Course description
Structuring Leveraged Buy-Outs
This two-day courseis designed to provide participants with the framework to identify appropriate candidates for leverage and the skills to structure a leveraged or sponsored finance transaction. This is a highly interactive and practical course where participants will be able to apply the principles learnt to case studies and exercises.
Upcoming start dates
Suitability - Who should attend?
Analysts and associates working in Leveraged Finance, credit risk managers monitoring/reviewing LBO structures and leveraged loan and high yield bond investors.
Outcome / Qualification etc.
Key Learning Outcomes:
- Apply analytic tools to identify suitable candidates for leverage and use forecasts of the key cash flow drivers to determine an appropriate debt quantum and the relationship between amortizing and non-amortizing debt
- Structure transactions combining different debt instruments used in leveraged finance
- Understand the key elements of an inter-creditor agreement and how the inter-relationships of the debt providers are governed
- Appreciate the importance of safeguards to enable early intervention in deteriorating credits and the correlation between early intervention and ultimate recovery rates in distressed credits.
Why choose Fitch Learning
9 in 10 would recommend us to a colleague
Over 1,300 clients worldwide
CPD recognized
Request info
Fitch Learning
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and...