Claude Skills by CaseMark

Evaluates regulated utility rate-setting with RAB methodology, allowed return analysis, and regulatory reset risk assessment. Use when analyzing regulatory frameworks, modeling rate cases, or evaluating allowed return mechanics.

Evaluates renewable energy project economics with PPA structures, merchant tail risk, and production profile analysis. Use when analyzing wind/solar projects, evaluating PPA terms, or modeling renewable energy cash flows.

Deconstructs SaaS operating metrics including ARR, NRR, gross retention, magic number, rule of 40, and cohort economics. Use when analyzing SaaS businesses, benchmarking software metrics, or evaluating subscription model health.

Evaluates secondary-focused credit facilities with leverage terms, borrowing base mechanics, and portfolio pledging requirements. Use when analyzing secondary lending, structuring portfolio leverage, or evaluating fund finance options.

Monitors secondary market pricing trends with discount/premium analysis, bid-ask spreads, and market-clearing dynamics. Use when analyzing secondary pricing, tracking market trends, or benchmarking transaction levels.

Evaluates 363 sale processes with stalking horse protections, bid procedures, and credit bidding mechanics. Use when analyzing 363 sales, structuring stalking horse bids, or evaluating asset sale alternatives.

Develops PE sector theses with industry mapping, secular trends, fragmentation opportunity, and target universe identification. Use when building sector strategies, mapping investment themes, or identifying subsector opportunities.

Evaluates seed/anchor investor economics with revenue sharing, fee discounts, capacity reservations, and governance rights. Use when analyzing seed terms, structuring anchor economics, or evaluating founding investor arrangements.

Evaluates master and special servicer performance with delinquency management, modification outcomes, and loss mitigation effectiveness. Use when assessing servicer quality, monitoring servicing metrics, or evaluating servicer transfers.

Evaluates dual-class share structures with discount analysis, unification catalysts, and governance reform probability assessment. Use when analyzing share class spreads, evaluating unification likelihood, or assessing dual-class dynamics.

Evaluates single-asset GP-led transactions with stand-alone asset valuation, financing structure, and rolling LP vs cashing out analysis. Use when analyzing single-asset CVs, evaluating trophy asset transactions, or structuring single-asset rolls.

Evaluates social infrastructure including healthcare, education, and government facilities with availability-based revenue structures. Use when analyzing social infrastructure, evaluating availability payments, or assessing government-backed projects.

Evaluates sovereign creditworthiness with fiscal analysis, external vulnerability, political risk, and institutional quality assessment. Use when analyzing sovereign risk, assessing country credit, or evaluating government bond exposure.

Evaluates SPAC de-SPAC transaction economics with sponsor dilution, redemption risk, PIPE analysis, and warrant impact. Use when analyzing SPAC deals, evaluating sponsor economics, or modeling de-SPAC outcomes.

Evaluates PE sponsor-backed credit with sponsor track record, equity contribution, and governance assessment. Use when analyzing sponsor-backed loans, assessing sponsor quality, or evaluating sponsor support dynamics.

Evaluates stapled secondary structures combining primary commitment with secondary purchase in coordinated transactions. Use when analyzing stapled deals, structuring combined primary/secondary, or evaluating staple economics.

Deconstructs unit economics with CAC, LTV, payback period, gross margin, and contribution margin analysis. Use when analyzing unit economics, validating SaaS metrics, or assessing business model efficiency.

Deconstructs structured note payoffs with embedded option identification, issuer credit risk, and all-in cost analysis. Use when analyzing structured notes, evaluating embedded options, or assessing structured product costs.

Evaluates rating agency methodology application with loss model inputs, correlation assumptions, and tranche-level credit assessment. Use when analyzing structured product ratings, comparing agency methodologies, or assessing rating sensitivity.

Evaluates green bonds, sustainability-linked bonds, and social bonds with KPI selection, step-up mechanics, and framework assessment. Use when structuring ESG-linked debt, analyzing sustainability frameworks, or evaluating green bond eligibility.

Quantifies revenue and cost synergies with build-up methodology, realization timelines, and integration cost offsets. Use when estimating deal synergies, modeling cost savings, or building synergy cases for IC.

Evaluates synthetic CDO and CRT structures with credit default swap mechanics and funded/unfunded tranche analysis. Use when analyzing synthetic structures, evaluating credit risk transfer, or modeling CDS-based securitizations.

Evaluates tender offer structures with premium analysis, proration risk, and conditional tender strategies. Use when analyzing tender offers, calculating tender economics, or evaluating proration scenarios.

Deconstructs VC term sheets with liquidation preference waterfalls, anti-dilution mechanics, and option pool impact analysis. Use when analyzing term sheets, comparing investor terms, or modeling founder dilution.

