Interest Rate Engine: At-Arm's-Length Interest Rates and Credit Spreads.
Ensure your intercompany financing is arm's length. Access up-to-date global yield curves, credit spreads, and shadow rating tools in an audit-proof data platform. For loan valuation and transfer pricing (TP) documentation.
Date-specific interest rate determination for every valuation occasion
Full transparency of data, methods, and calculation paths
Access to international credit spreads, sector data, and ratings
Country and size filters for tailored analyses
Proven in use by tax authorities and for transfer pricing documentation
Trusted by Valuation and Transfer Pricing Experts Worldwide
Pain Point
Arbitrary Interest Rates Trigger Audit Risks.
Tax authorities are increasingly scrutinizing intercompany loans. Manual spreadsheets and outdated bank quotes don't hold up in court. smartZebra provides a fully documented, OECD-compliant data trail, ensuring your interest rates are defensible and "at arm's length”.
Customizable
Interest Rates with Maximum Transparency.
All the components you need to construct a compliant interest rate.
BEPS-Compliant
Methodologies aligned with the latest Transfer Pricing guidelines.
IFRS & US-GAAP
Every rate comes with source timestamps and calculation logic.
Global Coverage
Corporate bond yield and yield curves across Europe, US, Asia, and LATAM.
Regular Updates
Up-to-date data ensures accurate point-in-time valuation.
Custom Loan Evaluation
Interpolate rates for exact loan terms (e.g., 3 years, 5 months).
Action
Determine Your At-Arm's-Length Interest Rates
Critical data for corporate treasury and tax departments:
Intercompany Loans
Cash Pooling
Financial Guarantees
IFRS 16 / IFRS 9 / IFRS 3
Thin Capitalization Rules
Lease Accounting
Defensible Rates in 3 Steps.
Determine interest rates for loans and transfer pricing with ease – fast, transparent, and audit-ready.
Use our synthetic rating tool to score the borrower's creditworthiness.
The assessment is based on recognized credit indicators such as debt sustainability and interest coverage.
Step 2
Specify Business Profile.
Qualitative assessment of the risk and attractiveness of the business.
Combine the risk-free curve with the appropriate sector credit spread.
Step 3
Specify Loan Characteristics.
Adjustments for Seniority & Collateral.
Surcharges and Fees.
Tool
Three Tools for Arm's-Length-Rates.
Modular tools to build the exact interest rate your situation requires.
Government Yields
Automated retrieval of risk-free yield curves (Svensson, Nelson-Siegel) from major economies (EUR, USD, GBP, etc.).
Synthetic Ratings
Score unlisted subsidiaries based on key financial ratios (Interest Coverage, Leverage) to derive a shadow rating (e.g., BBB+).
Credit Spreads
Access liquid bond spreads matched to currency, rating, and sector to price the risk premium accurately.
Book a call
Book Your Demo.
A valuation, an arm's-length margin, or a loan rate — book an hour and we run whichever one you need this week; with a real specialist who truly understands.
Advantages
Deep Fixed Income Data for Precise Calibration.
Feature
Duration.
Calculate credit spreads individually for maturities between 1 and 30 years. This allows you to find the appropriate interest rate for any financing structure – from short-term working capital loans to long-term loans.
Feature
Sectors.
Choose from 15 sectors and 8 sector categories. This ensures that your interest rates are precisely tailored to the respective industry and reliably reflect market peculiarities.
Feature
Credit Ratios.
Utilize credit indicators for five areas of credit assessment, which you can weight sector-specific or individually. This enables an objective, traceable assessment of creditworthiness – even without an external rating.
Feature
Qualitative Assessment.
Incorporate qualitative factors into the analysis that cannot be directly derived from financial data. This takes into account the borrower's specifics and enhances the validity of your assessment.
Feature
Currency, Seniority, Collateralization of Bonds.
Fine-tune your analysis: Filter by currency, ranking, and collateral of the bonds used in the calculation. This will give you results that are ideally suited to your valuation scenario.
Feature
Rating.
An external rating is not required. On request, the analysis provides a potential rating as a result – saving time and enabling a reliable interest rate determination even for unrated companies.
Highlight
Your Advantages for Interest Rates.
It provides businesses with tools to manage cash flow, reduce costs, and streamline financial operations.
