Space assets are structurally compatible with debt financing.
Orbital infrastructure exhibits the fundamental characteristics of project-financed assets: long operational life, contracted or recurring revenue, and risk concentrated in the asset rather than in a broader corporate entity. The case for debt financing is structurally sound.
Lenders require quantifiable credit variables before they can price, structure, or covenant a deal. For orbital assets, those variables have not existed in standardised form. SFIS® provides the measurement layer, translating orbital physics, financial structure, and regulatory posture into the credit inputs that institutional underwriting requires.
The commercial space economy requires $1 trillion in infrastructure investment by 2040. That capital will not come from equity alone. SarynSpace builds the credit intelligence layer that makes debt financing viable at scale.
Once in orbit, no lender can enforce security against a defaulted asset. Loss given default is effectively 100%, a structural feature unique to orbital finance that requires model adjustment for every credit metric.
There is no secondary market for satellite assets. Without observable transaction prices, there is no mark-to-market basis for collateral assessment or loan-to-value calculation.
The commercial satellite industry is under 60 years old. Recorded failure events are sparse relative to the actuarial sample sizes required for statistically robust PD modelling without Bayesian pooling.
Basel III/IV assigns 150% risk weights to unrated exposures, increasing capital requirements for satellite lending by 50–100% versus conventional project finance. SFIS outputs are structured to support risk weight reclassification.
10+ years in infrastructure finance, spanning investment operations across sovereign wealth and institutional capital: performance monitoring, covenant oversight, and risk reporting across multi-billion dollar asset portfolios. Founded SarynSpace after identifying the structural gap between orbital engineering data and the credit risk requirements of institutional lenders.
30+ years in credit banking, risk management, and regulatory governance across Tier-1 European financial institutions. Brings direct institutional knowledge of the audit and compliance standards required by global financial supervisors and bank risk committees.
Full-Stack Platform Engineer
Build and maintain the REST API with authentication, rate limiting, versioning, and client documentation. Own Cloud Run deployments, monitoring, and incident response. Develop integrations with institutional data systems, ship new features on the Next.js dashboard, and maintain the data pipelines that feed scoring. You will own the full stack from infrastructure to interface.
Quantitative Risk Analyst
Validate and backtest credit models against new data, write model documentation for credit committees and regulators, and calibrate PD outputs as operator data updates. Support IFRS 9 expected credit loss and Basel III risk weight workflows, act as technical point of contact during institutional due diligence, and extend portfolio analytics including concentration risk and correlated default modelling.
Request a demonstration or institutional briefing.
SarynSpace engages directly with institutional lenders, insurers, export credit agencies, and infrastructure investors. Access is by request. All demonstrations include a live asset-level PD output walkthrough and methodology briefing.


