C#

class Company
{
	public string Name { get; set; }
	
	public List<Loan> Loans { get; }
	
	// The other properties / columns goes here...
	
	// Constructor
	public Company()
	{
		this.Loans = new List<Loan>();
	}
}

class Loan
{
	public string CompanyName { get; set; }
	
	// The other properties / columns goes here...
}

static class Main()
{
	Dictionary<string, Company> companies = new Dictionary<string, Company>();
	
	foreach (DataRow row in companyDataSet.Tables["Company"].Rows)
        {		
		Company current = new Company();
		
		current.Name = row.CompanyName;
		// Fill here the other properties...
	}
	
	foreach (DataRow row in loanDataSet.Tables["Loan"].Rows)
        {
		Loan currentLoan = new Loan();
		currentLoan.CompanyName = row.CompanyName;
		// Fill here the other properties...
		
		companies[currentLoan.CompanyName].Loans.Add(currentLoan);
	}
	
	// FillGridViewWithDictionary(companies)...
}