Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis.
Calculates required credit enhancement levels with loss modeling, attachment/detachment points, and rating agency methodology.
Builds credit fund portfolio models with yield attribution, default/recovery scenarios, and portfolio-level return analysis.
Builds currency hedging models with rolling forward programs, option-based strategies, and cross-hedge analysis for international portfolios.
Calculates borrower debt capacity with cash flow coverage, leverage multiples, and stress-tested servicing ability.
Structures debt maturity analysis with refinancing risk, market access assumptions, and liability management opportunities.
Builds default probability and recovery rate models with industry data, structural analysis, and loss-given-default estimation.
Calculates dilutive impact of equity issuance on existing shareholders with EPS, ownership, and NAV per share analysis.
Structures dividend recap analysis with leverage impact, credit agreement compliance, and return enhancement calculation.
Builds economic profit (EVA) models with capital charge calculation, value spread analysis, and long-term value creation measurement.
Assesses energy transition investments with battery storage, grid modernization, EV charging, and hydrogen infrastructure analysis.
Analyzes event-driven opportunities with catalyst identification, pricing efficiency assessment, and risk/reward evaluation.
Builds pricing models for barrier, Asian, lookback, and other path-dependent options with Monte Carlo simulation.
Structures fresh-start accounting analysis with reorganization value allocation, new basis determination, and emergence balance sheet.
Evaluates fund-of-funds secondary transactions with layer-on-layer fee analysis, double-carry impact, and net return adjustment.
Prices FX options and exotic structures with Garman-Kohlhagen, local volatility, and stochastic volatility models.
Analyzes inflation protection mechanisms in infrastructure with CPI-linked revenues, index-based contracts, and real return modeling.
Analyzes intraday volatility dynamics with open/close effects, lunch-time patterns, and event-driven volatility estimation.
Deconstructs gross, operating, and net margin trends with driver attribution and normalization. Use when analyzing profitability, attributing margin changes, or benchmarking…
Calculates merger arb risk/reward with annualized spread, deal break probability, and downside scenario analysis.
Builds mining project financial models with resource estimation, mine plan integration, and commodity price sensitivity analysis.
Compares build vs buy alternatives with risk-adjusted returns, time-to-value, and execution probability assessment.
Builds PIK and PIK toggle models with compound interest analysis, cash vs PIK election scenarios, and leverage impact assessment.
Builds PE return models with entry/exit multiples, leverage analysis, and value creation attribution.
Builds mean-variance, Black-Litterman, and risk parity optimization models with constraint management and rebalancing rules.
Designs rebalancing triggers with calendar-based, threshold-based, and hybrid approaches with tax and cost optimization.
Decomposes portfolio risk with factor attribution, idiosyncratic risk, and marginal contribution to risk analysis.
Builds project finance models with construction period draws, operational cash flows, DSCR covenants, and sculpted debt repayment.
Structures PPA analysis with tangible/intangible asset identification, useful life estimation, and goodwill calculation.
Builds regime detection models with hidden Markov, threshold, and Bayesian change-point methodologies for strategy adaptation.
Builds renewable energy yield models with resource assessment, capacity factor analysis, and P50/P90 production estimates.
Builds depletion models with production decline, reserve replacement economics, and terminal value analysis for finite-life assets.
Builds bottom-up revenue models from segment-level drivers with assumption documentation. Use when forecasting revenue, modeling growth drivers, or building segment-level…
Build reusable revenue models — MRR, ARR, gross revenue, new/expansion/contraction/churn, ARPU, LTV, and per-customer/per-account revenue — on either PostHog data-warehouse views…
Builds revolving securitization models with replenishment criteria, early amortization triggers, and portfolio composition limits.
Analyzes rights offering dynamics with theoretical ex-rights price, subscription premium, and nil-paid value calculation.
Builds probability-weighted valuation models with multiple exit scenarios, timing assumptions, and risk-adjusted returns.
Builds corporate scenario planning models with macro assumption sets, strategic response options, and contingency plan development.
Structures secondary direct transactions with pricing methodology, transfer restriction analysis, and ROFR navigation.
Analyzes securities lending market with borrow cost, short interest dynamics, and fail-to-deliver monitoring.
Analyzes buyback program design with timing optimization, price sensitivity, and EPS accretion impact modeling.
Analyzes special dividend catalysts with balance sheet capacity, tax efficiency, and shareholder return comparison analysis.
Builds strip and tail-end fund models with remaining portfolio analysis, unfunded obligation treatment, and duration-adjusted pricing.
Calculates stub equity value with subsidiary attribution, holding company discount, and sum-of-parts residual analysis.
Builds SOTP valuations for conglomerates and multi-segment companies with segment-appropriate methodologies.
Analyzes NOL and tax attribute preservation strategies under Section 382 limitations in ownership change scenarios.
Builds TCA frameworks with implementation shortfall, VWAP comparison, and market impact estimation across asset classes.
Builds transaction cost models with market impact estimation, optimal trade scheduling, and turnover-adjusted returns.
Constructs acquisition financing models with debt capacity, leverage analysis, coverage ratios, and capital structure optimization.
Prices variance and volatility swaps with replication methodology, convexity adjustment, and discrete monitoring analysis.
Builds cap table models with round-by-round dilution, ESOP expansion, convertible note conversion, and exit waterfall analysis.
Builds LP-level fund models with management fees, carried interest, clawback provisions, and waterfall distributions.
Builds volatility targeting models with realized vol estimation, leverage adjustment, and drawdown management mechanics.
Builds distribution waterfall models with European vs American style carry, preferred return accrual, and GP clawback calculation.
Calculates comprehensive XVA including CVA, DVA, FVA, KVA, and MVA with portfolio-level analysis and hedging strategies.
Integrate Modellix unified API/CLI for async AI image and video generation (model run --wait, task download).
Edit one or more ordered Canvas images through Modellix, including annotation composites, transparent output, strict fidelity, multi-reference composition, high-resolution output,…
Generate one to four images through Modellix and place them in Modellix Agent Canvas, including AI image holders, transparent output, paid confirmation, polling, recovery, and…
Open or inspect Modellix Agent Canvas in Codex, Cursor, Claude Code, or OpenCode. Use when the user asks to launch the canvas, check its Modellix connection, configure an API key,…
Automate Modelry tasks via Rube MCP (Composio). Always search tools first for current schemas. — from general/automation