Valiant acts as a strategic intermediary, connecting high-growth enterprises with institutional capital markets and premier public/private banking channels.
We optimize capital structures to minimize equity dilution and decrease the weighted average cost of capital (WACC). Our finance framework handles every phase—from strict corporate underwriting and detailed risk modeling to final banking syndication and financial closure.
Bespoke financial models and structured long-term debt syndication for large-scale infrastructure, greenfield manufacturing setups, and commercial real estate development.
Optimizing current ratios via structured Fund-Based (CC/OD/Term Loans) and Non-Fund Based instruments (Letters of Credit, Bank Guarantees) aligned with cash flow cycles.
Strategic preparation for institutional equity participation, mezzanine debt placement, and comprehensive compliance underwriting for private market issuances.
Unlocking corporate asset equity through high-quantum Loan Against Property (LAP) architectures with competitive terms for operational expansion.
End-to-end institutional support covering financial restructurings, valuation modeling, Draft Red Herring Prospectus (DRHP) coordination, and regulatory listing readiness.
Navigating RBI's automatic and approval routes to secure low-cost international capital via External Commercial Borrowings (ECB) for eligible corporate entities.
We combine pure data-driven stress testing with deep relationships across premier financial institutions to ensure transaction certainty.
Direct access to PSU banks, private banks, top NBFCs, and institutional asset management funds.
Pre-underwriting audits ensure financial statements match institutional credit parameters perfectly.
Providing deep-tier financial domain intelligence across critical economic sectors.
CAPEX Syndication & Line Extensions
Project Finance & Long-term Debt
Construction Finance & LRD Architecture
Working Capital Planning & IPO Track
Connect with our managing partners for a confidential assessment of your requirements.
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