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Builds recovery waterfall models with absolute priority, secured vs unsecured claims, and plan of reorganization distribution analysis. Use when modeling bankruptcy recoveries, analyzing claim priorities, or estimating creditor distributions.
Builds carry waterfall models with preferred return hurdles, catch-up provisions, and clawback mechanics across deal-by-deal and whole-fund structures. Use when modeling carry economics, comparing waterfall structures, or analyzing GP incentive alignment.
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.
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.
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.
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 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.
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.
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.
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.
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.
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.
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.
Builds pricing models incorporating J-curve positioning with blind pool risk, early-vintage assessment, and age-weighted adjustments. Use when pricing early-vintage funds, analyzing J-curve risk, or adjusting for fund maturity.
Calculates merger arb risk/reward with annualized spread, deal break probability, and downside scenario analysis. Use when analyzing merger arb, calculating spread returns, or evaluating deal completion probability.
Builds PIK and PIK toggle models with compound interest analysis, cash vs PIK election scenarios, and leverage impact assessment. Use when modeling PIK instruments, analyzing toggle mechanics, or evaluating accrued interest impact.
Builds mean-variance, Black-Litterman, and risk parity optimization models with constraint management and rebalancing rules. Use when optimizing portfolios, implementing risk parity, or applying Black-Litterman views.
Valuation criteria for developed market value general insurance stocks. P/B 0.7-1.5x, Combined Ratio <100%, investment yield benchmarks, and dividend sustainability assessment.
Run comprehensive financial due diligence on acquisition targets,
Structures book-building analysis with demand tiers, allocation methodology, and price sensitivity assessment. Use when managing book-building, analyzing investor demand, or optimizing allocation strategies.
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.
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