Aurelia Bank

Credit Risk Console
Reporting date 31 Mar 2026Quarter 2026-Q1All amounts in EUR unless stated
Overview Technology Cygnus Data Systems fac-039

fac-039 · Trade finance

Cygnus Data Systems

Facility

Trade finance

Currency
USD
Commitment
US$137.4m
Drawn
US$121.6m
Undrawn
US$15.8m
EAD
€114.8m
CCF
20%
Margin
220 bps
Maturity
25 April 2028
Tenor
24 months

Covenant monitoring

0 breached, 0 within 10% of the threshold

DSCR

Direction: Minimum Threshold: 1.3 Current: 1.64 Next test: 30 Jun 2026Quarterly

Net lev.

Direction: Maximum Threshold: 4.35 Current: 2.84 Next test: 30 Jun 2026Quarterly

ICR

Direction: Minimum Threshold: 3.37 Current: 5 Next test: 30 Jun 2026Quarterly

Collateral

Net of supervisory haircuts

CollateralCurrencyValuation Valuation (EUR) HaircutNet valueLast valuedBasisReceivablesUSD US$166.8m €153.5m 31% €106.6m 14 Feb 2025Internal modelSecuritiesUSD US$112.9m €103.9m 23% €79.9m 19 Jan 2026Independent appraisalTotal €186.5m

Tenor

24 months

QuarterCommitmentDrawnUndrawnΔ DrawnUtilisation2026-Q1US$137.4mUS$121.6mUS$15.8m n/a 88% 2026-Q2US$137.4mUS$121.6mUS$15.8m US$0 88% 2026-Q3US$137.4mUS$121.6mUS$15.8m US$0 88% 2026-Q4US$137.4mUS$121.6mUS$15.8m US$0 88% 2027-Q1US$137.4mUS$121.6mUS$15.8m US$0 88% 2027-Q2US$137.4mUS$121.6mUS$15.8m US$0 88% 2027-Q4US$137.4mUS$121.6mUS$15.8m US$0 88% 2028-Q1US$0US$0US$0 -US$121.6m 0%