AI-Powered Debt Valuation

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.

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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.

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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

Get access before launch.

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