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Claude Skills by lev-os
github.com/lev-os2,788 skills99 installs4,166 views
- Modeling Capital Budgeting DecisionsBuilds NPV, IRR, and payback models for capital investment decisions with hurdle rate calibration and risk adjustment. Use when evaluating capital investments, comparing project returns, or building capital allocation frameworks.Votes: 0GitHub stars: 22
- Modeling Carbon Credit EconomicsBuilds carbon credit models with offset generation analysis, verification costs, and market pricing dynamics for carbon-linked investments. Use when modeling carbon credits, analyzing offset economics, or evaluating carbon market exposure.Votes: 0GitHub stars: 22
- Modeling Carried Interest MechanicsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Chapter 11 Recovery WaterfallsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Clo Cash Flow WaterfallsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Construction Period RiskAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling Contingent ConsiderationStructures 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.Votes: 0GitHub stars: 22
- Modeling Counterparty Credit ExposureCalculates 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.Votes: 0GitHub stars: 22
- Modeling Credit Enhancement RequirementsCalculates 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.Votes: 0GitHub stars: 22
- Modeling Credit Fund PortfoliosBuilds 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.Votes: 0GitHub stars: 22
- Modeling Currency Hedging ProgramsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Debt Capacity AnalysisCalculates 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.Votes: 0GitHub stars: 22
- Modeling Debt Maturity ProfilesStructures debt maturity analysis with refinancing risk, market access assumptions, and liability management opportunities. Use when analyzing maturity walls, planning refinancing, or optimizing debt tenor.Votes: 0GitHub stars: 22
- Modeling Default And Recovery AnalysisBuilds 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.Votes: 0GitHub stars: 22
- Modeling Dilution Impact AnalysisCalculates 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.Votes: 0GitHub stars: 22
- Modeling Dividend RecapitalizationsStructures 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.Votes: 0GitHub stars: 22
- Modeling Economic Profit AnalysisBuilds 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.Votes: 0GitHub stars: 22
- Modeling Energy Transition InfrastructureAssesses 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.Votes: 0GitHub stars: 22
- Modeling Event Driven Trading AnalysisAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling Exotic Option PayoffsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Fresh Start AccountingStructures 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.Votes: 0GitHub stars: 22
- Modeling Fund Economics SensitivityBuilds 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.Votes: 0GitHub stars: 22
- Modeling Fund Of Funds SecondariesEvaluates 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.Votes: 0GitHub stars: 22
- Modeling Fx Derivative PricingPrices 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.Votes: 0GitHub stars: 22
- Modeling Growth Equity ReturnsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Inflation Linkage In InfrastructureAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling Interest Rate And Basis RiskAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling Interest Rate Hedging StrategiesStructures 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.Votes: 0GitHub stars: 22
- Modeling Intraday Volatility PatternsAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling J Curve Adjusted PricingBuilds 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.Votes: 0GitHub stars: 22
- Modeling Management Case ScenariosBuilds 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.Votes: 0GitHub stars: 22
- Modeling Margin AnalysisDeconstructs gross, operating, and net margin trends with driver attribution and normalization. Use when analyzing profitability, attributing margin changes, or benchmarking margins.Votes: 0GitHub stars: 22
- Modeling Merger Arbitrage SpreadsCalculates 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.Votes: 0GitHub stars: 22
- Modeling Mining Project EconomicsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Organic Vs Inorganic GrowthCompares 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.Votes: 0GitHub stars: 22
- Modeling Payment In Kind StructuresBuilds 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.Votes: 0GitHub stars: 22
- Modeling Portfolio Company ReturnsBuilds PE return models with entry/exit multiples, leverage analysis, and value creation attribution. Use when modeling PE returns, calculating IRR/MOIC, or attributing value creation drivers.Votes: 0GitHub stars: 22
- Modeling Portfolio OptimizationBuilds 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.Votes: 0GitHub stars: 22
- Modeling Portfolio Rebalancing RulesDesigns 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.Votes: 0GitHub stars: 22
- Modeling Portfolio Risk DecompositionDecomposes 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.Votes: 0GitHub stars: 22
- Modeling Prepayment And Default ScenariosBuilds 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.Votes: 0GitHub stars: 22
- Modeling Project Finance StructuresBuilds 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.Votes: 0GitHub stars: 22
- Modeling Purchase Price AllocationStructures 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.Votes: 0GitHub stars: 22
- Modeling Regime Switching StrategiesBuilds 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.Votes: 0GitHub stars: 22
- Modeling Renewable Resource YieldsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Resource Depletion EconomicsBuilds 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.Votes: 0GitHub stars: 22
- Modeling Revenue ForecastsBuilds bottom-up revenue models from segment-level drivers with assumption documentation. Use when forecasting revenue, modeling growth drivers, or building segment-level projections.Votes: 0GitHub stars: 22
- Modeling Revolving Period StructuresBuilds 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.Votes: 0GitHub stars: 22
- Modeling Rights Offering ArbitrageAnalyzes 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.Votes: 0GitHub stars: 22
- Modeling Scenario Based ValuationsBuilds 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.Votes: 0GitHub stars: 22