Six browser-based tools for credit analysts, corporate bankers, and lending teams — credit facility structuring, loan covenant compliance monitoring, risk-adjusted loan pricing (RAROC), debt service coverage and interest coverage ratio calculation, Basel III/IV credit RWA under the Standardised Approach, and compliant APR/APRC disclosure building. Basel IV · CRR3 · PSD2 · MCD · TILA. Client-side. Zero PII.
Follow the 4-stage lending workflow below, or jump directly to the tool you need. All tools run in your browser — no account, no data transmission.
Model TLA (amortising), TLB (bullet), revolving credit facility, and capex facility economics. Borrower all-in cost of funds, lender yield, amortisation schedule, and RCF utilization scenarios. ±50bps rate sensitivity.
Open ToolCalculate RAROC for corporate loans using PD, LGD, EAD, and economic capital (AIRB/FIRB/SA). P&L waterfall from gross revenue to net risk-adjusted income. Break-even spread vs. hurdle rate with sensitivity table.
Open ToolCalculate credit RWA under Basel IV/CRR3 Standardised Approach for up to 5 exposures. Full risk weight table by counterparty type and rating. SME supporting factor, CRR3 output floor note, capital surplus/deficit vs. target CET1.
Open ToolTest up to 6 financial covenants simultaneously. Traffic-light dashboard with headroom analysis, EBITDA stress testing (−10/20/30%), interest rate shocks (+100/200bps), 5-year forward breach projection.
Open ToolCalculate all 8 major DSCR and ICR variants from a single input set — Basic DSCR, Cash DSCR, FCF DSCR, FCCR, ICR (EBIT/EBITDA), net and gross leverage. Lender threshold matrix and break-even EBITDA table.
Open ToolNewton-Raphson APR/APRC solver for consumer and mortgage loans. Jurisdiction-specific disclosure text (EU APRC / UK representative APR / US TILA box), amortisation schedule, and total cost of credit breakdown.
Open Toolv1.0 · May 2026 · 6 Tools · Cat-28 · LendTech & Credit Operations
Use T440 to build APR/APRC disclosures for consumer or mortgage loans across EU CCD2, UK FCA, or US TILA regimes. Export to AP2 for downstream workflow integration.
Use T435 to model TLA, TLB, RCF, and capex facility economics including borrower all-in cost and lender yield. Use T437 to calculate RAROC and break-even spread against your institution's hurdle rate.
Use T435 for client-facing facility structuring scenarios with ±50bps rate sensitivity. Use T436 to run ongoing covenant headroom analysis and stress-test borrower financials before review meetings.
Use T439 to calculate credit RWA under Basel IV/CRR3 Standardised Approach for up to 5 exposures including SME supporting factor. Use T437 to assess economic capital allocation and RAROC across the loan portfolio.
Use T440 to build jurisdiction-specific APR/APRC disclosures for EU CCD2, UK FCA MCOB, and US TILA/Regulation Z. Newton-Raphson solver ensures mathematically accurate disclosure figures. Use T438 to validate DSCR and ICR reporting.
Tools in this hub are mapped to obligations under the following frameworks. Verify current applicability with qualified legal counsel.
T439 implements the Basel IV/CRR3 Standardised Approach risk weight table by counterparty type and rating, including SME supporting factor and output floor note. Capital surplus/deficit vs. target CET1.
T437 uses PD, LGD, EAD and AIRB/FIRB/SA capital approaches to calculate economic capital allocation, RAROC, and break-even spread for corporate loan pricing decisions.
T440 implements EU Consumer Credit Directive 2 APRC calculation methodology and disclosure text requirements for consumer credit products. Newton-Raphson solver for accurate APRC figures.
T440 generates UK FCA MCOB-aligned representative APR disclosure for mortgage products and CONC-aligned consumer credit APR disclosure. Jurisdiction-selectable output.
T440 produces US TILA-compliant APR disclosure box with total cost of credit breakdown, amortisation schedule, and fee-inclusive APR calculation under Regulation Z methodology.
T436 is pre-loaded with Loan Market Association standard financial covenant definitions (net leverage, DSCR, ICR, capex). T438 covers IFRS 9 reference metrics for expected credit loss staging.
All 6 tools expose structured outputs compatible with the AINumbers MCP manifest. Export-enabled tools produce JSON-serialisable results for downstream workflow integration.
| Tool ID | MCP Name | Input Schema | Output |
|---|---|---|---|
| T435 | structure_credit_facility | facility_type, principal, tenor, margin_bps, arrangement_fee_pct, commitment_fee_pct, base_rate | amortisation_schedule[], borrower_all_in_cost, lender_yield, rcf_utilization_scenarios{}, rate_sensitivity{} |
| T437 | calculate_raroc_loan_pricing | pd, lgd, ead, capital_approach, hurdle_rate, gross_revenue, funding_cost, operating_cost | raroc_pct, economic_capital, net_risk_adjusted_income, break_even_spread_bps, pl_waterfall{}, sensitivity_table{} |
| T439 | calculate_basel_credit_rwa | exposures[{counterparty_type, rating, amount}], sme_flag, target_cet1_pct | total_rwa, risk_weights_applied{}, sme_supporting_factor, capital_requirement, surplus_deficit_vs_cet1 |
| T436 | monitor_loan_covenants | covenants[{name, threshold, actual}], ebitda, interest_expense, net_debt, stress_scenarios{} | covenant_dashboard{}, headroom_analysis{}, breach_projections[], stress_results{} |
| T438 | calculate_dscr_icr_variants | ebit, ebitda, interest_expense, total_debt_service, capex, working_capital_change, net_debt | basic_dscr, cash_dscr, fcf_dscr, fccr, icr_ebit, icr_ebitda, net_leverage, gross_leverage, lender_threshold_matrix{}, breakeven_ebitda |
| T440 | build_apr_aprc_disclosure | jurisdiction, loan_amount, term_months, nominal_rate, fees[], product_type | apr_pct, aprc_pct, disclosure_text, amortisation_schedule[], total_cost_of_credit, regulatory_box_html |