AVG Distress Simulator
Capital Structure Pricing, Collateral Pools & Expected Loss
LIVE SIMULATION
Model Inputs
EBITDA ($M)
EV Multiple (x)
Accounting Standard
IFRS 9 / CECL (Expected Loss)
GAAP Legacy (Incurred Loss)
Industry Risk (1-10)
Collateral Pools ($M)
Accounts Receivable
Inventory
PP&E / Real Estate
Capital Stack ($M)
Tranche
Amt
Rate
Senior
Junior
Mezzanine
Run Pricing & Loss Model
Leverage Ratio
--
PD (1-Year)
--
SNC Rating
--
Restructuring Waterfall Recovery
Tranche Risk & Pricing Analysis
Tranche
Principal
Est. LGD
Expected Loss (EL)
Recovery %
Implied Price