Video Transcript Notes

Annual Outputs (P50 and P90 Values)

  • P50 and P90 values represent the annual output a plant is expected to generate under ideal conditions.
  • These figures are typically obtained from an Energy Yield Assessment (EYA).
  • In this case, the figures (09/09/1960 and May) came from Bluestone's own assessments, likely based on their internal views.

Decommissioning Cost and Reserve

  • Decommissioning Cost: Included in the capital expenditure (CAPEX) base.
  • Decommissioning Reserve: A fund built up over the asset's lifetime by allocating a portion of the Cash Flow Available for Debt Service (CFADS) to cover decommissioning costs at the end of the operational life.
  • Both represent the same ultimate goal (funding decommissioning), but differ in accounting methodology.
  • Some funds prefer a reserve account, while others treat it as a lifecycle cost expensed over time.
  • Accounting/modeling choice rather than a commercial distinction.

Rental Base Rate

  • Represents the land cost or rent for the land on which the project is situated.

Percentage of Cost Retained

  • This refers to a portion of the Engineering, Procurement, and Construction (EPC) contract cost that is retained until commissioning and sign-off are complete.
  • A percentage is held back and paid a few months after construction ends.
  • It acts as a holdback, profiled over the construction period.

Developer Fee (Sway Equity)

  • Represents costs already incurred by Bluestone on the project.
  • Includes development expenses like grid connection, planning, and land acquisition.
  • These costs are converted into equity, compensating Bluestone for the development risk taken.

Repowering

  • Involves replacing the battery as it degrades over time.
  • Repowering threshold is set at 60%.

Solar Price Curve

  • The source of the price curve for solar is from Aurora.
  • The intention is to obtain an updated curve from Aurora, specific to the asset's location and considering grid curtailment, as part of the Blake Clough report.
  • Aurora publishes quarterly views of price curves (real or nominal).
  • Real value: Price today.
  • Nominal value: Inflated price.

Power Curve Acquisition from Aurora

  • Aurora provides power curves for the entire UK market, considering the absence of zone pricing.
  • These curves account for wholesale electricity price fluctuations.

PPA Structure

  • The capacity is split into different tranches with Power Purchase Agreements (PPA) a floor arrangement and merchant revenue streams during specific periods.

Operational Expenditure (OpEx) Assumptions

  • OpEx assumptions are typically provided by Bluestone in their initial model.
  • Asset Management Operational Cost: Includes staff operators, on-site operations, maintenance, panel cleaning, and monitoring.
  • Meter Supply (Import Energy): Covers the cost of grid import (small amount) for the site, including metering, report costs, etc.
  • Asset Management Cost: Ongoing expense to maximize the efficiency of the plant and ensure its longevity; controlling the output of the asset; computer control controlling where and when the power is going.

Optimizer Fee

  • Optimizers are specialists that help define the route to market, including the revenue stack for battery dispatch and charging strategies.
  • The optimizer trades the battery, managing charging and discharging.
  • They handle administration and grid interactions, paying Bluestone the generated profits minus their fee.
  • The optimizer fee is a share of the revenue they generate.
  • The optimizer guarantees the floor so is like an offtaker.
  • Above the floor, the revenue share is the revenue minus their fee.

IPP vs Commodity business

  • An Independent Power Producer (IPP) is a power producer, not a commodity trader.
  • Commodity businesses (e.g., Shell, BP) own the commodity and handle trading themselves.
  • Bluestone is a power producer that doesn't do the trading.

Energy retailer

  • An energy retailer purchases energy from IPPs to distribute to end consumers (households, businesses).

Sizing Approach and Debt Structuring

  • Banks provide Debt Service Coverage Ratios (DSCRs).
  • When approaching banks, the project cost will be x. The question is how much can be borrowed under the bank's terms.
  • Banks provide require cover ratios, sizing, and maximum amount that they can lend based on their cover ratios.
  • Banks consider contracted vs. uncontracted revenue and the risk profile of the asset to determine cover ratios.
  • Formula: \text{Maximum Debt Service} = \frac{\text{Cash Flow}}{\text{Cover Ratio}}
  • Debt is sized by dividing CFADS by the DSCR across the loan tenor.
  • The applied DSCR in the model is set by the bank and not yourself as the modeler (e.g., 1.5 cover ratio).
  • Banks seek long-term contracted revenues, high-quality investment-grade offtakers, and minimizing the merchant tail on assets.
  • At term sheet stage, you can expect debt quantum and DSCR ratios.
  • Banks will have their own individual internal assumptions.

Next steps

  • Revenue walkthrough will be performed to determine if model is set up correctly in the upcoming week.