Module IV· Returns DisaggregationAdvanced
Question

How do you model the cash-flow impact of an equity cure on returns?

Answer

An equity cure is additional sponsor equity injected to cure a covenant breach. It reduces the equity IRR, because more capital is needed for the same exit return.

initial investment Year 0 of $150m sponsor equity. Year 3 covenant breach, equity cure $20m. Year 5 exit $400m.

VariantMOICIRR
Without cure (theoretical)400/150 = 2.67x21.7%
With $20m cure400/170 = 2.35x18.4%
IRR drop from the cure−3.3 percentage points
Deep diveShow more details
DriverEffect
Entry equity−$150m
EBITDA growth+$80m
EBITDA decline in Year 3 (drove the cure)−$30m (theoretical)
Equity cure−$20m additional in Year 3
De-leveraging+$120m
Multiple expansion+$50m
Operational recovery Year 4–5+$50m
Exit equity+$250m (vs $400m with no cure)
  • In multi-cure scenarios (2 cures instead of 1), the IRR drop can reach 5–7 percentage points.
  • The cure limit in the credit agreement is typically 2 cures in total: in structural distress that is often not enough.
  • An equity cure is defense, not value creation: the sponsor loses IRR and only buys time.

the sponsor pitch ignores cure risk. The IC asks for a stress test. Modeling best practice is a cure sensitivity at a −15% and −25% EBITDA drop.

Question: "At what EBITDA decline would an equity cure be needed?"
Answer: "Sensitivity test in the memo. At −15% EBITDA a cure is likely needed — senior leverage rises from 4.5x to 5.3x against a 5.0x cap. Cure cost ~$10m, IRR impact −1.5 percentage points. At −25% EBITDA it's two cures, IRR falls from 22% to 14% — critical"