Claude Skills by CaseMark

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 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.

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.

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.

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.

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 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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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 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.

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.

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.

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.

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.

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.

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 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.

Builds pricing models incorporating J-curve positioning with blind pool risk, early-vintage assessment, and age-weighted adjustments. Use when pricing early-vintage funds, analyzing J-curve risk, or adjusting for fund maturity.

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.

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.

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.

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.

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.

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.

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.

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.

Builds CPR/CDR/severity vectors with scenario analysis across interest rate and economic environments. Use when modeling prepayment behavior, projecting default scenarios, or stress testing pool performance.

Builds project finance models with construction period draws, operational cash flows, DSCR covenants, and sculpted debt repayment. Use when modeling project finance, calculating debt service coverage, or structuring project lending.

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.

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.

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.

Builds depletion models with production decline, reserve replacement economics, and terminal value analysis for finite-life assets. Use when modeling depletion, analyzing resource longevity, or evaluating reserve life economics.

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.

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.

Builds probability-weighted valuation models with multiple exit scenarios, timing assumptions, and risk-adjusted returns. Use when building growth equity valuations, modeling scenario-weighted outcomes, or analyzing risk-adjusted returns.

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.

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.

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.

Analyzes buyback program design with timing optimization, price sensitivity, and EPS accretion impact modeling. Use when optimizing buybacks, modeling repurchase economics, or comparing return-of-capital alternatives.

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.

Builds strip and tail-end fund models with remaining portfolio analysis, unfunded obligation treatment, and duration-adjusted pricing. Use when modeling strip deals, evaluating tail-end portfolios, or analyzing remaining value.