INTERACTIVE MODEL

Bitcoin-Backed Lending Portfolio Analyzer

Model the impact of bitcoin-backed loans on your portfolio's net interest income. Adjust parameters to see how different allocation strategies affect returns.

Conservative assumptions • No price speculation • Collateral-secured only

Model Inputs

Total Loan Book Size $1.00B

$100M$10B

Bitcoin Loan Allocation 5%

Percentage of loan book allocated to bitcoin-backed loans

0%25%

Interest Rates

Traditional Loan Rate 6.00%

3%12%

Bitcoin-Backed Loan Rate 10.00%

6%18%

Risk Parameters

Bitcoin Loan LTV 50%

Lower LTV = higher collateral buffer

30%70%

Cost of Funds 3.5%

1%6%

Traditional Loan Loss Rate 0.5%

Bitcoin loans assumed 0% loss (over-collateralized)

0%3%

Key Assumption: Bitcoin-backed loans are over-collateralized at 50% LTV with automated margin calls, resulting in near-zero credit losses.

Current Portfolio NII

$20.00M

100% traditional

New Portfolio NII

$21.03M

5% bitcoin allocation

Incremental NII

+$1.03M

↑ +5.13%

Yield Uplift

+20.0 bps

Blended: 6.20%

Net Interest Income Comparison

Current Portfolio $20.00M

Baseline

With Bitcoin Allocation $21.03M

+5.13%

Portfolio Yield by Allocation

0%5%10%15%20%

Bitcoin Allocation %

Portfolio Composition

Traditional: $950.00M (95.0%)

Bitcoin-Backed: $50.00M (5.0%)

Sensitivity Analysis: Impact at Different Allocation Levels

Allocation	Bitcoin Loans	Portfolio NII	Incremental	Net Yield	Uplift

Model Assumptions & Notes

Bitcoin loans fully collateralized at 50% LTV with automated liquidation

Credit losses on bitcoin-backed loans assumed 0% due to over-collateralization

No bitcoin price speculation or volatility modeling included

Interest rates and cost of funds assumed constant for analysis period

This model is for illustrative purposes only and does not constitute financial advice.

New to Bitcoin-Backed Lending?

Learn the fundamentals with our interactive educational guide.

Bitcoin-Backed Lending 101