Portfolio Manager

Convenient control over your assets

Our Portfolio Manager supports investors with:

Data Reporting

Data management & validation


Portfolio analytics



Components & features of the CrossLend Portfolio Manager

Data management

Data management

Since each originator provides different data in different formats at different times and data formats and contexts may change, data management is a herculean task for investors with a broad range of originators and asset classes in their portfolio.

The Portfolio Manager provides a simple but powerful data management framework to connect at scale various data sources in order to process data at high volumes in a very short time for fast and smarter decisions.

We enable you to connect originators or data providers to our platform via APIs, as the preferred method, but we also support more traditional ways like CSV/XLS files per S3 buckets, SFTP folders and even e-mail – all of which can be easily automated.

To efficiently perform the post-processing steps, our unified data model standardises your data no matter the source or format.

Data validation

The quality, integrity and accuracy of loan-level data informs all your decisions with regards to risk assessment and investment strategies. With the data processing in the data management layer, we are able to perform a huge range of data validation processes for you.

Each individual loan will go through a chain of different checks and validation steps every time we receive new data from the originator. All our checks would be too lengthy to share in one place but here is a sample: We check all of the syntax and context for each given datapoint, and use the amortisation profile to independently calculate the scheduled payments. This, together with the realised payment information, enables us to independently calculate the loan status for each individual loan. Our standardised approach gives you and your investors confidence in the numbers, and allows all investments to be comparable.

Data validation
Portfolio Analytics

Portfolio analytics

Once all data has been validated and standardised, our portfolio analytics tools will update immediately, recalculating all figures and graphs from the loan-level upwards. You can also filter by various sets of criteria such as risk class, loan sizes and status. In every case, the analytics will update immediately on-screen, reflecting the filtered data.

Here are some examples hat show the range of analysis that comes as standard:

  • Origination over time by month, quarter or year.
  • Loan performance over time.
  • Segmentation analysis for loan status, loan amounts, risk classes, interest rates over time.
  • Interest rate over time development per risk class and whole portfolio.
  • Vintage curves with monthly, quarterly or yearly cohorts over the entire lifetime of the portfolio.

Loan-level data viewer

The full look-through to the underlying assets can be accessed for each portfolio at any time.

There is a pool of standardised data fields across all different asset classes, such as consumer, auto, SME, invoices or mortgages. Each asset class has its own specific fields, such as LTVs, face value or geography.

In the loan detail viewer, you can also see the realised payments and the scheduled payment plan for each loan.

Loan details

Return on equity calculation

A frequent question from banks is what the return of equity is on an investment. The ROE calculator will show the current and future ROE of your portfolio in real-time based on the loan-level data and scheduled payments.

Our calculation can be performed on-demand to easily simulate different loan compositions within your portfolio.

The ROE calculation is dependent on different parameters such as cost of funding, operational expenses, regulatory capital costs and RWAs. You can adjust the calculation by using your own values for all of these parameters.

Sensitivity analysis

For your outlook, as an investor, you often rely on the assumptions of defaults, prepayments and recoveries given by the originator, which are based on adjusted historical performance, and occasionally you are able to compare the information with market data. In these instances, while the historical performance may be quite clear, there could be differences in the assumptions for the future. As an investor, you can now use our sensitivity analysis tool to see how the portfolio would perform with your own assumptions.

As with all our tools, we leverage the loan-level data of the underlying assets. You can adjust the input parameter ranges for defaults, prepayments and recoveries to see the range of impact for each. There are correlation matrices between defaults and recoveries and prepayments.

The calculation will always run on the most up-to-date loan-level data available and you will be able to perform your own analysis autonomously and in real-time whenever you want.

Sensitivity analysis
Valuation service

Portfolio fair price valuation

As an investor you may need a portfolio valuation for daily, monthly, quarterly, bi-annual or annual regulatory requirements or during a pricing discussion for an imminent secondary market transaction.

Now you can receive a fair price valuation with one click. You can adjust the calculation with regard to defaults, prepayments and recoveries, and apply your preferred spread to a series of different discount curves.

You don’t have to spend time or effort with third party providers whenever you need a valuation of your portfolio. Our valuation service, based on the loan-level data approach in our unified data model, will perform a calculation on every single loan and aggregate in your portfolio view.

Reporting engine

Our reporting engine provides you with a standardised, reliable and flexible reporting system to support your evaluation and decision processes with one click, while also satisfying your different stakeholders and their particular requirements for reporting.

Our report scheduler allows you to set up automated reports with a set of predefined templates. However, you can also create your own templates to deliver reports as frequently as necessary.

We have several reports available, including a current loan-level data snapshot, an entire history of loan-level and cash flow data. Depending on your reporting needs you can use them separately or together.

With our PDF report, which is a summary of the whole portfolio or a sub-selection, you can show the current status of the portfolio with a number of different charts, tables and summaries.

Team collaboration

Team collaboration

Sharing information and work with colleagues in one system with a common data format can provide both operational and informational efficiencies. With the Portfolio Manager, each individual user account can have access to a central source of data and information.

You will no longer need to send CSV or Excel files via email or share files or documents via cloud storage solutions. You can easily grant different privileges to each user or enable all colleagues access to the same amount and quality of data to support them in fulfilling their tasks.

Get in touch with our experts to learn more

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