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Private Debt Valuation

Probability-weighted loan DCF and fair-value bridge versus par.

prefix: loanval:category: underwritingCredit
What it does

Values performing and stressed private debt using contractual or expected cash flows, benchmark rates, market spreads, default and recovery assumptions, accrued interest, and observable transaction evidence.

Example prompts
  • "loanval: mark a 7-year unitranche at a 950bps market discount spread"
  • "Value the loan using 6% PD and 45% recovery"
  • "Bridge the quarter-on-quarter mark from par to fair value"
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