Solution
For commercial and corporate banks, credit funds and NBFC lending teams: standardized, ratio-ready spreads from any borrower format, with every figure cited to source and an analyst approving each one.
The problem
Senior analysts spend hours per borrower interpreting scanned returns, PDFs and Excel workbooks before any credit thinking starts.
Revenue, adjustments and EBITDA get recast a little differently on every file, so coverage ratios stop being comparable across the portfolio.
A mis-keyed line item compounds into DSCR, leverage and rating models — and surfaces months later in a portfolio review.
The product, not a promise
How it works
Borrower financials arrive as scanned tax returns, PDFs, Excel files and mixed schedules.
Line items are captured from every format and linked to the exact page they came from.
Figures are mapped to your spreading template across IFRS, GAAP and local standards.
EBITDA, DSCR, coverage and leverage ratios are derived automatically, with formulas visible.
An analyst validates the spread, checks flagged exceptions, and approves it for decisioning.
Who it's for
Credit analyst
Head of credit
Risk & internal audit
Credit analysis stalls where it should not: senior analysts spending hours interpreting formats instead of assessing risk. Borrower submissions arrive as scanned tax returns, PDFs, Excel workbooks and mixed schedules. Each analyst recasts revenue, expenses and adjustments a little differently, so EBITDA and coverage calculations drift across the portfolio — and every manual derivation compounds the error into DSCR and downstream risk models.
Financial Spreading Suite reads the raw documents and produces standardized, analysis-ready spreads. It normalizes across IFRS, GAAP and local standards, reconciles entities, and auto-computes the key metrics — EBITDA, ROE, debt-to-equity, coverage ratios — the same way every time. Time-series and peer comparison come from the same structured foundation, and exceptions and variances are flagged for a human before they flow into a decision.
Every figure in the spread links back to the page it came from. Click a normalized revenue line and you land on the exact cell of the Excel schedule or the exact line of the scanned return that produced it. Mapping decisions are visible, derived metrics show their formulas, and an analyst approves the spread before it moves into decisioning. That is what makes the output regulator-ready as well as fast — when a number is questioned, its provenance is one click away.
Spreading runs about 5× faster than manual work, and the platform has understood 1M+ documents across formats and standards. The compounding value is consistency: one mapping logic across the whole portfolio means quarter-over-quarter trends and portfolio-wide exposures are actually comparable. Analysts stop re-keying and start doing the job they were hired for — judging credit.
Objections, answered
Every figure links to the exact page, line or cell it came from; values the platform is less confident about are flagged; and a named analyst approves each spread before it moves downstream. Verifying a number is a click, and re-derivation is never required.
That template is the target. Line items map to your spreading structure and policy definitions — a borrower's 'other operating income' lands where your policy says it lands, on every file, across IFRS, GAAP and local standards.
The full record: source document, extracted value, mapping decision, computed formula, reviewer and approval. Any figure in a credit memo traces to the borrower's own statements months or years later.
Setup is your spreading template plus mapping rules, then your own back-book files run through for review. There is no per-format template building — scanned returns, PDFs and Excel schedules all go through the same extraction.
Watch a scanned tax return and a three-tab Excel become one approved spread — every figure cited — live in the demo.
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