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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.
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