finance-investment

Builds CLO waterfall models with coverage tests, reinvestment criteria, and distribution allocation across tranches. Use when modeling CLO structures, analyzing OC/IC tests, or projecting tranche returns.

Analyzes construction risk with EPC contract review, delay and cost overrun scenarios, and completion guarantee structures. Use when modeling construction risk, evaluating EPC terms, or stress testing project timelines.

Structures earnout and contingent payment mechanisms with milestone definitions, measurement periods, and payout scenarios. Use when modeling earnouts, designing milestone-based payments, or valuing contingent consideration.

Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.

Calculates required credit enhancement levels with loss modeling, attachment/detachment points, and rating agency methodology. Use when sizing credit enhancement, modeling loss scenarios, or determining tranche subordination.

Builds credit fund portfolio models with yield attribution, default/recovery scenarios, and portfolio-level return analysis. Use when modeling credit funds, projecting portfolio returns, or analyzing yield components.

Builds currency hedging models with rolling forward programs, option-based strategies, and cross-hedge analysis for international portfolios. Use when designing hedge programs, analyzing hedge ratios, or evaluating FX protection costs.

Calculates borrower debt capacity with cash flow coverage, leverage multiples, and stress-tested servicing ability. Use when sizing debt facilities, analyzing leverage capacity, or determining optimal capital structure.

Structures debt maturity analysis with refinancing risk, market access assumptions, and liability management opportunities. Use when analyzing maturity walls, planning refinancing, or optimizing debt tenor.

Builds default probability and recovery rate models with industry data, structural analysis, and loss-given-default estimation. Use when modeling credit losses, estimating recovery values, or analyzing default scenarios.

Calculates dilutive impact of equity issuance on existing shareholders with EPS, ownership, and NAV per share analysis. Use when modeling dilution, communicating shareholder impact, or comparing capital raise alternatives.

Structures dividend recap analysis with leverage impact, credit agreement compliance, and return enhancement calculation. Use when modeling dividend recaps, evaluating interim distributions, or analyzing recapitalization options.

Builds economic profit (EVA) models with capital charge calculation, value spread analysis, and long-term value creation measurement. Use when calculating economic profit, analyzing EVA trends, or measuring value creation.

Assesses energy transition investments with battery storage, grid modernization, EV charging, and hydrogen infrastructure analysis. Use when modeling energy transition assets, evaluating storage economics, or analyzing grid infrastructure.

Analyzes event-driven opportunities with catalyst identification, pricing efficiency assessment, and risk/reward evaluation. Use when analyzing event-driven situations, evaluating catalysts, or assessing event timing.

Builds pricing models for barrier, Asian, lookback, and other path-dependent options with Monte Carlo simulation. Use when pricing exotic options, modeling complex payoffs, or evaluating structured product components.

Structures fresh-start accounting analysis with reorganization value allocation, new basis determination, and emergence balance sheet. Use when modeling fresh-start accounting, preparing emergence financials, or allocating reorganization value.

Builds fund economic models with sensitivity across deployment pace, exit multiples, and fee/carry structures for LP and GP returns. Use when modeling fund economics, projecting LP net returns, or analyzing fee-adjusted performance.

Evaluates fund-of-funds secondary transactions with layer-on-layer fee analysis, double-carry impact, and net return adjustment. Use when pricing FoF secondaries, analyzing fee drag, or modeling net LP economics.

Prices FX options and exotic structures with Garman-Kohlhagen, local volatility, and stochastic volatility models. Use when pricing FX derivatives, evaluating FX options, or modeling cross-currency products.

Builds growth equity return models with minority/majority economics, participation rights, and preference stack analysis. Use when modeling growth equity returns, projecting minority investment outcomes, or analyzing preference structures.

Analyzes inflation protection mechanisms in infrastructure with CPI-linked revenues, index-based contracts, and real return modeling. Use when modeling inflation linkage, analyzing CPI adjustment, or evaluating real return profiles.

Analyzes structural interest rate exposure with fixed/floating mismatch, basis risk, and cap/floor adequacy assessment. Use when modeling structural rate risk, analyzing basis risk, or evaluating interest rate hedging needs.

Structures interest rate hedging programs with swap analysis, cap/floor evaluation, and hedge accounting documentation. Use when designing rate hedges, comparing hedging instruments, or analyzing hedge effectiveness.

Analyzes intraday volatility dynamics with open/close effects, lunch-time patterns, and event-driven volatility estimation. Use when modeling intraday volatility, timing order execution, or analyzing time-of-day effects.