Claude Skills by CaseMark

Calculates stub equity value with subsidiary attribution, holding company discount, and sum-of-parts residual analysis. Use when analyzing stub values, evaluating holding company discounts, or identifying negative stub situations.

Analyzes NOL and tax attribute preservation strategies under Section 382 limitations in ownership change scenarios. Use when modeling tax attribute preservation, analyzing 382 limitations, or structuring ownership change thresholds.

Builds TCA frameworks with implementation shortfall, VWAP comparison, and market impact estimation across asset classes. Use when conducting TCA, measuring execution quality, or analyzing trading costs.

Builds transaction cost models with market impact estimation, optimal trade scheduling, and turnover-adjusted returns. Use when modeling trading costs, optimizing turnover, or evaluating net-of-cost alpha.

Constructs acquisition financing models with debt capacity, leverage analysis, coverage ratios, and capital structure optimization. Use when modeling deal financing, analyzing leverage capacity, or structuring acquisition debt.

Prices variance and volatility swaps with replication methodology, convexity adjustment, and discrete monitoring analysis. Use when pricing vol products, modeling variance swaps, or evaluating volatility strategies.

Builds cap table models with round-by-round dilution, ESOP expansion, convertible note conversion, and exit waterfall analysis. Use when modeling cap tables, projecting ownership dilution, or calculating exit proceeds distribution.

Builds LP-level fund models with management fees, carried interest, clawback provisions, and waterfall distributions. Use when modeling fund economics, projecting LP returns, or analyzing fund terms.

Builds volatility targeting models with realized vol estimation, leverage adjustment, and drawdown management mechanics. Use when implementing vol targeting, adjusting portfolio leverage, or managing drawdown limits.

Builds distribution waterfall models with European vs American style carry, preferred return accrual, and GP clawback calculation. Use when modeling distribution waterfalls, comparing carry structures, or calculating LP distributions.

Calculates comprehensive XVA including CVA, DVA, FVA, KVA, and MVA with portfolio-level analysis and hedging strategies. Use when computing XVA, modeling valuation adjustments, or analyzing funding costs.

Evaluates exit alternatives (strategic sale, IPO, secondary, continuation) with market conditions, buyer universe, and return optimization. Use when planning exits, evaluating exit timing, or comparing exit routes.

Structures Day 1 readiness, 100-day plans, and long-term integration workstreams with synergy realization tracking. Use when planning PMI, building integration timelines, or tracking workstream execution.

Creates credit investment memos with borrower analysis, structural assessment, risk evaluation, and relative value positioning. Use when writing credit memos, documenting loan decisions, or presenting credit opportunities.

Structures international investment recommendations with country risk overlay, currency analysis, and structural considerations for IC presentation. Use when preparing cross-border cases, building international IC materials, or documenting cross-border opportunities.

Structures investment-level performance attribution with return decomposition, timing analysis, and value driver identification. Use when preparing deal attribution, analyzing investment returns, or building exit case studies.

Structures derivative portfolio risk reporting with Greeks aggregation, scenario analysis, and limit monitoring. Use when preparing derivative risk reports, aggregating portfolio Greeks, or monitoring risk limits.

Evaluates Chapter 11 disclosure statements with plan description adequacy, feasibility projections, and liquidation analysis comparison. Use when reviewing disclosure statements, analyzing plan feasibility, or preparing objections.

Synthesizes ECM market conditions with recent pricing, sector performance, and pipeline activity for client communication. Use when preparing market updates, summarizing ECM activity, or advising on market timing.

Structures ESG and impact reporting for fund investors with metric collection, framework alignment, and progress communication. Use when preparing ESG reports, collecting impact data, or aligning with reporting frameworks.

Structures event-driven investment recommendations with catalyst identification, timeline analysis, and risk/reward framework for portfolio allocation. Use when preparing event-driven cases, documenting catalyst theses, or presenting special situation opportunities.

Structures fund NAV reporting with investment-level valuations, methodology disclosure, and fair value hierarchy classification. Use when preparing NAV reports, documenting valuation methodology, or presenting fair value analysis.

Tracks fundraising progress with prospect pipeline, commitment tracking, and closing projection for fund formation processes. Use when monitoring fundraising, tracking LP commitments, or projecting fund closing timelines.

Structures exit preparation with financial audit readiness, management presentation preparation, and buyer/IPO positioning. Use when preparing for exit, building exit marketing materials, or positioning companies for sale or IPO.

Structures infrastructure investment recommendations with regulatory analysis, cash flow modeling, and risk assessment for IC presentation. Use when preparing infra investment cases, building IC materials, or documenting infrastructure opportunities.

