deal-attribution-tracker

To calculate deal-level carry and clawback exposure, input per-deal investments, distributions, and current values to model American or European waterfalls and quantify clawback risk. This process reconciles deal-by-deal returns with aggregate fund economics for governance-ready reporting.

American waterfall structures calculate GP carry deal-by-deal, whereas European waterfalls apply carry on a whole-fund basis. Stress testing both models with mixed realized and unrealized positions reveals distinct clawback risk profiles for accurate deal attribution.

Tracking DPI and TVPI for partially realized investments requires analyzing per-deal invested capital, distributions, and current values. Computing these metrics alongside RVPI ensures accurate deal-level attribution across mixed realized and unrealized CRE fund positions.

Yes, you can benchmark unrealized CRE fund positions against vintage cohorts by inputting fund-level benchmarks and current values. This enables consistent attribution and risk assessment when comparing mixed realized and unrealized deal performance.

Modeling deal-team carry attribution involves applying integrated vesting considerations and departure rules to the computed GP carry. This ensures accurate retention planning by tracking individual deal-team exposure across the carry waterfall.

Stress testing clawback risk requires inputs of per-deal investments, distributions, current values, hurdle rates, carry rates, and fund-level benchmarks. Applying these across American or European waterfall structures quantifies potential clawback exposure accurately.