What problem does it solve? Building an LBO model from scratch in Excel is error-prone: circular interest references, unbalanced Sources & Uses, broken cash sweeps, and sensitivity tables that don't tie to the base case. This Skill produces a dynamic, formula-driven .xlsx LBO model that updates when assumptions change. ## Core Features & Use Cases - Template-Driven Modeling: Populates a provided LBO template or the standard template with Excel formulas (never hardcoded values) using openpyxl. - Full LBO Structure: Covers Sources & Uses, operating projections, debt schedule with cash sweep waterfall, exit valuation, and IRR/MOIC returns analysis. - Sensitivity Tables: Builds odd-dimension (5x5 or 7x7) IRR/MOIC grids centered on the base case with mixed cell references. - Banking Formatting Standards: Applies blue/black/purple/green font conventions, professional blue-grey fill palette, and standard number formats. - Use Case: A PE analyst needs an illustrative LBO for a pitch. Provide the entry multiple, leverage, and operating assumptions, and receive a validated Excel model with balanced statements and a sensitivity table whose center cell matches the model's actual IRR. ## Quick Start Use the lbo-model skill to build an LBO model in Excel for a target acquired at 10x EBITDA with 5x leverage, holding for five years.
