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Credit Series · Guide 02

Key Credit Metrics Explained

Debt/EBITDA, Interest Coverage, FCCR, DSCR, Net Leverage — the six ratios every credit interview tests, with formulas, thresholds, and worked numbers.

The Example Company

All six metrics are calculated using the same company throughout this guide so you can see how they relate to one another. Memorize these numbers — they serve as a useful anchor for understanding what each ratio actually measures.

Example Company — Key Financials
Line Item Amount Notes
LTM Revenue $625.0M Mid-market business services
LTM EBITDA $125.0M 20.0% margin
D&A $18.0M
Capex $15.0M Maintenance + growth
Annual Interest Expense $28.0M Blended rate on $500M total debt
Total Debt $500.0M 4.0x EBITDA
Cash on Balance Sheet $25.0M Minimum operating cash
Net Debt $475.0M Total Debt - Cash
Mandatory Amortization $25.0M 5% of $500M (TLA structure)
Total Annual Debt Service $53.0M Interest $28M + Amort $25M

Metric 1 — Total Leverage (Debt / EBITDA)

Total leverage is the first number every credit professional calculates. It tells you how many years of EBITDA generation would be required to pay off all debt if the company applied 100% of EBITDA to debt repayment — which of course no company actually does, but the ratio gives a clean relative measure of indebtedness.

Total Leverage = Total Debt / LTM EBITDA
= $500M / $125M = 4.0x

Leverage Thresholds by Market Segment

Leverage Comfort Zones — By Lender Type and Sector
Lender Type / Sector Typical Range Max Stretch Notes
Direct Lending (core market) 4.0x – 6.0x 6.5x Quality businesses only above 5.5x
Broadly Syndicated Loans 3.5x – 7.0x 7.5x Market sets the clearing price
Investment Grade 1.5x – 3.0x 3.5x Rating agency constrained
Distressed / Special Situations >7.0x No hard cap Price-driven, recovery analysis dominates
SaaS / Software 5.0x – 7.0x 7.5x (ARR-based) Sometimes sized on ARR multiples
Industrial / Manufacturing 3.5x – 5.0x 5.5x Asset collateral provides partial offset

Our example company at 4.0x is comfortably within the direct lending range for business services. A 4.0x leveraged business services company is a solid credit — there is substantial room for EBITDA to compress before covenant triggers and a reasonable recovery at almost any distressed multiple.

Metric 2 — Net Leverage (Net Debt / EBITDA)

Net leverage adjusts gross debt for cash on the balance sheet. The logic is simple: cash can be used to pay down debt immediately, so a company with $500M debt and $100M cash is meaningfully different from one with $500M debt and $10M cash.

Net Leverage = (Total Debt - Cash) / LTM EBITDA
= ($500M - $25M) / $125M = $475M / $125M = 3.8x

The 0.2x difference between gross (4.0x) and net (3.8x) leverage reflects $25M of cash — meaningful but not transformative. When evaluating net leverage, a lender should ask whether the cash is truly accessible or whether a portion is trapped in subsidiaries, restricted by covenants, or required to run daily operations. Minimum operating cash — typically 2–4 weeks of operating expenses — should generally not be counted against debt.

Metric 3 — Interest Coverage (EBITDA / Interest Expense)

Interest coverage tells you how many times over the company can pay its interest bill from EBITDA. It is the most direct measure of near-term debt serviceability and is one of the most commonly tested maintenance covenants in direct lending.

Interest Coverage = LTM EBITDA / Interest Expense
= $125M / $28M = 4.5x

Interest Coverage Thresholds

Coverage Level Interpretation Lender Action
> 3.0x Comfortable — strong buffer Standard monitoring
2.0x – 3.0x Acceptable — limited cushion Enhanced reporting requirements
1.5x – 2.0x Watch — stress scenario risk Covenant waiver discussions begin
< 1.5x Stressed — approaching default Workout team involvement
< 1.0x EBITDA cannot cover interest Cash burn / restructuring

Our example company at 4.5x coverage has substantial headroom. Interest would need to more than triple, or EBITDA would need to fall by more than 78%, before the company stopped generating enough EBITDA to cover interest. That is a very wide buffer — a sign of a conservatively structured deal.

Metric 4 — Fixed Charge Coverage Ratio (FCCR)

FCCR is the more conservative sibling of interest coverage. Where interest coverage ignores capex and mandatory amortization, FCCR captures all the fixed charges a company must pay — it is the real picture of cash flow adequacy for debt service.

FCCR = (EBITDA - Capex) / (Interest Expense + Mandatory Amortization)
= ($125M - $15M) / ($28M + $25M)
= $110M / $53M = 2.1x

FCCR drops from 4.5x (interest coverage) to 2.1x once capex and amortization are included. This compression illustrates why sophisticated lenders prefer FCCR over simple interest coverage — a company can show strong coverage on interest alone while struggling to actually service the full debt obligation.

When Lenders Use FCCR vs. Interest Coverage

Metric 5 — DSCR (Debt Service Coverage Ratio)

DSCR is similar to FCCR but uses free cash flow (after tax, after working capital changes) rather than EBITDA minus capex in the numerator. It is most commonly used in project finance and infrastructure lending, where cash flow rather than accounting EBITDA drives repayment capacity.