Coordinates partner tax reporting with Schedule K-1 preparation, PFIC reporting, and state filing requirements. Use when preparing K-1 packages, coordinating tax reporting, or managing partner tax communication.

Creates fund PPM documentation with investment strategy, risk factors, fee disclosure, and regulatory compliance for fund marketing. Use when preparing PPMs, drafting fund marketing materials, or structuring offering documentation.

Structures systematic strategy performance reporting with factor exposure, attribution, and risk analytics for investor communication. Use when preparing quant reports, documenting strategy performance, or presenting systematic strategy results.

Creates comprehensive quarterly LP reporting packages with fund performance, portfolio updates, and market commentary. Use when preparing quarterly reports, building LP update packages, or structuring fund communications.

Structures real asset investment recommendations with commodity thesis, asset-level analysis, and risk assessment for IC presentation. Use when preparing resource investment cases, building IC materials, or documenting real asset opportunities.

Synthesizes secondary market activity with volume trends, pricing benchmarks, and deal type composition for market participants. Use when preparing market reports, analyzing secondary volumes, or tracking market evolution.

Creates board presentation materials with strategic options analysis, financial impact, and recommendation framework for corporate transformation decisions. Use when preparing board strategy materials, presenting alternatives, or documenting strategic recommendations.

Structures trading desk risk reporting with P&L attribution, position summaries, and limit utilization tracking. Use when preparing desk risk reports, attributing trading P&L, or monitoring position limits.

Evaluates exit scenarios including IPO, M&A, secondary sale, and recapitalization with timing and return analysis. Use when planning exits, comparing exit routes, or modeling exit outcomes for portfolio companies.

Evaluates LP interest portfolios with fund-by-fund NAV assessment, J-curve positioning, and portfolio-level pricing methodology. Use when pricing secondary portfolios, evaluating LP interest bids, or analyzing fund vintages.

Calculates option values with Black-Scholes, binomial, and Monte Carlo methods including Greeks sensitivity analysis. Use when pricing equity options, calculating Greeks, or evaluating option strategies.

Filters potential acquisition targets against strategic criteria including size, geography, capability gaps, and synergy potential. Use when building target lists, screening M&A pipelines, or identifying bolt-on candidates.

Filters inbound deal flow against fund thesis, stage, sector, and return requirements with structured pass/advance decisions. Use when triaging deal flow, evaluating inbound pitches, or managing sourcing pipelines.

Designs asset-backed securitization structures with tranche hierarchy, credit enhancement, and cash flow allocation mechanics. Use when structuring ABS deals, designing tranche waterfall, or analyzing credit enhancement levels.

Designs constructive engagement approaches with value creation proposals, governance improvements, and strategic change recommendations. Use when planning activist engagement, designing value creation proposals, or structuring board discussions.

Designs algo trading strategies with TWAP, VWAP, and implementation shortfall approaches tailored to order characteristics. Use when selecting execution algos, designing trading strategies, or optimizing order routing.

Prepares annual meeting presentations with fund performance review, market outlook, pipeline discussion, and LP Q&A preparation. Use when preparing AGM materials, structuring LP presentations, or coordinating annual meetings.

Designs ABL facilities with borrowing base calculations, collateral eligibility criteria, and field exam requirements. Use when structuring ABL facilities, calculating borrowing availability, or analyzing collateral pools.

Designs bond offering structures with tenor, coupon, call provisions, covenant packages, and pricing methodology. Use when structuring bond deals, selecting debt parameters, or comparing issuance alternatives.

Designs CLO reinvestment criteria with portfolio quality tests, trading guidelines, and concentration limits. Use when structuring CLO reinvestment, setting portfolio constraints, or analyzing manager flexibility.

Designs co-invest offerings with allocation methodology, LP terms, and fee/carry structure for direct investment opportunities. Use when structuring co-investments, allocating deal capacity, or managing LP co-invest programs.

Designs co-investment fund structures with deal-specific and programmatic formats, fee terms, and allocation methodology. Use when structuring co-invest programs, designing deal-specific vehicles, or analyzing co-invest economics.

Designs equity monetization structures with zero-cost collars, prepaid variable forwards, and exchange fund alternatives. Use when structuring equity monetization, designing collars, or evaluating concentrated stock solutions.

Designs CMBS structures with property-level underwriting, DSCR analysis, and loan-level credit assessment. Use when structuring CMBS deals, underwriting commercial mortgage pools, or analyzing property cash flows.

Designs enterprise hedging strategies for commodity, FX, and interest rate exposures with hedge accounting qualification. Use when designing hedge programs, selecting hedging instruments, or structuring hedge documentation.