Model Operating Earnings (EBIT), Debt Service Interest, EBITDA Coverage, Cash Flow Cushion, and Lending Covenant Headroom.
| Solvency Metric | Formula Definition | Result | Credit Rating Benchmark |
|---|---|---|---|
| Times Interest Earned (TIE) | EBIT ÷ Interest Expense | 4.00x | BBB / Investment Grade (≥ 3.5x) |
| EBITDA Interest Coverage | (EBIT + D&A) ÷ Interest Expense | 5.33x | Healthy (≥ 4.0x) |
| Cash Interest Coverage | (CFO + Interest) ÷ Interest Expense | 4.50x | Strong CFO (≥ 3.0x) |
| Net Operating Cash Cushion ($) | EBIT − Interest Expense | +$3,600,000 | Positive Surplus |
| Lender Covenant Threshold | Bank Minimum Covenant TIE | 2.50x | Required Baseline |
| Maximum Supportable Interest at Covenant | EBIT ÷ Covenant Threshold | $1,920,000 | Debt Sizing Ceiling |
Model how operational earnings swings against higher debt interest alter the Times Interest Earned ratio.
| Operating Earnings (EBIT) ($) | Annual Gross Interest Expense ($) | ||||
|---|---|---|---|---|---|
| $800,000 | $1,000,000 | $1,200,000 | $1,400,000 | $1,600,000 | |
Evaluate interest coverage assuming the current EBIT across varying funded debt amounts and effective interest rates.
| Funded Total Debt ($) | Effective Borrowing Interest Rate (%) | ||||
|---|---|---|---|---|---|
| 5.0% | 6.5% | 8.0% | 9.5% | 11.0% | |
The Times Interest Earned ratio is the primary indicator of default risk used by commercial bank credit committees, institutional bond underwriters, and rating agencies (Moody's, S&P, Fitch). A high TIE ratio proves that a company can easily absorb revenue recessions, input inflation, or operational shocks without jeopardizing contractual debt service payments.
While private equity sponsors and investment bankers frequently emphasize EBITDA Interest Coverage, depreciation is not a fictional expense in asset-intensive businesses. If a company generates $10M of EBITDA with $6M of interest and $4M of necessary maintenance CapEx, true free cash flow is zero. TIE uses EBIT, explicitly requiring that depreciation is earned before debt service is counted.
In rising interest rate environments, companies with floating-rate syndicated loans (SOFR + spread) experience severe coverage compression. A company with a comfortable 4.0x TIE at 3% interest can see coverage collapse to 1.7x when base rates jump to 7%, transforming an investment-grade credit profile into high-yield junk without any revenue deterioration.
Most credit agreements require a minimum TIE covenant of 2.5x to 3.0x tested quarterly. When coverage approaches the covenant floor, management must preserve liquidity by suspending share buybacks, slashing non-essential OPEX, and exploring interest rate hedges or equity infusions before a technical default occurs.