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LBO Modeling Pt.2 – Capital Structure Course Overview
A leveraged buyout (LBO) model is one of the most widely used tools in investment banking and private equity. In this second course of the LBO modeling series, you’ll build a complex capital structure into the model, including the drawn and undrawn portions of a revolving credit line, term loans, subordinated debt, and equity. The course also introduces discretionary cash sweep mechanisms for the term loans and subordinated debt. By the end, you’ll have advanced knowledge of capital structure modeling that is used in LBO transactions.
Who Should Take this LBO Modeling Pt.2 – Capital Structure Course?
This course is designed for aspiring investment banking and private equity professionals, as well as anyone looking to build practical financial modeling skills. It is especially relevant for those pursuing careers in corporate finance, transaction advisory, or capital markets.LBO Modeling Pt.2 - Capital Structure Learning Objectives
By the end of this course, learners will be able to:
- Construct detailed debt and equity schedules and apply cash sweep mechanisms using excess cash flow.
- Analyze the risk, return, and priority of each layer within the capital stack.
- Evaluate the impact of capital structure decisions on equity returns in an LBO model.
