Aurelia Bank

Credit Risk Console
Reporting date 31 Mar 2026Quarter 2026-Q1All amounts in EUR unless stated
OverviewTechnologyCygnus Data Systemsfac-037

fac-037 · Term loan

Cygnus Data Systems

Facility

Term loan

Currency
USD
Commitment
US$124m
Drawn
US$106.3m
Undrawn
US$17.7m
EAD
€106m
CCF
50%
Margin
150 bps
Maturity
15 July 2029
Tenor
39 months

Covenant monitoring

0 breached, 1 within 10% of the threshold

ICR

Direction: MinimumThreshold: 3.45Current: 3.74Next test: 30 Jun 2026Quarterly

DSCR

Direction: MinimumThreshold: 1.31Current: 1.59Next test: 30 Jun 2026Quarterly

Net lev.

Direction: MaximumThreshold: 3.42Current: 2.15Next test: 30 Jun 2026Quarterly

Collateral

Net of supervisory haircuts

CollateralCurrencyValuationValuation (EUR) HaircutNet valueLast valuedBasisSecuritiesUSDUS$147.6m€135.8m22%€105.7m1 Nov 2024Internal modelReceivablesUSDUS$140.4m€129.2m31%€89.2m21 Jan 2026Independent appraisalTotal€194.9m

Tenor

39 months

QuarterCommitmentDrawnUndrawnΔ DrawnUtilisation2026-Q1US$124mUS$106.3mUS$17.7mn/a86%2026-Q2US$114.5mUS$98.2mUS$16.3m-US$8.2m86%2026-Q3US$104.9mUS$90mUS$15m-US$8.2m86%2026-Q4US$95.4mUS$81.8mUS$13.6m-US$8.2m86%2027-Q1US$85.8mUS$73.6mUS$12.2m-US$8.2m86%2027-Q2US$76.3mUS$65.4mUS$10.9m-US$8.2m86%2029-Q1US$9.5mUS$8.2mUS$1.4m-US$57.3m86%2029-Q2US$0US$0US$0-US$8.2m0%