CofferAI — NAV Loan LTV Stress Tester

Fund Finance Credit Analysis · All calculations run in your browser · No data uploaded

Import portfolio data
↑
Drop an Excel or CSV file here, or click to browse
One row per position · Name column + value column · .xlsx, .xls, .csv
Expected file format

Required: position name and fair value.

Optional underwriting columns: asset class, eligible, valuation date, currency, unfunded commitment.

Set the value unit before importing if the file uses dollars, thousands, or millions.

↓ Sample Excel ↓ Sample CSV
Example spreadsheet with headers Position Name and Fair Value, followed by portfolio company rows.
Asset class
Valuation haircut
22%
Adjusted eligible NAV
$390M
Max LTV covenant
25.0%
Facility parameters
Reported NAV $500M
Base NAV for floor $500M
Loan amount $75M
NAV floor covenant 70%
Top 3 concentration 25%
Excluded NAV 0%
Valuation haircut 22%
Max LTV covenant 25%
Key metrics
Covenant LTV
19.2%
Max: 25.0% · Reported: 15.0%
Debt capacity
$98M
$23M remaining
Adjusted coverage
5.20x
Adjusted eligible NAV / loan
NAV floor trigger
$350M
70% of base NAV
Scenario analysis
LTV RATIO BY SCENARIO — dashed line = max LTV covenant
LTV by scenario: Base, Mild, Downside, Severe, Crisis.
Risk flags

Calculation method

With only name and value columns: adjusted eligible NAV = reported NAV × (1 − excluded NAV %) × (1 − haircut %). With optional columns, eligibility, asset-class haircuts, and unfunded reserves are applied position by position before aggregating.

Imported data behavior

After a file loads, reported NAV, base NAV, and top-three concentration lock to the parsed values. Loan amount, NAV floor, excluded NAV, haircut, max LTV, and asset class remain editable for sensitivity testing.

Contact

Questions about NAV loan modeling, portfolio parsing, or private credit tooling — use the contact page.

Agent-Facts readiness

This site publishes an Agent-Facts page, llms.txt, robots guidance, and sitemap so AI agents can retrieve deterministic business facts.

⚠ Haircuts and LTV covenants shown are illustrative defaults based on common NAV lending market conventions. Actual facility terms vary by lender, fund vintage, portfolio quality, and credit agreement. This tool does not constitute legal, investment, or credit advice.