Distressed Debt Math

Can someone help me understand how to go through some specific calculations for distressed debt (or point me to good resources for this)?

For example, lets say a company has EV of $150, secured debt of $75 and $125 of unsecured debt. Hence, the unsecured debt is trading at 60 cents on the dollar (based on expected recovery of $75 / $125). If the company goes through a debt-for-equity swap and the unsecured investor ends up recovering $25 in cash and gets $75 in equity, what would the return / yield for the unsecured debt investor be?     

2 Comments
 

IMO depends on what the unsecured bought it for. If he bought it when it was trading at 60 (which is correct as per your eg), it would be around 67% (100/60). But if we’re talking about the original holders who bought it at 100, then it should be par. This all is highly theoretical though IMO as equity price will obviously change and consequently the value of investors stake...

 

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