Evaluates trade finance structures with letters of credit, supply chain financing, and receivables factoring for cross-border commerce. Use when analyzing trade finance, evaluating LC structures, or assessing supply chain financing.

Evaluates structured product tranche pricing with spread analysis, yield attribution, and comparable structure benchmarking. Use when assessing tranche value, comparing structured product pricing, or analyzing spread components.

Evaluates transportation assets with ridership analysis, fare structure assessment, and operating efficiency benchmarking. Use when analyzing transportation projects, evaluating mass transit, or assessing toll road economics.

Evaluates unfunded commitment obligations with call probability, pacing models, and portfolio-level exposure management. Use when analyzing unfunded exposure, managing commitment pacing, or stress testing capital calls.

Evaluates unitranche structures with first-out/last-out splits, blended pricing, and agreement among lenders provisions. Use when analyzing unitranche options, comparing unitranche vs traditional structures, or modeling blended costs.

Evaluates vertical integration decisions with make-vs-buy analysis, supply chain control benefits, and margin capture opportunity assessment. Use when analyzing vertical integration, evaluating supply chain strategy, or assessing integration economics.

Evaluates implied volatility surfaces with skew analysis, term structure dynamics, and surface fitting methodologies. Use when analyzing vol surfaces, assessing skew dynamics, or calibrating volatility models.

Evaluates water treatment, waste management, and environmental services assets with regulatory compliance and growth drivers. Use when analyzing water infrastructure, evaluating waste assets, or assessing utility investments.

Evaluates water rights valuation with seniority analysis, regulatory framework assessment, and allocation risk for resource investments. Use when analyzing water rights, evaluating water allocation, or assessing water risk.

Constructs proprietary factor definitions with signal specification, universe application, and orthogonalization methodology. Use when defining custom factors, creating proprietary signals, or building factor libraries.

Constructs LBO models with sources/uses, debt schedules, operating projections, and returns analysis across entry/exit scenarios. Use when modeling leveraged buyouts, calculating sponsor returns, or analyzing leverage capacity.

Constructs accretion/dilution analysis with pro forma financials, synergy phasing, and purchase price allocation. Use when modeling merger outcomes, calculating EPS accretion, or analyzing deal structures.

Constructs multi-factor models with value, momentum, quality, size, and volatility factor definitions and portfolio construction rules. Use when building factor models, designing systematic strategies, or constructing factor portfolios.

Constructs fund-level performance reporting with IRR, MOIC, DPI, RVPI, PME, and vintage year benchmarking. Use when building fund reports, calculating performance metrics, or preparing LP reporting packages.

Constructs plan of reorganization models with debt-for-equity conversion, new money injection, and emergence capital structure. Use when modeling restructuring plans, designing emergence capital structures, or analyzing plan feasibility.

Constructs risk parity allocation with equal risk contribution, leverage optimization, and asset class volatility targeting. Use when building risk parity, equalizing risk contribution, or designing leveraged balanced portfolios.

Constructs ROIC decomposition with invested capital measurement, operating return analysis, and value creation vs destruction assessment. Use when analyzing ROIC, building capital return frameworks, or assessing value creation.

Constructs stat arb strategies with pair selection, signal generation, and portfolio optimization under market neutrality constraints. Use when building stat arb models, designing market-neutral strategies, or optimizing pair portfolios.

Structures 100-day and long-term value creation plans with revenue growth, margin improvement, and capital efficiency initiatives. Use when building value creation plans, tracking improvement initiatives, or preparing operating partner reviews.

Constructs venture return models with entry valuation, follow-on reserve, multiple scenario exits, and portfolio-level fund math. Use when modeling VC returns, calculating fund economics, or projecting portfolio outcomes.

Computes fund performance with gross/net IRR, MOIC, DPI, RVPI, TVPI, PME, and direct alpha methodologies. Use when calculating fund performance, reconciling return metrics, or benchmarking against peer groups.

Structures backtesting methodology with out-of-sample testing, cross-validation, and overfitting detection techniques. Use when validating backtests, detecting overfitting, or ensuring backtest robustness.

Structures comprehensive buy-side diligence across financial, legal, commercial, and operational workstreams. Use when coordinating DD processes, building diligence checklists, or synthesizing DD findings.

Structures CDD with market sizing, customer concentration, competitive dynamics, and growth sustainability analysis. Use when conducting commercial DD, validating market assumptions, or assessing revenue durability.

Evaluates target company operations with management assessment, systems review, process maturity, and improvement opportunity identification. Use when conducting ops DD, assessing operational risk, or identifying value creation levers.

Assesses underlying asset pools with stratification, concentration analysis, historical performance, and credit quality distribution. Use when analyzing collateral pools, stratifying asset characteristics, or evaluating pool quality.