> For the complete documentation index, see [llms.txt](https://quantixfinance.gitbook.io/quantixfinance-docs/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://quantixfinance.gitbook.io/quantixfinance-docs/capital-formation-and-products/opportunity-presentation-standard.md).

# Opportunity Presentation Standard

Every credit offered on Quantix — pooled or single-lender, public or private — is presented to lenders in the same structure. The presentation standard exists so that comparing two opportunities is a matter of reading the same fields twice, not decoding two different formats.

A presented opportunity states, at minimum:

* the borrower profile and the delegate's strategy for the pool;
* the facility terms: principal or capacity, tenor, cost of capital, and structure;
* collateral and the required coverage ratio, where the facility is secured;
* the protection stack beneath the lender: first-loss capital, any subordinated tranche, and any liquidity reserve;
* the fee schedule; and
* the reporting the lender will receive and its cadence.

Holding every opportunity to this shape is a small discipline with a large effect: it makes the protection stack and the fees impossible to omit, which is exactly where less rigorous lending venues tend to go quiet.