DSCR = Free Cash Flow / Total Debt Service
FCF = EBITDA - Interest - Taxes - Capex - ΔWC
FCF ≈ $125M - $28M - $19M - $15M - $5M = $58M
DSCR = $58M / $53M = 1.09x

At 1.09x DSCR, the company is barely covering its total debt service on a free cash flow basis. This is not unusual for a leveraged buyout in year one — the FCF-based ratio will be tight immediately post-close before debt pay-down begins. What matters is the trajectory: as amortization reduces the debt balance, both interest expense and mandatory amortization decline, and DSCR improves.

DSCR Minimum Thresholds by Lending Context

Lending Context Typical Minimum DSCR Notes
Project Finance 1.30x – 1.50x Hard constraint; cash sweeps are triggered
Commercial Real Estate 1.20x – 1.35x Key metric for cap rate / NOI analysis
Direct Lending (corp) 1.05x – 1.15x More flexibility; FCCR is primary covenant
SBA / Bank Lending 1.25x Hard regulatory requirement

Metric 6 — Leverage-to-Value (LTV)

LTV measures debt as a percentage of asset value or enterprise value. It is the primary metric in real estate and asset-based lending, and it matters in corporate credit as a sanity check on recovery: even if cash flow metrics look acceptable, if debt exceeds likely enterprise value at a distressed multiple, the lender is structurally underwater.

LTV = Total Debt / Appraised or Enterprise Value
Enterprise Value at 10x EBITDA = 10x × $125M = $1,250M
LTV = $500M / $1,250M = 40.0%

Distressed EV (at 5x recovery multiple) = $625M
Distressed LTV = $500M / $625M = 80.0%

An 80% LTV at a distressed multiple means the lender recovers 80 cents on the dollar if the company is sold at a 5x multiple in distress — acceptable for a senior secured lender, though not comfortable. If LTV in distress exceeded 100%, the lender would take a principal loss even in a sale, which most direct lenders consider unacceptable at origination.

All Six Metrics in One View

Summary Dashboard — $625M Revenue / $125M EBITDA / $500M Debt
Metric Formula This Company Comfortable Threshold Assessment
Total Leverage Debt / EBITDA 4.0x < 5.5x (direct lending) Strong
Net Leverage Net Debt / EBITDA 3.8x < 5.0x Strong
Interest Coverage EBITDA / Interest 4.5x > 3.0x Strong
FCCR (EBITDA - Capex) / (Int + Amort) 2.1x > 1.5x Adequate
DSCR FCF / Total Debt Service 1.09x > 1.10x Tight
Distressed LTV Debt / Distressed EV 80.0% < 85% Acceptable
Why Lenders Care More About Coverage Than Leverage

Leverage ratios measure a stock of debt against a flow of earnings — they are useful but backward-looking. Coverage ratios measure whether the company can actually pay its bills today, this quarter, this year. A company at 6.0x leverage with 3.5x interest coverage is a better credit than a company at 4.5x leverage with 1.6x interest coverage. The first has high debt relative to earnings but strong cash generation; the second is already straining to service what looks like moderate debt. In a portfolio review or credit committee meeting, coverage gets the most airtime because it is where defaults actually originate.

Interview Questions & Model Answers

Q: What is the difference between FCCR and DSCR?

Both measure debt service capacity, but they use different numerators. FCCR uses EBITDA minus capex — an approximation of unlevered free cash flow before taxes and working capital. DSCR uses actual free cash flow after taxes, interest, and working capital changes — the real cash available to service debt. FCCR is more common in corporate leveraged lending because it strips out tax timing differences and working capital swings that can distort period-to-period comparisons. DSCR dominates in project finance and real estate because those assets generate deterministic cash flows where the true FCF is more predictable and meaningful.

Q: A company has 5.0x leverage but 4.0x interest coverage. Another has 4.0x leverage but 2.0x interest coverage. Which is the better credit?

Almost certainly the first company, despite the higher leverage. 4.0x interest coverage means EBITDA must fall 75% before the company cannot pay its interest bill. 2.0x coverage means EBITDA only needs to fall 50% to hit a coverage crisis. The higher-leverage company likely has a lower interest rate — perhaps because it is a higher-quality business in a low-cyclicality sector — which is why the coverage is strong despite the higher debt load. Credit analysis is always about cash flow adequacy under stress, not just leverage multiples in isolation.

Q: How does a lender set covenant levels relative to the entry metrics?

Maintenance covenants are typically set with 25–35% headroom from the entry metric. If FCCR at close is 2.1x, the covenant might be set at 1.5x — giving the borrower room to underperform before triggering a default. The covenant is not meant to trip at the first sign of weakness; it is meant to give the lender an early warning system and a seat at the table for remediation conversations before the business deteriorates to the point where restructuring is the only option. Setting covenants too tight creates false positives; setting them too loose defeats the purpose.

Next: Debt Capacity Analysis → Practice in Mock Interview