LenderAnalyzer is the analysis layer underneath your credit risk rating system. Upload the borrower's tax returns, financial statements and bank statements, and get cash flow, debt service coverage, leverage and liquidity computed and traceable to the source document, so the grade your committee assigns rests on verified numbers instead of re-keyed ones.
Upload a document to extract
Drop files here or click to upload
Up to 50 files
Uploading...
Upload a bank statement and watch the analysis run live, free, no signup required.
Regulators do not tell a bank what its rating scale should look like. The OCC is explicit that it does not advocate any particular rating system, and the interagency credit risk review guidance assumes banks will run their own framework as long as they can translate it to the regulatory classifications. What examiners do test is whether the ratings are accurate, supported, refreshed, and independently verified. That is where most rating systems actually strain, and the strain is rarely about judgment. It is about the hours between receiving a borrower package and having a spread good enough to grade. Analysts re-key tax returns and financial statements, rebuild cash flow from bank statements, and a single transposed figure flows straight into the grade and then into the allowance. LenderAnalyzer removes that step. It extracts every line from the returns and financials, rebuilds operating cash flow from the transactions, computes debt service coverage, leverage and liquidity, and keeps each figure linked to the document it came from, so a reviewer verifies rather than re-derives. To be clear about scope: LenderAnalyzer does not assign the risk rating and does not run a probability-of-default model. It produces the inputs your rating criteria consume, self-serve from $99 a month.
The classification categories are fixed by interagency guidance. Almost everything else, including the scale, is the bank's own design choice, which means the burden of proof sits on documentation and consistency. Here is where the analysis layer carries weight.
US examiners work from five categories. Substandard, Doubtful and Loss are the adversely classified grades defined in the 2013 Uniform Agreement on the Classification and Appraisal of Securities Held by Depository Institutions, issued as OCC Bulletin 2013-28, Fed SR 13-18 and FDIC FIL-51-2013. A Substandard asset is inadequately protected by the current sound worth and paying capacity of the obligor or of the collateral pledged, with a well-defined weakness that jeopardizes liquidation of the debt. Doubtful adds that collection in full is highly questionable and improbable. Loss assets are considered uncollectible and should be promptly charged off. Special Mention sits above those, defined separately, and is explicitly not an adverse classification: it flags potential weaknesses deserving management attention. Pass has no formal regulatory definition at all, and regulatory ratings do not distinguish among pass credits. Your internal scale is your own, but the interagency credit risk review guidance expects documentation that translates your ratings into the regulatory framework, which is the mapping examiners will ask to see.
The OCC frames the credit risk evaluation around the strength of the primary repayment source, which it defines as a sustainable source of cash, and notes that shortfalls in cash flow or debt service coverage are usually the most obvious indications of a problem credit. Its description of a Substandard profile is a financial one: current or expected unprofitable operations, inadequate debt service coverage, inadequate liquidity, or marginal capitalization. Every one of those is a number somebody has to produce from the borrower's documents before a grade can be defended. LenderAnalyzer computes them directly: operating cash flow rebuilt from transactions with transfers netted out so revenue is not double counted, recurring debt service detected across accounts and entities, average daily balance and negative days as an observed liquidity measure, and the leverage and coverage ratios the criteria call for. The rating still belongs to the credit officer. The evidence behind it stops being a hand-built spreadsheet.
The OCC expects ratings to be updated whenever relevant new information arrives, and all credits to receive a formal review at least annually, with large, new, higher-risk and complex credits reviewed more often. The 2020 Interagency Guidance on Credit Risk Review Systems, issued as SR 20-13, OCC Bulletin 2020-50 and FDIC FIL-55-2020, describes effective review of significant loans as typically annual or on renewal, more frequently where conditions suggest deterioration, and requires that ratings assigned by lending staff be reviewed by qualified, independent parties. Notably, the agencies declined to prescribe coverage targets or thresholds, so any percentage-of-portfolio figure is industry practice rather than a rule. The practical constraint is throughput: an annual review means re-spreading a fresh return and refreshed statements for every borrower in scope. When that takes an afternoon per credit, reviews slip. When refreshed documents can be re-analyzed in minutes, the cycle holds and the ratings stay current, which is exactly what validation and back-testing depend on.
