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 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.

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.

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.

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.

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.

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.

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 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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.