What problem does it solve?
Institutional teams and analysts face fragmented, error-prone spreadsheets and inconsistent models when performing specialty finance, regulatory, and compliance calculations across private credit, insurance, FP&A, fund structuring, and bank/regulatory reporting. This Skill centralises deterministic, production-grade MCP tools that deliver repeatable valuations, regulatory capital metrics, reserve estimates, and structured outputs with 128-bit decimal precision to remove ambiguity and auditability gaps.
Core Features & Use Cases
- Comprehensive toolset: 94 MCP tools spanning unitranche/direct lending pricing, loss reserving, Solvency II SCR, Basel capital, CECL provisioning, transfer pricing, tax treaty optimisation, fund structuring, carbon markets, and private wealth analytics.
- Structured, auditable outputs: Every tool returns JSON with result, methodology, assumptions, warnings, and metadata to support audit trails and downstream automation.
- Chaining workflows: Built workflows for multi-step analyses (e.g., price unitranche -> model syndication -> produce investor returns; estimate IBNR -> compute SCR -> produce regulatory report).
- Real-world example: Run unitranche_pricing to compute FOLO economics, feed the borrower leverage metrics into direct_lending for amortisation and IRR, then produce a syndication_analysis for arranger economics.
Quick Start
Use the corp-finance specialty tools to run unitranche_pricing on the provided loan terms and return the structured JSON output including methodology, assumptions, and warnings.
