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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 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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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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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.

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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.

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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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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.

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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.

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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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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.

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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.

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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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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 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.

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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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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.

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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.

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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.

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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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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 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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Structures secondary direct transactions with pricing methodology, transfer restriction analysis, and ROFR navigation. Use when modeling secondary purchases, pricing founder/employee shares, or structuring tender offers.

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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.

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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.

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