1---2name: corp-finance-tools-specialty-regulatory3description: "Use the corp-finance-mcp server tools for specialty finance, regulatory, and compliance calculations. Invoke when performing private credit (unitranche, direct lending, syndication), insurance (loss reserving, premium pricing, Solvency II SCR), FP&A (variance analysis, break-even, working capital, rolling forecast), wealth management (retirement planning, tax-loss harvesting, estate planning), restructuring (recovery analysis, distressed debt), real assets (property valuation, project finance), venture capital (dilution, convertible instruments, fund returns), ESG (scoring, climate/carbon, green bonds, SLL), regulatory capital (Basel III, LCR/NSFR, ALM), compliance (MiFID II best execution, GIPS reporting), credit derivatives (CDS pricing, CVA/DVA), convertible bonds (binomial tree pricing, scenario analysis), lease accounting (ASC 842/IFRS 16, sale-leaseback), pension & LDI (funding analysis, liability-driven investing), sovereign risk (bond analysis, country risk), real options (binomial valuation, decision trees), equity research (SOTP, target price), commodity trading (spread analysis, storage economics), treasury management (cash management, hedge effectiveness), infrastructure finance (PPP models, concession valuation), crypto (token valuation, DeFi analysis), municipal bonds (pricing, credit analysis), structured products (notes, exotic), trade finance (LC, supply chain), fund structuring (US onshore, UK/EU, Cayman/BVI offshore, Luxembourg/Ireland), transfer pricing (BEPS/Pillar Two, intercompany pricing), tax treaty (treaty network optimization, holding structures), FATCA/CRS (reporting, entity classification), economic substance (multi-jurisdiction testing), regulatory reporting (AIFMD Annex IV, SEC Form PF, CFTC CPO-PQR), AML compliance (KYC risk scoring, sanctions screening), fund of funds (J-curve, commitment pacing, manager selection, secondaries pricing), bank analytics (NIM analysis, CAMELS rating, CECL provisioning, deposit beta, loan book), carbon markets (credit pricing, ETS compliance, CBAM, offset valuation, shadow carbon price), private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance). All computation uses 128-bit decimal precision."4---56# Corp Finance MCP Tools - Specialty & Regulatory78You have access to 94 specialty finance, regulatory, and compliance MCP tools covering private credit, insurance, FP&A, wealth management, restructuring, real assets, venture capital, ESG, regulatory capital, compliance, credit derivatives, convertible bonds, lease accounting, pension & LDI, sovereign risk, real options, equity research, commodity trading, treasury management, infrastructure finance, crypto, municipal bonds, structured products, trade finance, fund structuring, transfer pricing, tax treaty, FATCA/CRS, economic substance, regulatory reporting, AML compliance, fund of funds, bank analytics, carbon markets, and private wealth. All tools return structured JSON with `result`, `methodology`, `assumptions`, `warnings`, and `metadata` fields. All monetary math uses `rust_decimal` (128-bit fixed-point) — never floating-point.910## Tool Reference1112### Private Credit1314| MCP Tool | Purpose | Key Inputs |15|----------|---------|------------|16| `unitranche_pricing` | Unitranche FOLO split pricing and blended yield | total_commitment, first_out_pct, spreads, OID, fees, borrower metrics |17| `direct_lending` | Direct loan modelling (PIK, delayed draw, amortisation) | loan_amount, base_rate, spread, pik_rate, amort_schedule, maturity, credit metrics |18| `syndication_analysis` | Loan syndication allocation and arranger economics | facility_size, arranger_hold, syndicate_members, arrangement_fee |1920### Insurance & Actuarial2122| MCP Tool | Purpose | Key Inputs |23|----------|---------|------------|24| `loss_reserving` | Chain-ladder and Bornhuetter-Ferguson loss reserving | claims_triangle, method (ChainLadder/BF/Both), earned_premium, expected_loss_ratio, tail_factor |25| `premium_pricing` | Insurance premium pricing (freq x severity + loadings) | expected_frequency, expected_severity, expense_loading, profit_loading, trend_rates |26| `combined_ratio` | Multi-period combined ratio and operating ratio analysis | periods (premium, losses, expenses, investment_income) |27| `solvency_scr` | Solvency II Standard Formula SCR calculation | premium_reserve_risk, operational_risk, correlation_matrix, MCR_floor |2829### FP&A3031| MCP Tool | Purpose | Key