INTERNAL PREVIEW · Confidential · For client review only, not the final design.
Built For / CRE Lenders

Credit risk intelligence for institutional lending books.

PROMS Lender gives CRE credit teams defensible expected loss, IFRS 9 staging, and covenant surveillance, built from the property cashflow model up rather than imposed on top of it.

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The Problem → The Solution

CRE credit risk is still managed in spreadsheets.

Each challenge is matched directly to the PROMS capability that addresses it.

Industry problemPROMS solution
01The collateral model and credit model are separate.When EL is computed from a different model than the one used to value the collateral, inconsistencies are inevitable.
PROMS solutionEL, IFRS 9, and Basel II from one engine.PD, LGD, EAD, and expected loss directly from the property cashflow model. One methodology, with consistent regulatory outputs across IFRS 9, CECL, and Basel II.
02Market assumptions live in individual deal spreadsheets.When capital value indices and rental growth forecasts are managed per-deal, book-level EL aggregation is unreliable and variance attribution becomes intractable.
PROMS solutionCentralised, version-controlled market sets.Market assumption sets maintained centrally and applied consistently across the book from a single named, date-stamped source. Full audit trail. Rerun any period under any market set for variance attribution.
03Auditor tieouts are rebuilt manually every quarter.Concluded value tieout against LMS, cashflow reconciliation against valuer reports, and variance attribution are all rebuilt from scratch each cycle.
PROMS solutionRepeatable, named, date-stamped.Custom report templates by asset class using named ranges. Tieout against LMS and valuer base case within agreed variance thresholds. Repeatable quarterly, not rebuilt from scratch.
Debt Service Coverage

Net operating income vs. debt service

NOI distribution against fixed debt service, with the breach zone highlighted.

YEAR £000s pa 0 200 400 600 800 Y1 Y2 Y3 Y4 Y5 DEBT SERVICE BREACH ZONE NOI Mean Debt service NOI P5 (stress)
LTV Distribution

Loan balance vs. collateral value

P5 to P95 collateral value range against outstanding loan, with the LGD exposure zone highlighted.

YEAR VALUE (INDEXED) 40 60 80 100 120 NOW Y1 Y2 Y3 Y5 LOAN LGD EXPOSURE Collateral mean Loan balance Value P5
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Built for CRE lenders.

Credit risk & loan analysis

PROMS Lender

EL, IFRS 9, CECL and Basel II from the collateral model. Covenant monitoring, LTV surveillance and auditor-ready tieout built in.

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PROMS Enquiry

AI-native deal screening for loan origination teams. From broker pack or Argus file to institutional credit assessment in minutes.

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See PROMS Lender on your book.

A walkthrough calibrated to your asset classes, regulatory framework, and reporting cycle.

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