Being precise about the boundary matters. LenderAnalyzer does not assign a grade, does not publish a probability-of-default or loss-given-default model, and does not replace independent credit risk review. Several vendors do occupy those spaces and do it well. Abrigo's Sageworks Risk Rating lets a bank configure a single or dual risk rating model and is the most direct fit for community banks that want the grid itself. Moody's Lending Suite covers spreading, scoring and portfolio work, and its RiskCalc models produce private-firm default probabilities. S&P Global Market Intelligence supplies third-party PD and LGD scores through CreditModel, RiskGauge and its Credit Assessment Scorecards, which map to an internal scale but are not a bank-owned grid. LenderAnalyzer sits earlier in the chain, turning the borrower's raw documents into verified figures. Plenty of lenders run it alongside one of those platforms rather than instead of one.
What each tool actually covers for a US commercial lender. Last updated July 2026. None of these vendors publishes pricing, so confirm current figures directly with them; the pricing column reflects what is publicly available, not a quote we obtained.
Swipe sideways to see the full comparison
| Tool | What it covers | Internal rating grid | Borrower document analysis | Pricing |
|---|---|---|---|---|
| LenderAnalyzer This page | The analysis layer: cash flow, DSCR, leverage, liquidity and global cash flow computed from tax returns, financial statements and bank statements | No. Produces the inputs; your policy assigns the grade | Yes, including bank statement analysis with NSF, negative days and recurring debt detection | Self-serve and published, $99 to $399/mo |
| Abrigo (Sageworks Risk Rating) | Credit analysis, risk rating, loan origination, CECL allowance and loan review for community banks and credit unions | Yes. Abrigo states a bank can choose a single or dual risk rating model | Yes. Auto-Spreading uses AI and OCR to extract from tax returns | Quote-based, no public pricing |
| Moody's Lending Suite | Spreading, scoring, automated credit memos, covenant automation and early warning; RiskCalc supplies private-firm PD models | Scoring and PD models; a bank-configurable grid is not something we could confirm from Moody's own current pages | Yes. QUIQspread applies OCR and NLP to financial statements | Quote-based, no public pricing |
| nCino | End-to-end commercial loan origination, automated spreading, continuous credit monitoring and portfolio analytics | Ratings are configured within the origination workflow; we could not confirm explicit PD and LGD grading | Yes. OCR and machine learning extraction across tax returns and financial statements | Quote-based, no public pricing |
| Baker Hill | Origination, underwriting and risk management for commercial and small business lending; the NextGen name is being replaced by UN/FY | Configurable scorecards; explicit dual PD and LGD grading not confirmed | Yes. Intelligent Documents extracts from US business and personal tax documents | Quote-based, no public pricing |
| S&P Global Credit Analytics | Third-party credit scores and default models across a very large entity universe, with market-signal early warning and scenario stress testing | No. Supplies S&P-methodology PD and LGD scores that can be mapped to your scale, not a bank-owned grid | No. Structured data in via database prepopulation, manual entry or Excel and API upload | Quote-based, no public pricing |
| Spreadsheets and manual spreading | Whatever the analyst has time to key from the borrower package | Whatever the credit policy document says, applied by hand | None. Every figure is re-keyed, and transposition errors flow into the grade and the allowance | Staff time |
Comparison compiled by LenderAnalyzer from public vendor materials, June 2026. Competitor names are trademarks of their respective owners; figures may change, so verify current details with each vendor.
Computed deterministically from every extracted transaction, every figure traceable to its source line.
Computed across the full statement period, carried forward day by day.
Deposits vs withdrawals and net flow, broken down month by month.
Every insufficient-funds and overdraft incident counted, with fees totaled.
Recurring deposits grouped into income streams with estimated monthly amounts.
Debits to other lenders and funders detected and totaled per month.
Days below zero across the period, a direct stress signal.
The biggest credits with dates and sources, concentration flagged.
Automatic red and yellow flags your analysts can review in seconds.
