A searchable catalog of reusable skills across Finance, Trading, Legal and Marketing — contribute your own, keep it private or share it public.
Build an asset-based borrowing base by collateral pool and return eligible collateral, advance rates, reserves, availability and overadvance.
Classify each covenant, compute actual-versus-threshold headroom, project the first breach, and recommend lender action.
Draft an investment-committee-ready lender credit memo with recommendation, structure, risk analysis, covenants and monitoring plan.
Screen a private-credit opportunity for mandate fit, coverage, structure and key risks, returning a pursue/review/decline decision.
Evaluate a private-credit portfolio for weighted yield, expected loss, concentration breaches and rebalancing suggestions.
Monitor a private-credit book against budget and underwriting case, producing a prioritized watchlist with triggers and actions.
Build contractual lender cash flows and pricing for a debt facility, returning the schedule, lender yield/IRR and sensitivities.
Size a leveraged capital structure across senior, unitranche, mezzanine, seller note and revolver, with leverage, coverage and refinance sensitivity.
Score obligor default risk and facility loss severity, returning an internal grade, PD, LGD, EAD, expected loss and the key drivers.
Extract credit-document terms into a structured table with citations, flagging exceptions, ambiguities and gaps against the approved term sheet.
Underwrite a property-backed or direct-lending private-credit deal — LTV, coverage, security, covenants and a risk-adjusted pricing view.
Value a private-debt instrument on a market-participant DCF basis with a mark bridge and sensitivities to yield, PD and recovery.
Model going-concern and liquidation recoveries by tranche, identify the fulcrum security, and report LGD under base, downside and severe cases.
Build a 13-week liquidity view and compare workout paths on probability- and time-adjusted recovery, cash needs, consents and risks.