Inputs |32|----------|---------|------------|33| `variance_analysis` | Budget vs actual variance with price/volume/mix decomposition | budget/actual revenue_lines, cost_lines, prior_period (optional) |34| `breakeven_analysis` | Break-even, DOL, and target volume analysis | selling_price, variable_cost_per_unit, fixed_costs, current_volume, scenarios |35| `working_capital` | Working capital efficiency (DSO/DIO/DPO/CCC) and benchmarking | periods (revenue, cogs, receivables, inventory, payables), cost_of_capital |36| `rolling_forecast` | Rolling financial forecast with driver-based projections | historical_periods, forecast_periods, revenue_growth_rate, driver_overrides |3738### Wealth Management3940| MCP Tool | Purpose | Key Inputs |41|----------|---------|------------|42| `retirement_planning` | Retirement planning with 4 withdrawal strategies | current_age, retirement_age, life_expectancy, income, savings, withdrawal_strategy |43| `tax_loss_harvesting` | Tax-loss harvesting simulation with wash-sale rules | positions (cost_basis, market_value, holding_days), realized_gains, tax_rates |44| `estate_planning` | Estate tax planning with trust analysis and gifting strategy | estate_value, gifts, trusts, life_insurance, exemption, tax_rates |4546### Restructuring4748| MCP Tool | Purpose | Key Inputs |49|----------|---------|------------|50| `recovery_analysis` | APR waterfall recovery by claim priority | enterprise_value, claims (priority, secured, collateral), DIP facility, admin costs |51| `distressed_debt_analysis` | Restructuring plan analysis with fulcrum ID | enterprise_value, exit_ev, capital_structure, proposed_treatments, DIP terms |5253### Real Assets5455| MCP Tool | Purpose | Key Inputs |56|----------|---------|------------|57| `property_valuation` | Real estate valuation (direct cap, DCF, GRM) | gross_rent, vacancy, opex, cap_rate, holding_period, financing terms, comparables |58| `project_finance_model` | Infrastructure project finance with debt sculpting | total_cost, construction/operating periods, revenue, debt (level/sculpted/bullet), DSCR target |5960### Venture Capital6162| MCP Tool | Purpose | Key Inputs |63|----------|---------|------------|64| `venture_dilution` | Pre/post-money dilution and cap table modelling | rounds (pre_money, investment, option_pool_pct), founders_shares |65| `convertible_instrument` | SAFE and convertible note conversion analysis | instrument_type (SAFE/Note), investment, valuation_cap, discount_rate, interest_rate |66| `venture_fund_returns` | VC fund return analytics (IRR, TVPI, DPI, J-curve) | fund_size, investments (amount, entry/exit year, exit_multiple), management_fee, carry_rate, hurdle |6768### ESG & Climate6970| MCP Tool | Purpose | Key Inputs |71|----------|---------|------------|72| `esg_score` | ESG scoring with sector-specific materiality weights | company, sector, environmental/social/governance pillar scores |73| `carbon_footprint` | Carbon footprint analysis (Scope 1/2/3) | scope1/2/3 emissions, revenue, sector benchmarks |74| `green_bond` | Green bond framework analysis | proceeds_allocation, eligible_categories, impact_metrics |75| `sll_covenants` | Sustainability-linked loan covenant testing | kpi_targets, actual_performance, margin_adjustment |7677### Regulatory Capital7879| MCP Tool | Purpose | Key Inputs |80|----------|---------|------------|81| `basel_capital` | Basel III capital adequacy (CET1, Tier1, Total) with SA risk weights | exposures (asset_class, rating, amount), operational_risk, capital_buffers |82| `lcr_nsfr` | Liquidity coverage ratio and net stable funding ratio | hqla_assets, cash_outflows/inflows, available/required_stable_funding |83| `alm_analysis` | Asset-liability management (gap, NII sensitivity, EVE) | assets/liabilities by repricing bucket, rate scenarios, beta pass-through |8485### Compliance8687| MCP Tool | Purpose | Key Inputs |88|----------|---------|------------|89| `best_execution` | MiFID II best execution (Perold implementation shortfall TCA) | trades (security, side, decision_price, execution_price, shares, benchmark_price), market_conditions, venue_data |90| `gips_report` | GIPS-compliant performance reporting (Modified Dietz, geometric linking) | composite_name, periods (start_value, end_value, external_cash_flows, benchmark_return), accounts, firm_assets, currency |9192### Credit Derivatives9394| MCP Tool | Purpose | Key Inputs |95|----------|---------|------------|96| `cds_pricing` | Single-name CDS pricing (hazard-rate