What problem does it solve?
Converts an LLM into a CFA-equivalent analyst capable of handling complex specialty finance and regulatory tasks that normally require deep domain expertise and multiple, validated quantitative tools. It reduces manual modelling errors, enforces regulatory thresholds, and streamlines multi-step workflows such as reserve estimation, capital adequacy, fund structuring, and distressed recovery analysis by orchestrating corp-finance-mcp computation tools.
Core Features & Use Cases
- End-to-end specialty workflows: pre-built methodologies for private credit pricing, insurance reserving (chain-ladder, BF), pension funding & LDI, real assets valuation, and convertible/credit derivatives analysis.
- Regulatory & compliance tooling: Basel III capital ratios, LCR/NSFR liquidity checks, Solvency II SCR, FATCA/CRS and AIFMD/Form PF reporting guidance and thresholds.
- Scenario & sensitivity analysis: coordinated sensitivity matrices, scenario runs, and cross-checks (e.g., liquidation vs going-concern, bond floor vs parity).
- Integration with corp-finance-mcp: designed to call validated MCP tools for deterministic computation, ensuring numerical precision and reproducibility.
- Use Case Example: run a restructuring recovery and distressed debt valuation, then compute post-restructuring credit metrics and Altman Z-score for investment recommendation.
Quick Start
Use the Financial Analyst skill to compute Basel III CET1, LCR and NSFR for a provided bank balance sheet and run a sensitivity sweep on capital ratios.
