Finance track

Finance · Phase 10

LBO Model Construction

Sources & uses, debt schedule, cash sweep, returns waterfall and attribution.

In plain English

A leveraged buyout is buying a company mostly with borrowed money, using the company's own cash flow to pay the loan down, then selling it a few years later. If the business is worth roughly the same on exit but the debt is smaller, the equity is worth much more.

The advanced view

An LBO is a levered equity claim on a cash-generating asset with a fixed maturity. Returns decompose into deleveraging, EBITDA growth (volume, price, margin) and multiple expansion. Only the first two are within the sponsor's control, so a credible investment case leans on operations and treats multiple expansion as an upside case, not a base case.

Build in a fixed order. Sources & uses first: uses are the purchase enterprise value, refinanced debt, and fees; sources are the debt tranches plus the sponsor equity that plugs the gap. Then the operating case: revenue, margin, capex and working capital. Then the debt schedule with each tranche's rate, amortisation and cash sweep. Then the exit and the returns. Any model that computes returns before it has a debt schedule is guessing.

The LBO skeleton

Entry EV = Entry EBITDA × Entry multiple
Uses = Entry EV + Refinanced debt + Fees;  Sources = Debt tranches + Sponsor equity
Sponsor equity = Uses − Debt raised
Cash available for debt service = EBITDA − Cash interest − Cash taxes − Capex − ΔWorking capital
Cash sweep = (Cash available − Mandatory amortisation) × Sweep %
Exit EV = Exit EBITDA × Exit multiple;  Exit equity = Exit EV − Net debt at exit
MoM = Exit equity / Sponsor equity;  IRR = MoM^(1/n) − 1
Leverage = Net debt / EBITDA;  Interest coverage = EBITDA / Cash interest

The capital stack, senior to junior

Revolver (RCF)

Undrawn working-capital line, commitment fee on the unused part. Drawn only when the sweep leaves a shortfall.

Term Loan A / B

Senior secured. TLA amortises and is bank-held; TLB is largely bullet, institutionally held, floating over a reference rate.

Second lien / mezzanine

Junior secured or subordinated, higher coupon, often part PIK. Fills the gap when senior capacity runs out.

High-yield notes

Bullet, fixed-rate, incurrence covenants only, callable with a premium. Buys flexibility at a higher coupon.

Sponsor equity

The residual. Usually 30-50% of uses in the current market; management rolls in alongside.

Covenants

Maintenance tests (leverage, coverage) checked quarterly versus incurrence tests triggered only by an action such as new debt or a dividend.

Worked example: a five-year LBO

Step 1 of 13

  1. 1Entry EBITDA 200, entry multiple 9.0x → EV =

Sensitivity is where the interview happens. IRR is most sensitive to the exit multiple, then entry leverage, then margin improvement, then growth. A one-turn move in the exit multiple on 255 of exit EBITDA is 255 of equity value — in the example above roughly 3-4 points of IRR. Build the two-way table (entry multiple against exit multiple, and leverage against margin) and know which cell is your base case. Sponsors typically underwrite to a 20-25% IRR and a 2.0-2.5x MoM over five years.

Must know cold

  • Sponsor equity is the plug: uses minus debt raised.
  • MoM ≈ 2.0x over 5 years is roughly a 15% IRR; 2.5x is ~20%; 3.0x is ~25%.
  • Doubling money in 3 years ≈ 26% IRR, in 4 years ≈ 19%, in 5 years ≈ 15%.
  • Higher leverage raises IRR and raises the probability of breaching a covenant — say both.
  • Cash flow, not accounting profit, services debt: capex and working capital sit above the sweep.
  • The best LBO targets have stable cash flow, low capex, a defensible niche and an identifiable exit route.

Common pitfalls

  • ×Assuming exit multiple above entry multiple in the base case.
  • ×Sweeping cash the business needs for working-capital seasonality, then breaching the revolver.
  • ×Forgetting that interest falls as debt is repaid, which understates the cash available in later years.
  • ×Ignoring fees, the management option pool and the sponsor's monitoring fee in the equity bridge.
  • ×Quoting IRR without MoM: a 40% IRR over one year on a small cheque is not a fund-returning deal.

Essential vocabulary

Sources & uses
Table showing what the deal costs and where every krona of funding comes from.
Cash sweep
Contractual requirement to use surplus cash to repay debt early.
PIK
Payment-in-kind interest, accrued into the principal instead of paid in cash; preserves cash, compounds the balance.
MoM / MOIC
Multiple of money: exit equity divided by invested equity.
Dividend recap
Re-levering the company to pay the sponsor a dividend, crystallising return before exit.
Rollover equity
Management reinvesting their proceeds into the new structure, aligning them with the sponsor.

Strategy connection

Leverage is a discipline device as well as a financing choice. Mandatory debt service removes the option to fund weak projects out of surplus cash, which is exactly the agency problem free cash flow creates. It also removes the option to absorb a bad quarter, so leverage suits businesses whose demand is predictable and destroys businesses whose demand is not.

Exercises

Try each one on paper before revealing the worked solution.

Exercise 1

Entry at 8.0x on EBITDA of 150 with 4.5x leverage. After five years EBITDA is 195, net debt is 400 and the exit is at 8.5x. Compute sponsor equity, exit equity, MoM and IRR, then attribute the value created.

Exercise 2

Same deal, but the exit multiple compresses to 7.0x. What happens to IRR, and what margin improvement would offset it?

Exercise 3

Structuring exercise: a sponsor asks whether a subscription software business or a regional bus operator is the better LBO candidate. Structure the comparison.

References

  • Rosenbaum, J. and Pearl, J. (2020). Investment Banking: Valuation, LBOs, M&A, and IPOs. 3rd Edition, Wiley, Hoboken.
  • Berk, J. and DeMarzo, P. (2023) Corporate Finance. 6th Global Edition, Pearson, Harlow.

Statistics glossary for this phase

The terms an interviewer expects you to use precisely — with the pitfall attached to each.

Discount rate

Rate that converts future cash to today's value; compensation for time and risk.

In finance

Small changes swing a DCF more than most operating assumptions.

Pitfall

×Mismatching the rate to the cash flow: WACC for firm cash flows, cost of equity for equity cash flows.

Terminal value

Value of everything beyond the explicit forecast, usually a growing perpetuity.

In finance

Typically the majority of a DCF value, so it deserves the sanity check.

Pitfall

×A perpetual growth rate at or above the discount rate, or above long-run GDP.

Beta

Covariance of an asset with the market divided by market variance — a regression slope.

In finance

Feeds the cost of equity in CAPM and therefore every WACC and DCF.

Pitfall

×Using raw historical beta without unlevering and relevering for the target's capital structure.

Weighted average

Average where each value counts in proportion to its size.

In finance

Blended margin, blended price, WACC — all weighted averages.

Pitfall

×Using unweighted averages across segments of very different size.

Practise this

The drills and cases where this phase turns into arithmetic you do out loud.