We bring what the loan file is missing.
Rates verified with the serving utility. Demand from proprietary charging session data. Incentives confirmed at the source. Coverage computed against your actual terms. None of it comes from the borrower.
We rebuild the deal from primary sources.
The borrower's pro forma goes in. Our model replaces its assumptions with the utility's actual tariff, demand ramps observed in our session data, and incentives confirmed with the programs. You get both cases back, base and downside.
Numbers with provenance, ready for the credit file.
GO / HOLD / NO-GO on 8-year NPV, with DSCR by year computed against the actual terms of the ask.
An assumptions ledger listing every input with its source: which utility confirmed the tariff, which dataset produced the ramp, which program confirmed each incentive.
Utilization and price stress cases run through the same verified model, with the coverage floor and break point for each.
Every lender packet is reviewed and signed off by an analyst before it reaches your desk.
Demand ramps built from proprietary session-level charging data, not the borrower's estimate and not a traffic count.
Tariffs confirmed with the serving utility and refreshed monthly. Incentives confirmed with the programs themselves.
Every packet ships as a working model. Plug in your own stress parameters and coverage recomputes instantly, at application and every review after.
Bring numbers to committee.
Independent diligence on any charging site in your pipeline, at loan-application speed.