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Key question

How does FX rate volatility threaten leverage covenants — and how to hedge the accounting mismatch between spot and average rate?

Your company

Enter your company data

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4.0x
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4x
2x6x

Balance sheet structure · debt and EBITDA by currency

GBPCHF
Debt
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EBITDA
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Analysis Results

No Hedging

Under GBPCHF scenario: spot -8%, average -4% over the reporting period (spot to 1.363, average — 1.422) leverage rises from 4.0x to 4.09x — above the 4.0x threshold. Pros: no premium cost. Cons: the covenant is breached whenever H1 < AR — i.e., whenever the debt currency strengthens against the period average rate.

Net Debt / EBITDA · base

GBP 400m / 100m

GBPCHF rate 1.481

Net Debt / EBITDA · stress -8%

GBP 417m / 102m

spot 1.363 · average 1.422

Leverage (stress)

4.09x

⚠ covenant breach

Advanced Analysis

Demo is based on historical data. In the full version — current data, your currency, your company's portfolio.

Monte Carlo simulation of leverage distribution across strategiesdemo
Dynamic protection across multiple simultaneous covenantsdemo
IFRS 9 — Average Strike instruments and hedge accounting treatmentdemo