Debt valuation
at the speed of thought.

ASC 820 and ASC 815 compliant debt valuations in hours, not weeks. Convertible notes, term loans, credit facilities, and complex embedded derivatives — modeled by AI, reviewed by humans. Audit-ready.

aestima — valuation engine

Capabilities

Built for instruments others won't touch.

Monte Carlo Engine

Path-dependent simulation for EBITDA triggers, prepayment waterfalls, and covenant-linked cash flows. Thousands of scenarios in seconds.

Embedded Derivative Detection

Automatic identification and bifurcation of conversion features, call provisions, make-whole premiums, and contingent payoff structures under ASC 815.

Credit Risk Modeling

Market-calibrated credit spreads, probability of default curves, and recovery rate assumptions using your borrower’s actual financial data.

Yield Curve Integration

Real-time risk-free rate curves with automated interpolation. No more stale inputs or manual Treasury lookups.

Auditor-Ready Reports

Complete methodology documentation, sensitivity tables, and waterfall schedules formatted for Big Four review. We handle auditor Q&A directly.

Quarterly Roll-Forward

Automated period-over-period updates. Upload new financials and amendments — Aestima recalculates and flags what changed and why.

Coverage

Every instrument in your portfolio.

Convertible Notes & SAFEsASC 815 / 820

Term Loans & RevolversASC 820

Mezzanine & Subordinated DebtASC 820

Revenue-Based FinancingASC 820

Structured Notes with Embedded DerivativesASC 815 / 820

PIK & Toggle NotesASC 820

Credit Facilities with EBITDA CovenantsASC 815 / 820

NAV Lending & Subscription LinesASC 820

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