Drop in PDFs, scans or photos, one statement or a multi-month package, from any bank.
Every transaction is extracted, then cash flow, balances, income streams, NSF activity and debt payments are computed.
Read the underwriting snapshot, download the Excel report, or pull structured JSON into your LOS via API.
28 lending document types extracted out of the box, build the complete picture of an applicant's financial situation.
Common questions from lending and credit teams.
A credit risk rating is the grade a lender assigns to a loan or borrower to express the likelihood of repayment and the loss the lender would face on default. It drives pricing, approval authority, monitoring frequency, portfolio reporting and the allowance calculation. US banks map their internal grades to the regulatory categories of Pass, Special Mention, Substandard, Doubtful and Loss.
Pass, Special Mention, Substandard, Doubtful and Loss. Substandard, Doubtful and Loss are the adversely classified grades defined in the 2013 interagency Uniform Agreement. Special Mention is a separate category for potential weaknesses that deserve management attention and is not an adverse classification. Pass has no formal regulatory definition, and regulatory ratings do not distinguish among pass credits.
Special Mention flags potential weaknesses that could deteriorate if left uncorrected, without exposing the institution to enough risk to warrant adverse classification. Substandard means the asset is inadequately protected by the obligor's current sound worth and paying capacity or by the collateral, with a well-defined weakness that jeopardizes repayment and a distinct possibility of loss. Regulators warn that Special Mention should not be used to avoid making a clear classification decision.
A dual system assigns two grades: an obligor rating reflecting the borrower's general creditworthiness, essentially probability of default, and a facility rating that also accounts for collateral and structure, which maps to loss severity. The OCC describes obligor ratings as supporting deal structuring and facility ratings as supporting allowance and capital estimates. Regulators do not mandate dual ratings; the OCC states it does not advocate any particular rating system, only that ratings reflect both borrower performance and transaction structure.
No. There is no regulatory requirement for a specific number of grades. The OCC notes that most systems use several pass grades so risk among pass credits is adequately differentiated, and that larger institutions generally need more. Common scales like a nine-point grid are industry convention, not regulation. What the interagency guidance does expect is documentation translating your internal ratings into the regulatory classification framework.
The OCC expects ratings updated whenever relevant new information arrives and a formal review of all credits at least annually, with large, new, higher-risk and complex credits reviewed more frequently. The 2020 Interagency Guidance on Credit Risk Review Systems describes review of significant loans as typically annual or on renewal, and more frequent where credit quality may be deteriorating. Ratings assigned by lending staff must also be reviewed by qualified, independent parties.
Yes. The interagency policy statement on allowances for credit losses lists risk ratings and classifications among the characteristics banks use to segment financial assets into pools for collective evaluation under ASC 326. Allowance estimates must also consider the volume and severity of adversely classified or graded assets and the quality of the credit review function. Rating accuracy therefore flows straight into the allowance, which is why examiners test the grades and not just the model.
Migration analysis tracks how loans move between rating grades over time to see whether credit quality is improving or deteriorating and whether the rating system behaves as intended. The OCC expects rating system reporting to surface related measures: double downgrades, how long credits sit in a grade, the velocity of rating changes, default and loss history by grade, and the ratio of upgrades to downgrades. It also expects banks to show that worse-rated credits actually default and lose more.
No, and that boundary is deliberate. LenderAnalyzer extracts and computes the financial inputs a rating depends on: operating cash flow with transfers netted out, debt service coverage, leverage, liquidity and global cash flow across entities, each traceable to the source document. Your credit policy and your credit officers assign the grade. If you want the grid itself, products like Abrigo's Sageworks Risk Rating are built for that and work alongside this analysis.
LenderAnalyzer is self-serve with published pricing: Starter $99, Plus $199 and Pro $399 per month, with roughly 50% off annually. The established credit risk platforms are quote-based and none of them publishes rates, so cost depends on institution size, modules and negotiation. That gap is why smaller lenders often automate the analysis layer first rather than waiting on a full platform implementation.
Analyze your first statements free, plans from $99/month, 50% off billed annually.
