Builds renewable energy yield models with resource assessment, capacity factor analysis, and P50/P90 production estimates. Use when modeling wind/solar yields, analyzing resource data, or evaluating production uncertainty.
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Builds regime detection models with hidden Markov, threshold, and Bayesian change-point methodologies for strategy adaptation. Use when modeling regime changes, detecting market shifts, or adapting strategies to market conditions.
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Analyzes rights offering dynamics with theoretical ex-rights price, subscription premium, and nil-paid value calculation. Use when evaluating rights offerings, modeling TERP, or analyzing subscription arbitrage.
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Builds corporate scenario planning models with macro assumption sets, strategic response options, and contingency plan development. Use when building scenario frameworks, planning strategic responses, or developing contingency strategies.
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Analyzes securities lending market with borrow cost, short interest dynamics, and fail-to-deliver monitoring. Use when analyzing lending markets, tracking borrow costs, or evaluating short selling dynamics.
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Analyzes special dividend catalysts with balance sheet capacity, tax efficiency, and shareholder return comparison analysis. Use when modeling special dividends, evaluating capital return catalysts, or assessing dividend capacity.
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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.
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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.
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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.
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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.
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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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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.
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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.
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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.
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Builds mining project financial models with resource estimation, mine plan integration, and commodity price sensitivity analysis. Use when modeling mining investments, analyzing feasibility studies, or evaluating mineral assets.
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Designs rebalancing triggers with calendar-based, threshold-based, and hybrid approaches with tax and cost optimization. Use when designing rebalancing rules, optimizing rebalancing frequency, or modeling turnover impact.
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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.
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Builds revolving securitization models with replenishment criteria, early amortization triggers, and portfolio composition limits. Use when modeling revolving structures, analyzing credit card ABS, or evaluating asset purchase criteria.
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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.
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Decomposes portfolio risk with factor attribution, idiosyncratic risk, and marginal contribution to risk analysis. Use when decomposing portfolio risk, attributing risk sources, or analyzing factor risk contribution.
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Compares build vs buy alternatives with risk-adjusted returns, time-to-value, and execution probability assessment. Use when evaluating growth strategies, comparing M&A vs organic investment, or analyzing make-vs-buy decisions.
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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.
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Structures PPA analysis with tangible/intangible asset identification, useful life estimation, and goodwill calculation. Use when modeling purchase accounting, allocating deal price, or estimating amortization impact.
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Builds base, upside, and downside operating scenarios with key assumption sensitivity and return distribution analysis. Use when building operating cases, stress testing projections, or presenting scenario analysis.
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