model) | reference_entity, notional, spread_bps, recovery_rate, risk_free_rate, maturity_years, payment_frequency |97| `cva_calculation` | CVA/DVA calculation with netting and collateral | trade_description, expected_exposure_profile, counterparty_default_probability, counterparty_recovery_rate, netting_benefit, collateral_threshold |9899### Convertible Bonds100101| MCP Tool | Purpose | Key Inputs |102|----------|---------|------------|103| `convertible_bond_pricing` | Convertible bond pricing (CRR binomial tree) | bond_name, face_value, coupon_rate, maturity_years, stock_price, conversion_ratio, stock_volatility, call_price, put_price |104| `convertible_bond_analysis` | Convertible scenario analysis (stock/vol/spread sensitivity) | bond_name, face_value, stock_price, conversion_ratio, stock_scenarios, vol_scenarios, spread_scenarios |105106### Lease Accounting107108| MCP Tool | Purpose | Key Inputs |109|----------|---------|------------|110| `lease_classification` | ASC 842 / IFRS 16 lease classification and measurement | lease_description, standard, lease_term_months, monthly_payment, fair_value_of_asset, useful_life_months, transfer_of_ownership, specialized_asset |111| `sale_leaseback_analysis` | Sale-leaseback transaction analysis (gain recognition) | description, standard, asset_carrying_value, sale_price, fair_value, lease_term_months, qualifies_as_sale |112113### Pension & LDI114115| MCP Tool | Purpose | Key Inputs |116|----------|---------|------------|117| `pension_funding` | Pension funding analysis (PBO, ABO, NPPC) | plan_name, plan_assets, discount_rate, expected_return_on_assets, active/retired_participants, plan_provisions |118| `ldi_strategy` | Liability-Driven Investing strategy design | plan_name, liability_pv, liability_duration, plan_assets, current_asset_allocation, available_instruments, target_hedge_ratio |119120### Sovereign Risk121122| MCP Tool | Purpose | Key Inputs |123|----------|---------|------------|124| `sovereign_bond_analysis` | Sovereign bond pricing, YTM, duration, convexity, spread decomposition, local currency risk | face_value, coupon_rate, maturity_years, sovereign_spread, currency, country, is_local_currency, inflation_rate |125| `country_risk_assessment` | Multi-factor sovereign risk scoring, rating equivalent, CRP, implied default probability | country, gdp_growth_rate, inflation_rate, debt_to_gdp, current_account_pct_gdp, fx_reserves_months_imports, political_stability_score, rule_of_law_score |126127### Real Options128129| MCP Tool | Purpose | Key Inputs |130|----------|---------|------------|131| `real_option_valuation` | Real option valuation (expand, abandon, defer, switch, contract, compound) via CRR binomial tree with Greeks | option_type, underlying_value, exercise_price, volatility, risk_free_rate, time_to_expiry, expansion_factor, contraction_factor |132| `decision_tree_analysis` | Decision tree analysis with EMV rollback, EVPI, sensitivity, optimal path identification | nodes (id, name, node_type, value, cost, probability, children), discount_rate, risk_adjustment |133134### Equity Research135136| MCP Tool | Purpose | Key Inputs |137|----------|---------|------------|138| `sotp_valuation` | Sum-of-the-parts valuation: segment-level multiples, conglomerate discount, football field | company_name, segments (name, revenue, ebitda, method, multiple), net_debt, shares_outstanding, holding_company_discount |139| `target_price` | Multi-method target price: PE, PEG, PB, PS, DDM with football field and recommendation | current_price, shares_outstanding, earnings_per_share, earnings_growth_rate, book_value_per_share, peer_multiples, cost_of_equity |140141### Commodity Trading142143| MCP Tool | Purpose | Key Inputs |144|----------|---------|------------|145| `commodity_spread` | Commodity spread analysis: crack, crush, spark, calendar, location, quality spreads | spread_type, input_prices, output_prices, conversion_ratios, processing_cost, historical_spreads |146| `storage_economics` | Commodity storage economics: contango/backwardation, convenience yields, cash-and-carry arbitrage | spot_price, futures_prices, storage_cost_per_unit_month, financing_rate, commodity_name, seasonal_factors |147148### Treasury Management149150| MCP Tool | Purpose | Key Inputs |151|----------|---------|------------|152| `cash_management` | Corporate cash management: liquidity forecasting, cash pooling, sweep/facility draw | current_cash, operating_cash_flows, minimum_cash_buffer, credit_facility_size/rate, investment_rate, sweep_threshold, dso_days, dpo_days |153| `hedge_effectiveness` | Hedge effectiveness testing: dollar offset, regression, IAS 39/IFRS 9 compliance | hedge_type, notional_amount, hedge_notional, hedge_instrument, exposure_changes, hedge_changes, spot_rate, forward_rate, volatility |154155### Infrastructure Finance156157| MCP Tool | Purpose | Key Inputs |158|----------|---------|------------|159| `ppp_model` | PPP modelling: risk allocation, VfM analysis, PSC comparator, equity IRR, debt sizing | project_name, total_capex, concession_years, revenue_model, annual_availability_payment, senior_debt_pct/rate, equity_pct, discount_rate |160| `concession_valuation` | Infrastructure concession valuation: traffic risk, toll escalation, handback, extension option | concession_name, remaining_years, current_annual_revenue, revenue_growth_rate, handback_cost, discount_rate, terminal_value_approach |161162### Crypto & Digital Assets163164| MCP Tool | Purpose | Key Inputs |165|----------|---------|------------|166| `token_valuation` | Token/protocol valuation (NVT, P/S, FDV, DCF) | network_value, transaction_volume, revenue, supply, discount_rate, comparable_protocols |167| `defi_analysis` | DeFi yield analysis (farming, IL, staking, LP) | protocol_name, analysis_type, APR, principal, pool parameters |168169### Municipal Bonds170171| MCP Tool | Purpose | Key Inputs |172|----------|---------|------------|173| `muni_bond_pricing` | Municipal bond pricing with tax-equivalent yield | face_value, coupon_rate, bond_type, tax_bracket, call schedule |174| `municipal_analysis` | Municipal credit analysis (GO, revenue, scoring) | analysis_type, financial_data, debt_ratios, coverage metrics |175176### Structured Products177178| MCP Tool | Purpose | Key Inputs |179|----------|---------|------------|180| `structured_note_pricing` | Structured note pricing (capital-protected, yield enhancement) | note_type, face_value, maturity, underlying parameters |181| `exotic_product_pricing` | Exotic products (autocallable, barrier, digital) | product_type, underlying, barriers, observation schedule |182183### Trade Finance184185| MCP Tool | Purpose | Key Inputs |186|----------|---------|------------|187| `letter_of_credit` | LC pricing and risk assessment | lc_type, amount, tenor, issuing_bank, risk factors |188| `supply_chain_finance` | Supply chain finance (reverse factoring, forfaiting) | analysis_type, invoice parameters, discount rates |189190### Onshore Fund Structures191192| MCP Tool | Purpose | Key Inputs |193|----------|---------|------------|194| `us_fund_structure` | US onshore fund structure analysis (Delaware LP, LLC, REIT, MLP, BDC, QOZ) with tax analysis, ERISA compliance, investor suitability | structure_type, fund_size, strategy, investor_types, state, target_return, leverage_ratio, erisa_plan_assets_pct, qoz_investment_pct |195| `uk_eu_fund_structure` | UK/EU onshore fund structure analysis (UK LP/LLP, OEIC, ACS, SICAV, FCP, KG) with AIFMD passport, VAT analysis, cross-border marketing | structure_type, domicile, fund_size, strategy, investor_types, aifmd_status, marketing_jurisdictions, vat_status |196197### Offshore Fund Structures198199| MCP Tool | Purpose | Key Inputs |200|----------|---------|------------|201| `cayman_fund_structure` | Cayman/BVI offshore fund structure (Exempted LP, SPC, Unit Trust, BVI BCA) with master-feeder economics, CIMA registration, economic substance | structure_type, domicile, fund_size, strategy, master_feeder, feeder_jurisdictions, cima_category, economic_substance_activities |202| `lux_ireland_fund_structure` | Luxembourg/Ireland fund structure (SICAV-SIF, RAIF, SCSp, ICAV, QIAIF, Section 110) with subscription tax, AIFMD passport, UCITS analysis | structure_type, domicile, fund_size, strategy, regulatory_status, subscription_tax_rate, aifmd_passport, ucits_compliant, target_investors |203204### Transfer Pricing205206| MCP Tool | Purpose | Key Inputs |207|----------|---------|------------|208| `beps_compliance` | OECD BEPS compliance analysis: CbCR reporting, Pillar Two GloBE 15% minimum tax, functional analysis, profit/substance alignment, risk scoring | entity_name, jurisdictions, revenue_by_jurisdiction, profit_by_jurisdiction, employees_by_jurisdiction, tangible_assets_by_jurisdiction, related_party_transactions, effective_tax_rates |209| `intercompany_pricing` | Transfer pricing analysis: CUP, RPM, CPLM, TNMM, Profit Split methods with arm's length range, CFC analysis (Subpart F/GILTI/ATAD), GAAR assessment | transaction_type, related_parties, transaction_value, pricing_method, comparable_data, functional_analysis, cfc_rules_applicable, jurisdiction_pair |210211### Tax Treaty212213| MCP Tool | Purpose | Key Inputs |214|----------|---------|------------|215| `treaty_network` | Tax treaty network analysis: WHT optimization, treaty conduit routing, LOB/PPT anti-avoidance scoring, entity-specific exemptions | source_jurisdiction, target_jurisdiction, income_type, entity_type, treaty_benefits_claimed, intermediary_jurisdictions, substance_indicators |216| `treaty_structure_optimization` | Multi-jurisdiction holding structure optimization: participation exemption, IP box, interest deduction limits, PE risk assessment, substance cost-benefit | parent_jurisdiction, operating_jurisdictions, holding_candidates, income_streams, ip_locations, debt_quantum, substance_requirements, annual_costs |217218### FATCA/CRS219220| MCP Tool | Purpose | Key Inputs |221|----------|---------|------------|222| `fatca_crs_reporting` | Analyze FATCA/CRS reporting obligations | institution, IGA model, account types, GIIN status |223| `entity_classification` | Classify entities under FATCA/CRS | entity type, income/asset ratios, controlling persons |224225### Substance Requirements226227| MCP Tool | Purpose | Key Inputs |228|----------|---------|------------|229| `economic_substance` | Score economic substance compliance | jurisdiction, entity type, employees, premises, CIGA |230| `jurisdiction_substance_test` | Run jurisdiction-specific substance tests | jurisdictions, comparison mode, treaty reliance |231232### Regulatory Reporting233234| MCP Tool | Purpose | Key Inputs |235|----------|---------|------------|236| `aifmd_reporting` | Generate AIFMD Annex IV report | AUM, funds, leverage, stress tests, liquidity |237| `sec_cftc_reporting` | Generate SEC Form PF / CFTC CPO-PQR | regulatory AUM, fund details, counterparties |238239### AML Compliance240241| MCP Tool | Purpose | Key Inputs |242|----------|---------|------------|243| `kyc_risk_assessment` | Assess KYC/AML risk scoring | customer type, jurisdiction, PEP status, transactions |244| `sanctions_screening` | Screen against sanctions lists | entities, lists to check, threshold, transaction details |245246### Fund of Funds247248| MCP Tool | Purpose | Key Inputs |249|----------|---------|------------|250| `j_curve_model` | J-curve fund lifecycle: cash flow projection, TVPI/DPI/RVPI, PME (Kaplan-Schoar), net/gross IRR, trough analysis | fund_size, vintage_year, investment_period, fund_life, management_fee, carry_rate, hurdle, drawdown_schedule, exit_multiples, public_market_returns |251| `commitment_pacing` | Commitment pacing: vintage year allocation, drawdown modeling, NAV projection, over-commitment ratio | target_allocation, total_portfolio, vintage_commitments, drawdown_rates, distribution_rates, nav_growth, rebalancing_frequency |252| `manager_selection` | Manager due diligence: performance scoring, persistence analysis, alpha estimation, qualitative rating | manager_name, fund_returns, benchmark_returns, peer_quartiles, team_stability, strategy, operational_dd_scores |253| `secondaries_pricing` | Secondaries pricing: NAV discount, unfunded PV, IRR sensitivity at multiple exit multiples, breakeven | fund_nav, unfunded_commitment, remaining_life, expected_distributions, discount_rate, exit_multiple_scenarios |254| `fof_portfolio` | Fund of funds portfolio: diversification by strategy/vintage/geography, HHI, constraint monitoring | funds (name, strategy, vintage, geography, nav, commitment), constraints, rebalancing_targets |255256### Bank Analytics257258| MCP Tool | Purpose | Key Inputs |259|----------|---------|------------|260| `nim_analysis` | Net interest margin analysis: NIM calculation, rate/volume decomposition, asset/liability mix contribution, interest rate gap | interest_income, interest_expense, earning_assets, interest_bearing_liabilities, asset_mix, liability_mix, repricing_buckets, rate_scenarios |261| `camels_rating` | CAMELS bank rating: Capital adequacy, Asset quality, Management, Earnings, Liquidity, Sensitivity composite score (1-5) | cet1_ratio, tier1_ratio, total_capital_ratio, npl_ratio, provision_coverage, roa, roe, efficiency_ratio, lcr, nsfr, loan_to_deposit, rate_sensitivity, governance_scores |262| `cecl_provisioning` | CECL/IFRS 9 expected credit loss: multi-scenario weighted ECL by segment, stage classification, lifetime vs 12-month provision | loan_segments, pd_by_segment, lgd_by_segment, ead_by_segment, scenarios (base/upside/downside), scenario_weights, stage_classification, methodology (CECL/IFRS9) |263| `deposit_beta` | Deposit beta analysis: pass-through rate estimation, cumulative beta, asymmetry analysis (up vs down cycles), repricing lag | deposit_rates_history, policy_rates_history, deposit_types, observation_periods, cycle_direction |264| `loan_book_analysis` | Loan book analysis: sector/geography concentration (HHI), NPL analysis, provision adequacy, weighted average rate and maturity | loans (sector, geography, outstanding, rate, maturity, status, provision), benchmark_npl_ratios |265266### Carbon Markets267268| MCP Tool | Purpose | Key Inputs |269|----------|---------|------------|270| `carbon_credit_pricing` | Carbon credit pricing: forward price via cost-of-carry, vintage discount, registry premium, credit type adjustment | spot_price, risk_free_rate, tenor, vintage_year, registry, credit_type (compliance/voluntary), storage_cost, seasonal_factors |271| `ets_compliance` | ETS compliance analysis: allowance surplus/deficit, compliance cost, price volatility, carbon intensity vs benchmark | free_allocation, purchased_allowances, surrendered, verified_emissions, carbon_price_scenarios, sector_benchmark_intensity, revenue |272| `cbam_analysis` | EU CBAM analysis: certificate cost per good, net CBAM liability after origin carbon price credit, total exposure | goods (type, quantity, embedded_emissions), eu_ets_price, origin_carbon_prices, origin_jurisdictions, reporting_period |273| `offset_valuation` | Carbon offset valuation: quality-adjusted price, permanence/additionality/vintage/certification adjustments, co-benefit premium | base_price, permanence_score, additionality_score, vintage_year, certification_standard, co_benefits (social, biodiversity), project_type |274| `shadow_carbon_price` | Shadow carbon price analysis: carbon-adjusted NPV, abatement cost, project ranking with/without carbon pricing, breakeven carbon price | projects (name, npv, annual_emissions, abatement_cost), shadow_price_scenarios, discount_rate, time_horizon |275276### Private Wealth277278| MCP Tool | Purpose | Key Inputs |279|----------|---------|------------|280| `concentrated_stock` | Concentrated stock analysis: collar, exchange fund, prepaid forward, charitable strategies with tax-adjusted after-tax comparison | stock_position (shares, price, cost_basis), strategies (collar, exchange_fund, prepaid_forward, charitable), tax_rates, holding_period, volatility |281| `philanthropic_vehicles` | Philanthropic vehicle comparison: CRT, CLT, DAF, private foundation with tax deduction, income stream, and remainder analysis | donation_amount, asset_type, tax_bracket, vehicles (CRT, CLT, DAF, foundation), discount_rate, payout_rate, term_years |282| `wealth_transfer` | Wealth transfer planning: estate tax, GST, annual exclusion, GRAT, grantor trust, dynasty trust, ILIT analysis with tax savings | estate_value, gift_amount, trust_types (GRAT, grantor, dynasty, ILIT), section_7520_rate, exemption_used, annual_exclusion_recipients, life_insurance_face |283| `direct_indexing` | Direct indexing analysis: tax-loss harvesting opportunities, wash sale compliance, tracking error, after-tax alpha estimation | portfolio_positions (ticker, shares, cost_basis, market_value, acquisition_date), target_index, tax_rates, wash_sale_window, rebalancing_frequency |284| `family_governance` | Family governance evaluation: governance score, complexity assessment, structure recommendations, risk identification | family_members, entities (trusts, companies, foundations), jurisdictions, governance_practices, succession_plan, meeting_frequency, documentation_level |285286---287288## Response Envelope289290Every tool returns this structure:291292```json293{294 "result": { },295 "methodology": "DCF (FCFF, 2-stage)",296 "assumptions": { },297 "warnings": ["Terminal growth (3.5%) above long-term GDP"],298 "metadata": {299 "version": "0.1.0",300 "computation_time_us": 1200,301 "precision": "rust_decimal_128bit"302 }303}304```305306Always check `warnings` — they flag suspicious inputs (beta > 3, ERP > 10%, WACC > 20%, too few comps, etc.).307308---309310## Tool Chaining Workflows311312### Private Credit Analysis3133141. `unitranche_pricing` — price unitranche with FOLO split315 - First-out/last-out economics, blended yield, borrower leverage metrics3162. `direct_lending` — model direct loan with PIK toggle and delayed draw317 - Amortisation schedules, rate