Tests indicate that NATS is unlikely to default in a range of adverse circumstances

1.7 Our previous report demonstrated the critical importance to NATS of its inability to maintain healthy financial ratios in the aftermath of September 11th. Even before September 11th, both NATS itself and the Civil Aviation Authority had warned the Department that the capital structure of the PPP was, in their view, insufficiently robust. Though the Department for Transport had agreed to reductions in the indebtedness of the Company before completing the deal in July 2001, NATS and the Authority still remained concerned before September 11th. The Company estimated before September 11th that, in the event of significantly reduced traffic, it may not be able to generate enough cash to service its increased debts. After September 11th the Company initially estimated that it would run out of money by February 2002. However, this proved to be overly pessimistic.

1.8  Figure 3 illustrates that the refinancing has restored the Company's finances to a level that should avoid the Company moving into a position of default even under severe scenarios.

3

 

Testing the robustness of NATS' finances

 

 

The refinancing has been fundamental to restoring NATS' ability to service its debts, even in adverse scenarios.

 

 

Illustrative Scenarios

Average traffic reduction1

Scenario Outcome in each control period

 

 

 

 

CP1
2001-2005

CP2
2006-2010

CP3
2011-2015

 

 

 

 

 

 

 

 

 

NATS Base Case

0%

Ok

Ok

Ok

 

 

The Company does not default under any of these scenarios and therefore retains access to its banking facilities

These scenarios are "worse case" in that they assume no management action or allowable use of loans or accounts to cure potential trigger events

General traffic shock scenarios on the NATS Base Case

 

 

1 Low Traffic AND a 3 per cent reduction continuing through 2006-2010

12.2%

Ok

Ok

Ok

 

 

2 A Traffic Shock equivalent to Sept 11 2001 in 2006-20102

0%

Ok

Ok

Ok

 

 

3 A Traffic Shock equivalent to Sept 11 2001 in 2011-20152

0%

Ok

Ok

Ok

 

 

Scenarios based on a 2 month War in Iraq in 2003

 

 

 

 

 

 

4 Short Iraq War PLUS a 5 per cent reduction throughout 2006-2010

14.3%

Ok

Ok

Ok

 

 

5 Scenario 4 PLUS a further 15 per cent reduction in traffic

27.1%

Trigger

Trigger

Ok

 

 

6 Scenario 4 PLUS a further 10 per cent reduction in traffic AND Cost shocks3

22.8%

Trigger

Trigger

Ok

 

 

Scenarios based on a 6 month War in Iraq in 2003

 

 

 

 

 

 

7 Long Iraq War PLUS a 5 per cent reduction throughout 2006-2010

16.3%

Ok

Ok

Ok

 

 

8 Scenario 7 PLUS a further 10 per cent reduction in traffic

24.7%

Trigger

Trigger

Ok

 

 

9 Scenario 7 PLUS a further 5 per cent reduction in traffic AND Cost shocks3

20.50%

Trigger

Trigger

Trigger

 

 

 

 

 

 

 

 

 

Scenario outcomes and notes

 

 

Ok

No restrictions placed on Company other than those negotiated in the facilities agreement

 

 

 

 

 

 

Trigger

Allows greater monitoring by lenders including a block on dividends, and the ability to review loan drawdown requests. Otherwise the Company is allowed to operate normally with full access to facilities.

 

 

NOTES

1 Traffic Reductions are expressed as annual percentage reductions against base case traffic forecasts for the first control period 2001-2005. Traffic is defined in terms of Chargeable Service Units, equivalent to a 50 tonne aircraft flying 100 kilometres.

2 Traffic reduces in the period following a Sept 11th profile with a peak annual reduction of 12 per cent in the second year.

3 Cost shocks consist of operating cost increases above base of £12 million in the year ending 31/3/04 and and £10 million in 31/3/05.

Source: NATS