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Tools · Portfolio Analyzer

Bitcoin-Backed Lending Portfolio Analyzer

Start from your loan book, add a Bitcoin-backed allocation, and watch net interest income move. Load your institution from its call report, or set every number yourself.

Portfolio

$M
$100M$10B
%
0%25%

Percentage of loan book allocated to Bitcoin-backed loans

Interest Rates

%
3%12%
%
6%18%

Risk Parameters

%
1%6%
%
0%3%

Applies to the traditional book only

bps
0 bps100 bps

Covers liquidation slippage, gap risk, and program operating cost on the Bitcoin-backed book

Current Portfolio NII
New Portfolio NII
Incremental NII
Yield Uplift
Key assumption: Bitcoin-backed loans are over-collateralized at 50% LTV with automated margin calls. Expected losses and program costs on the Bitcoin-backed book are captured by the adjustable haircut above (default 10 bps). The model excludes regulatory capital treatment and CECL provisioning.

Net Interest Income Comparison

Current Portfolio
Baseline
With Bitcoin Allocation

Portfolio Composition

Sensitivity Analysis: Impact at Different Allocation Levels

Click any row to move the allocation slider to it.

AllocationBitcoin LoansPortfolio NII IncrementalNet YieldUplift
0% (Baseline)$0
1%
5%
10%
15%
20%
25%

Model Assumptions & Notes

Collateralization. Bitcoin loans fully collateralized at 50% LTV with automated liquidation.

Losses and costs. Losses and operating costs on Bitcoin-backed loans are modeled through an adjustable haircut, defaulting to 10 bps.

No price modeling. No Bitcoin price speculation or volatility modeling is included.

Static rates. Interest rates and cost of funds are assumed constant for the analysis period.

This model is for illustrative purposes only and does not constitute financial advice. It excludes regulatory capital treatment and CECL provisioning.

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