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STRATA DEBT STRUCTURING ASSOCIATION

VOCABULARY

Credit Market Terms & Concepts

SOFR
Benchmark Rate
Secured Overnight Financing Rate - the benchmark interest rate for dollar-denominated loans and derivatives, measuring the cost of overnight borrowing secured by Treasury securities.
5.32%
Current SOFR
Base Rate SOFR 5.32%
+ Spread + 450 bps
All-In Rate 9.82%
Basis Points (bps)
Measurement
One hundredth of one percent (0.01%). Used to express small changes in interest rates or yields. 100 basis points = 1%.
Each row = 10 bps | Total shown = 50 bps (0.50%)
Spread
Pricing
The premium above the benchmark rate (SOFR) that compensates lenders for credit risk, typically expressed in basis points.
Base Rate
5.32%
+
Spread
450 bps
=
Total Rate
9.82%
Floating vs Fixed Rate
Rate Structure
Floating rates adjust periodically with benchmark changes (SOFR + spread), while fixed rates remain constant for the loan term.
Floating Rate
Resets quarterly
Tracks market rates
Fixed Rate
Constant rate
Predictable payments
Leverage Ratio
Financial Metric
Total debt divided by EBITDA, measuring a company's debt burden relative to earnings. Key metric for credit analysis and covenant compliance.
Total Debt
$350M
EBITDA
$70M
=
Leverage
5.0x
EBITDA
Financial Metric
Earnings Before Interest, Taxes, Depreciation, and Amortization. Proxy for operating cash flow and standard denominator in leverage calculations.
Revenue $500M
Cost of Goods Sold (COGS) $300M
Operating Expenses (SG&A) $130M
+ Add back: D&A $20M
= EBITDA $90M
Covenant
Loan Terms
Contractual provisions in credit agreements restricting borrower actions or requiring maintenance of financial thresholds to protect lender interests.
Maintenance
Tested quarterly
Must maintain ratios
(e.g., Max 5.0x leverage)
Common in TLA, Revolvers
Incurrence
Only tested on actions
(debt, dividends, M&A)
More flexible
Common in TLB, Bonds
Amortization
Repayment
Scheduled principal repayment over the loan term, reducing outstanding balance progressively rather than bullet repayment at maturity.
Year 1
Year 2
Year 3
Year 4
Year 5
Year 6
Progressive principal reduction over loan term
Syndication
Market Process
Distribution of large loans among multiple lenders to diversify risk, with an arranger coordinating the process and allocating commitments.
Covenant-Lite
Loan Structure
Loan structures with minimal or no maintenance covenants, relying only on incurrence covenants tested when taking specific actions.
Standard Covenants
  • Max Leverage: 5.0x
  • Min Interest Coverage: 3.0x
  • Tested Quarterly
  • Strict Compliance
  • Higher Control
VS
Covenant-Lite
  • No Maintenance Tests
  • Incurrence Only
  • Greater Flexibility
  • Borrower-Friendly
  • Market Standard (TLB)
PIK (Pay-in-Kind)
Payment Structure
Interest payment mechanism allowing borrowers to add interest to principal rather than paying cash, preserving liquidity but increasing debt balance.
Cash Payment
💵
Pay 9% cash
Principal stays flat
Uses liquidity
OR
PIK Option
📈
Add 13% to principal
No cash outflow
Balance compounds
Cross-Default
Credit Protection
Provision making default under other debt agreements an event of default under the subject credit facility, preventing selective defaults.
Facility A
$200M Term Loan
✓ Current
Facility B
$100M Bond
✗ Default
Facility A
Triggered
✗ Cross-Default
Covenant Headroom
Compliance Buffer
The cushion between actual financial metrics and maximum permitted levels under maintenance covenants, indicating how much performance can deteriorate before breach.
Max: 5.0x
Headroom: 0.8x
Actual: 4.2x
Healthy headroom provides cushion for business volatility
Material Adverse Change
Event Trigger
Significant negative development affecting borrower's business, financial condition, or repayment ability, potentially allowing lenders to refuse advances or accelerate obligations.
Normal Operations
Business as usual
Deterioration
Performance decline
MAC Triggered
Lender action
MAC clauses are notoriously difficult to enforce
Waterfall
Payment Priority
Priority order for distributing cash flows or asset sale proceeds among creditor classes, with senior obligations receiving payment before junior claims.
Priority 1
Senior Secured Debt
First lien lenders, revolvers, TLA/TLB
Priority 2
Second Lien Debt
Secured but subordinated to first lien
Priority 3
Unsecured Debt
High-yield bonds, unsecured notes
Priority 4
Subordinated Debt
Mezzanine, PIK notes
Priority 5
Equity
Residual claims after all debt paid