated views of pricing. Just trying to be in a spot where my pricing & sizing assumptions aren’t too off to the point it rly detracts from the model.

Any help would be very much appreciated!

5 Comments
 

Based on the most helpful WSO content, your approach to debt sizing and pricing in a case study or model test is on the right track, but here are some refinements and insights to ensure your assumptions are reasonable and aligned with industry norms:

Debt Sizing

  1. Leverage Ratios:

    • For LBOs, reasonable leverage assumptions typically range from 4.5x to 6.5x EBITDA, depending on the industry and the company's financial profile.
    • Splitting tranches:
      • TLB (Term Loan B): 3x leverage is a reasonable assumption.
      • Senior Secured Notes: 2x leverage is a good benchmark.
      • Unitranche: If you're using a unitranche structure, 5x leverage is a solid starting point for middle-market deals.
  2. Industry Considerations:

    • Cyclical industries (e.g., retail, consumer products) may warrant lower leverage (e.g., 3x-4x) due to higher risk during downturns.
    • Asset-intensive or defensive industries (e.g., manufacturing) can support higher leverage, closer to 6x.
  3. Equity Contribution:

    • Most LBOs are structured with 35-40% equity and 60-65% debt in a pre-COVID market. Adjust accordingly based on the company's risk profile and market conditions.

Debt Pricing

  1. Indicative Pricing:

    • Revolver: S+300 is reasonable for a standard revolver.
    • TLB: S+400 aligns with typical pricing for senior secured term loans.
    • Unitranche: S+500 is a fair assumption for blended pricing in middle-market deals.
  2. Case Study Adjustments:

    • If time permits, use the Bloomberg terminal or other resources to pull debt comps for companies of similar size and industry. This will provide more accurate pricing benchmarks.
    • Consider the company's credit profile, industry risk, and market conditions when adjusting spreads.

Key Considerations

  • Flexibility in Capital Structure: Ensure the structure provides the company with enough flexibility to manage its operations and potential downturns. For example, avoid overleveraging to the point where interest coverage ratios are too tight.
  • Interest Coverage Ratios: Aim for a starting interest coverage ratio (e.g., EBITDA/Interest Expense) that is strong enough to handle potential stress scenarios. A ratio of 1.5x or higher is generally safer.
  • Free Cash Flow (FCF) Support: Ensure the company's FCF can comfortably cover debt service, including interest and amortization.

Final Tips

  • In a live test, simplicity and reasonableness are key. Stick to standard assumptions like the ones you've outlined unless specific guidance is provided.
  • In a case study, demonstrate your ability to back up assumptions with data (e.g., debt comps, industry benchmarks) and explain your rationale clearly.

By following these guidelines, your pricing and sizing assumptions should be well within the range of what is considered reasonable and won't detract from your model.

Sources: Creating own LBO assumptions, https://www.wallstreetoasis.com/forum/investment-banking/how-to-prepare-for-restructuring-technical-questions?customgpt=1, Private Credit Resources and Prep, Distressed publicly traded credit - case study help needed!, Reasonable entry multiple for buyout target?

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

Pricing generally is market driven, i.e. having a solid feeling / ask people in the space what pricing levels currently are should be good enough.

Debt sizing (at least in PC) should be based on looking at the available cashflows. 5x net leverage for a software company is usually on the lower end, but way too much for other business models.

 

Vel eaque suscipit rerum quia iure. Dolore vel facere numquam eius. Excepturi non excepturi praesentium.

Harum repellat voluptas vero pariatur. Deserunt quia ut quos autem numquam nulla. Impedit ut enim accusantium omnis unde eius mollitia voluptatem. Qui veritatis inventore qui aut velit. Animi saepe quis iusto veniam non sunt laborum magni. Aperiam asperiores consequatur doloribus ipsam et. Aut nisi illum rerum autem deserunt quis.

Mollitia animi et dolorem exercitationem est possimus et. Sunt id ut dolore rerum sed dignissimos quo. Est consequatur dolorem sed aspernatur iure quo provident.

Qui dicta magni doloribus exercitationem fugit aperiam libero quo. Impedit molestiae sed et architecto rem. Aliquid asperiores vel rerum omnis iusto ut a temporibus. Nemo temporibus qui rem quia.

Career Advancement Opportunities

June 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.8%
  • JPMorgan 01 98.2%
  • Guggenheim Partners 01 97.7%
  • Morgan Stanley 07 97.1%

Overall Employee Satisfaction

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Morgan Stanley 01 98.8%
  • Evercore 01 98.2%
  • BMO Capital Markets 12 97.6%
  • Banco Santander 01 97.1%

Professional Growth Opportunities

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.8%
  • Morgan Stanley 05 98.2%
  • JPMorgan No 97.7%
  • BMO Capital Markets 12 97.1%

Total Avg Compensation

June 2026 Investment Banking

  • Vice President (14) $434
  • Associates (43) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (13) $156
  • 1st Year Analyst (75) $151
  • Intern/Summer Analyst (68) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
kanon's picture
kanon
99.0
3
Secyh62's picture
Secyh62
99.0
4
BankonBanking's picture
BankonBanking
99.0
5
DrApeman's picture
DrApeman
98.9
6
CompBanker's picture
CompBanker
98.9
7
dosk17's picture
dosk17
98.9
8
Betsy Massar's picture
Betsy Massar
98.9
9
GameTheory's picture
GameTheory
98.9
10
numi's picture
numi
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”