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Valuing Distressed Corporate Debt

Valuation Courses

Become an expert in price and value differences & corporate distress issues with Redcliffe's Valuing Distressed Corporate Debt course.

CPD Accredited 3 hours
Duration
1 Day
Format
In-house

Key Benefits

  • Learn to distinguish value from price in distressed situations and assess underlying distress drivers
  • Develop skills to forecast adjusted cash flows for companies facing financial or operational stress
  • Understand and apply appropriate valuation methods for distressed corporate debt

Technical Content

Part One

Session One:  Dynamics of the Problem

  • Classes of distressed debt: Leveraged loans

  • Syndication debt

  • High-yield bonds

  • NPLs

  • Post-debt insolvency

This distressed debt course assesses the difference between price and value

Is it a liquidity issue or a solvency problem?

Operational or financial distress?

  • What were the causes of the company's underperformance?

Possible restructuring solutions:

  • Business & company reorganisation

  • Financial restructuring and insolvency

  • In-court restructuring or out-of-court restructuring and its impact on valuation

  • What can we learn from previous solutions?

What cash flow is required for success?

Assessing minimum cash flow requirements for turnaround

Going concern value versus liquidation value

Case Study Example: Evaluation of the restructuring options and debt value for a recent distressed investing company

Session Two:  Cashflow Issues

  • Forecasting adjusted corporate cash flows: Transition period (from distress back to sound health)

  • Sustainable period after (in sound health)

Adjusting current EBITDA levels to reflect the turnaround solution:

  • Assessing margins

  • Potential litigation costs

  • Difficulty retaining key staff

Working capital forecasts:

  • Stretched working capital needs in distress

Matching capital expenditures to growth forecasts

Tax shields and carry-forward losses

Forecast periods:

  • Estimating the competitive advantage period

Terminal value calculations and adjusting for potential failure

Sensitising the cashflows for distress:

  • Using bond data to estimate distress probability

Discount rate problems:

  • Factors to consider when determining the cost of equity and cost of debt for the valuation of distressed companies

Overnight Exercise: Produce a cash flow forecast for a sample distressed company

Part Two

Session One:  Which Valuation Methods to Use

  • Valuation methodologies: Break-up or liquidation values

  • Replacement value

  • Discounted cash flow valuation for distressed assets funds

Going concern premium plus liquidation value:

  • Relative multiples: EBITDA, revenue-based, others

  • Disaggregating the multiple

Identifying the key drivers of risk, growth, and reinvestment:

  • Option valuation methodology

What are we trying to value?

  • Going concern versus liquidation

  • Collateral differences

  • Carve-outs/spin-offs

  • Capital structure and subordination impact

Present value of cash flow for each subordinate debt piece:

  • Standstill agreements and waterfall provisions

Session Two

  • Discounted cash flow valuation of the company debt: models, assumptions, and outputs

  • Understanding the key DCF cash flow drivers of the business and its funding needs

  • Macro and sector drivers: industry considerations and critical success factors

  • Company-specific drivers: changes required to the operating model to address operational problems and establish a sustainable EBITDA

  • Identifying the factors with the greatest impact on the debt value

  • Overall operational, investment and other financial drivers required to sustain the business

  • Comparative multiple approaches using appropriate peers and multiples for distressed companies

  • Putting it all together into a completely distressed debt valuation

  • Case Study: Valuation of the debt of a recently distressed company using DCF and comparative methods

Training Objectives

Redcliffe’s Training’s distressed debt course covers the following:

  • Understand the current distressed debt market structure and drivers

  • Identify key features of transactions

  • Review documentation requirements

  • The due diligence process

  • Valuation techniques for distressed debt investing

  • Developing the model for distressed debt valuation methods

Training Course Summary

Redciffe’s distressed debt course will help you appreciate the difference between price and value, the identification of corporate distress issues and their relevance to valuation.

This training also covers an in-depth analysis of future cash flow patterns, a review of the main valuation methodologies and the application of methodologies to valuing distressed corporate debt.

Your trainer

Redcliffe Trainer 203

Course Trainer · 17 yrs experience

View Profile
  • Valuation Courses

This distressed debt course trainer is the Managing Director of an international advisory company specialising in advisory and development services. This is designed for the corporate, banking and finance industry, which he has owned for the past 17 years.

He is an experienced corporate finance professional with practical experience and extensive knowledge of corporate financial restructuring and structured finance in global financial markets. He is a Visiting Fellow in the M&A department and Programme Director at Executive Development, Sir John Cass Business School, London. He is a member of the Visiting Faculty at Fuqua Business School and worked as an advisor to the Overseas Development Administration in the UK, as well as EU PHARE and TACIS programmes throughout Europe and Russia.

The trainer’s main areas of real-world experience are in corporate finance, M&A, corporate analysis, structured finance, asset securitisation, risk management, valuation and corporate credit analysis.

He currently works with global corporate and banking clients in these areas and acts as an Expert Witness for London law firms in his areas of expertise.

His list of global clients is extensive and covers European, Middle Eastern, African and Asian markets. In the corporate market, he works with large corporate clients, private equity firms, and private investors, as well as public sector companies such as the NHS and major law firms. He provides advisory and development services to these organisations, either through the relevant departments or to the senior line management.

He is also a well-known figure within the various training and development companies in Europe. He regularly delivers seminars worldwide on his specialist areas and is a recognised expert by many organisations.

Our valuing distressed debt course expert was previously the Managing Director of a subsidiary of Union Plc, a London merchant bank, having worked with several high-profile global investment banks. He left Union Plc in 1996 to form his own international advisory Company.

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