Cross-Default

Covenants

Turkish: Çapraz Temerrüt

Short definition

Cross-default makes a default on another debt a default on this pack. It turns one miss into a group wall; a threshold can carve out small debts.

Detailed explanation

Scope: which group entities, which debt types, which de minimis amount. Guarantees and leases count as “debt” in some packs.

It differs from cross-acceleration, which waits until the other debt is actually accelerated; cross-default treats the miss itself as enough.

Why it matters for the CFO

A small supplier facility or a guarantee turning to cash can lock a large RCF.

How to read it

The lower the threshold, the easier the contagion. Threshold 0 means every miss is systemic.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Cross-Acceleration
  2. Covenant Breach
  3. Syndicated Loan
  4. Guarantee

Definitions are educational. They are not investment, credit or tax advice.