Modelling Debt in 3-Statement Model

Hey guys, when constructing a 3-statement model of a public company with just its 10-k, how do you guys go about forecasting its debt balances? 10-K often provides maturity date, but its hard to determine amortization schedules and interest rates for each tranche of debt the company has right? Also how do you know the company will or won't take on more debt during the forecast period? Do you just keep the current debt balance constant to be safe?

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Best Response

I think if going off nothing else, assume 0 amort (but build in a % or $ per year amort function for if and when you find out) and yes, assume that any maturing debt would be refinanced at similar rates to the most recent issue - assumption would be the company is at its target capital structure.

Companies actually often provide interest rates for each tranche of debt (e.g. bank debt at the 3mo L+450 with 200 bps L floor, so 6.5% since 3mo libor forwards are below 200 for at least the next 2 years last I checked). Bonds also usually state a coupon, but be careful to note whether it is cash pay debt (standard) or Pay In Kind ("PIK") debt which just accrues until the maturity date (kind of like if you just let your credit card balance grow with the interest).

Usually you would look to transcripts / presentations to see if the company has any capital structure plans (e.g. issue debt, sell assets to pay debt, buybacks, target capital structure, etc).

You could also look to peers to find out if the company looks relatively over / underlevered and make some assumption about what it should do.

Let me know if any questions. Anyone has other ideas / disagrees, happy to hear thoughts.

if you like it then you shoulda put a banana on it
 

the credit agreement will have the amortization schedule and the rate. id look at a recent 10q to see if that schedule has changed and look at transcripts to see if they made any optional payments. from there you should have a solid idea. i'd also look at the covenants to see if there are any conditions that require mandatory payments as a result of asset sales, excess cf, etc.

 

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