What kind of sensitivity tables do you do outside of Entry/Exit multiple?
Most online LBO examples/courses always finish up with a sensitivity table around exit/entry mutliple.
What kind of other tables do you use on the job and is there something that could give extra credits on a modelling test? I thought about doing leverage/debt sensitivities but always got a bit stuck in what tranche of debt I should fix for the data analysis to not run useless scenarios.
Any help is appreciated.
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