floors, YTM via Newton-Raphson IRR, credit analytics3183. `syndication_analysis` — analyse loan syndication319 - Pro-rata scaling, arranger economics, participant allocations320321### Insurance & Actuarial Analysis3223231. `loss_reserving` — estimate IBNR reserves324 - Chain-ladder: volume-weighted age-to-age factors, cumulative development to ultimate325 - Bornhuetter-Ferguson: blends a priori ELR with development for immature years3262. `premium_pricing` — price insurance premium327 - Frequency x severity, trend projections, expense/profit loadings3283. `combined_ratio` — analyse underwriting profitability329 - Loss ratio, expense ratio, combined ratio, operating ratio (with investment income)3304. `solvency_scr` — compute Solvency II capital requirement331 - Premium/reserve risk, operational risk, diversification benefit, MCR floor332333### FP&A Analysis3343351. `variance_analysis` — analyse budget vs actual336 - Revenue: price/volume/mix decomposition (always sum to total)337 - Cost: favorable/unfavorable by line item338 - YoY comparison with margin expansion in bps3392. `breakeven_analysis` — compute break-even point340 - Contribution margin, break-even units/revenue, DOL, target volume341 - Scenario analysis with price/cost changes3423. `working_capital` — analyse working capital efficiency343 - DSO, DIO, DPO, cash conversion cycle, NWC as % of revenue344 - Trend analysis, optimisation recommendations, peer benchmarking3454. `rolling_forecast` — build driver-based rolling forecast346 - Revenue compounding, COGS/OpEx ratios, FCF projection, CAGR347348### Wealth Management3493501. `retirement_planning` — plan retirement with accumulation and decumulation phases351 - 4 withdrawal strategies: Constant Dollar, Constant Percentage, Guardrails, RMD352 - Savings gap analysis, real vs nominal values, legacy projection3532. `tax_loss_harvesting` — simulate TLH opportunities354 - Candidate identification, ST/LT classification, wash-sale 30-day rule355 - Tax savings from offsetting gains, carry-forward of excess losses3563. `estate_planning` — analyse estate tax and planning strategies357 - Annual exclusion gifts, lifetime exemption usage, 7 trust types358 - Federal/state estate tax, GST tax on skip-person gifts, ILIT exclusion359360### Restructuring & Distressed Debt3613621. `recovery_analysis` — Absolute Priority Rule (APR) waterfall363 - Claim classes: DIP, admin, secured (1st/2nd lien), senior, sub, mezzanine, equity364 - Collateral deficiency -> unsecured deficiency claim365 - Fulcrum security identification, going-concern vs liquidation analysis3662. `distressed_debt_analysis` — restructuring plan analysis367 - Treatment types: reinstate, amend, exchange, equity conversion, cash paydown368 - Fulcrum identification with mispricing detection369 - IRR at market price, credit bid value, DIP analysis370371### Real Assets3723731. `property_valuation` — real estate valuation374 - Direct capitalisation (NOI / cap rate), DCF with exit cap rate, GRM from comparables375 - Leveraged returns: mortgage amortisation, DSCR, cash-on-cash, equity multiple, levered IRR3762. `project_finance_model` — infrastructure project finance377 - Construction + operating phases with debt sculpting (level/sculpted/bullet)378 - DSCR, LLCR, PLCR coverage ratios379 - Distribution waterfall: CFADS -> senior -> sub -> DSRA -> equity380381### Venture Capital Analysis3823831. `venture_dilution` — model round-by-round dilution with option pool shuffle384 - Pre-money/post-money, option pool created pre-money (dilutes founders, not investor)3852. `convertible_instrument` — analyse SAFE or convertible note conversion386 - Cap vs discount (take the more favorable), accrued interest, MFN provisions3873. `venture_fund_returns` — analyse fund performance388 - J-curve, TVPI/DPI/RVPI, carry above hurdle, loss ratio, portfolio concentration389390### ESG & Climate Analysis3913921. `esg_score` — compute ESG score with sector-specific materiality393 - 9 sector-specific weighting schemes, 7-level rating bands (AAA->CCC)3942. `carbon_footprint` — analyse Scope 1/2/3 emissions and intensity3953. `green_bond` — assess green bond framework alignment3964. `sll_covenants` — test sustainability-linked loan KPI performance397398### Regulatory Capital Analysis3994001. `basel_capital` — compute Basel III capital ratios401 - Standardised approach risk weights, operational risk (BIA/SA), CRM via collateral4022. `lcr_nsfr` — compute liquidity ratios403 - LCR: HQLA with L2 cap (40%), L2B