Aurelia Bank

Credit Risk Console
Reporting date 31 Mar 2026Quarter 2026-Q1All amounts in EUR unless stated
OverviewTechnologyCygnus Data Systemsfac-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: MinimumThreshold: 1.3Current: 1.64Next test: 30 Jun 2026Quarterly

Net lev.

Direction: MaximumThreshold: 4.35Current: 2.84Next test: 30 Jun 2026Quarterly

ICR

Direction: MinimumThreshold: 3.37Current: 5Next test: 30 Jun 2026Quarterly

Collateral

Net of supervisory haircuts

CollateralCurrencyValuationValuation (EUR) HaircutNet valueLast valuedBasisReceivablesUSDUS$166.8m€153.5m31%€106.6m14 Feb 2025Internal modelSecuritiesUSDUS$112.9m€103.9m23%€79.9m19 Jan 2026Independent appraisalTotal€186.5m

Tenor

24 months

QuarterCommitmentDrawnUndrawnΔ DrawnUtilisation2026-Q1US$137.4mUS$121.6mUS$15.8mn/a88%2026-Q2US$137.4mUS$121.6mUS$15.8mUS$088%2026-Q3US$137.4mUS$121.6mUS$15.8mUS$088%2026-Q4US$137.4mUS$121.6mUS$15.8mUS$088%2027-Q1US$137.4mUS$121.6mUS$15.8mUS$088%2027-Q2US$137.4mUS$121.6mUS$15.8mUS$088%2027-Q4US$137.4mUS$121.6mUS$15.8mUS$088%2028-Q1US$0US$0US$0-US$121.6m0%