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Synply (synply.io) — Anonymised deal-terms database of closed US/international syndicated loans, normalised at the term-sheet level: spread, upfront/structuring fee, tenor, interest-only period, amortisation profile, loan-to-value, and covenant package, with deal size, asset class and geography as filter dimensions. Sourced from actual closed transactions rather than announced or leaked term sheets, so it captures the terms that were actually agreed rather than the terms first marketed. Delivered through derived layers — a weighted Deal Fit Score percentile against market norms, percentile ra…
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Anonymised deal-terms database of closed US/international syndicated loans, normalised at the term-sheet level: spread, upfront/structuring fee, tenor, interest-only period, amortisation profile, loan-to-value, and covenant package, with deal size, asset class and geography as filter dimensions. Sourced from actual closed transactions rather than announced or leaked term sheets, so it captures the terms that were actually agreed rather than the terms first marketed. Delivered through derived layers — a weighted Deal Fit Score percentile against market norms, percentile rankings and distribution curves per term, custom comparable sets, and a lender-appetite/asset-class fit graph for syndication partner matching. The scarce layer is the true-agreed-terms panel plus the lender appetite graph; the public LCD/Refinitiv tape gives announced pricing and agent identity but not the full agreed structure or the participant appetite map.
Scale 'Thousands' of closed syndicated loan transactionsFrom 10 yearsCoverage Financials
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Synply (synply.io) — Anonymised deal-terms database of closed US/international syndicated loans, normalised at the term-sheet level: spread, upfront/structuring fee, tenor, interest-only period, amortisation profile, loan-to-value, and covenant package, with deal size, asset class and geography as filter dimensions. Sourced from actual closed transactions rather than announced or leaked term sheets, so it captures the terms that were actually agreed rather than the terms first marketed. Delivered through derived layers — a weighted Deal Fit Score percentile against market norms, percentile ra…
Synply (synply.io) offers (Alternative, Price, Reference) — 'Thousands' of closed syndicated loan transactions, each normalised across roughly a dozen structured term fields plus covenant text — est. 5,000-20,000 deals x ~15-25 fields, so low hundreds of thousands of structured term observations, plus the derived lender-appetite graph.
Primary-market loan pricing and structuring benchmarks; covenant-looseness and documentation-drift tracking across cycles; syndication-risk and hold-risk models driven by lender appetite graphs; spread-forecast feature sets (agreed-vs-marketed gap as a leading indicator); credit-fund and CLO collateral underwriting comparables; treasury and leverage-finance negotiation benchmarking; antitrust-safe market-concentration research; fine-tuning or evaluation data for LLM copilots that draft or review term sheets — the agreed-structure corpus with outcome is exactly the paired corpus such a model needs and cannot get from a public tape.
The data is with 10 years of history.
Coverage spans US; Asset Management & Custody Banks; alternative, price, reference; fixed_income, loans, derivatives.