cap (15%), inflow cap (75%)404 - NSFR: ASF/RSF factors by category4053. `alm_analysis` — asset-liability management406 - Repricing/maturity gap analysis, NII sensitivity, EVE duration of equity407408### Compliance Analysis4094101. `best_execution` — MiFID II best execution assessment411 - Perold implementation shortfall: decision price vs execution price decomposition412 - Delay cost: market drift between decision and execution413 - Market impact: price movement caused by order execution414 - Timing cost: explicit + implicit cost breakdown415 - Execution quality score: composite rating vs benchmark416 - Venue analysis: execution quality comparison across venues4172. `gips_report` — GIPS-compliant performance reporting418 - Modified Dietz: time-weighted return with cash flow weighting419 - Geometric linking: chain-link sub-period returns for composite periods420 - Composite dispersion: asset-weighted standard deviation across accounts421 - Risk statistics: Sharpe ratio, Information ratio, tracking error422 - GIPS compliance checklist: mandatory disclosure items verification423 - Annualization: geometric annualization for periods > 1 year4243. **Key benchmarks**:425 - Implementation shortfall < 25bp: good execution quality426 - Market impact < 10bp: low-impact execution427 - GIPS requires 5+ years of history (or since inception if shorter)428 - Composite dispersion < 200bp: consistent management across accounts429430### Credit Derivatives Analysis4314321. `cds_pricing` — price a CDS with discrete hazard-rate model433 - Survival probabilities, risky PV01, premium/protection leg PVs434 - Breakeven spread, DV01, jump-to-default exposure435 - Mark-to-market with market spread vs contract spread4362. `cva_calculation` — compute CVA/DVA for counterparty risk437 - Unilateral CVA (counterparty only) and bilateral CVA (CVA - DVA)438 - Netting benefit reduces gross exposure; collateral threshold caps remaining439 - CVA as running spread in basis points440441### Convertible Bond Analysis4424431. `convertible_bond_pricing` — price convertible with CRR binomial tree444 - Bond floor (straight debt value), conversion value (stock x ratio)445 - Conversion premium, investment premium, embedded option value446 - Greeks: delta (stock sensitivity), gamma, vega (vol sensitivity), theta (time decay)447 - Call/put provisions: callable CB capped at call price, puttable CB floored at put price4482. `convertible_bond_analysis` — scenario analysis for convertibles449 - Stock sensitivity: price across range of stock prices450 - Vol sensitivity: value changes with volatility451 - Spread sensitivity: credit spread impact452 - Forced conversion analysis: in-the-money call trigger453 - Income advantage: bond yield vs stock dividend with breakeven years454455### Lease Accounting Analysis4564571. `lease_classification` — classify under ASC 842 or IFRS 16458 - Five-test classification: ownership transfer, purchase option, specialized asset, 75% economic life, 90% fair value459 - Finance lease: effective interest method for liability, separate depreciation for ROU460 - Operating lease (ASC 842): single straight-line expense461 - IFRS 16: all leases treated as finance (no operating classification for lessee)462 - Full amortization schedule with monthly detail4632. `sale_leaseback_analysis` — analyse sale-leaseback transactions464 - Qualifying sale: gain/loss with retained right ratio adjustment465 - Failed sale: financing obligation treatment (asset stays on books)466 - Above-FMV: excess deferred as financing component467468### Pension & LDI Analysis4694701. `pension_funding` — comprehensive DB pension analysis471 - PBO (projected with salary growth) vs ABO (current salaries)472 - Unit credit method with discount factor and salary projection473 - Funded status (assets - PBO), funding ratio (assets / PBO)474 - Service cost, interest cost, expected return on assets, NPPC475 - Minimum required contribution and maximum deductible476 - Liability by age cohort with duration estimates4772. `ldi_strategy` — design liability-driven investing strategy478 - Duration gap analysis: asset duration vs liability-weighted duration479 - Hedging portfolio construction: instrument selection to match liability duration480 - Immunization assessment: duration + convexity matching481 - Surplus-at-risk: P&L impact from 1% rate shift482 - Glide-path schedule: transition from growth to hedging allocation483484### Sovereign Risk Analysis4854861. `sovereign_bond_analysis` — analyse sovereign bonds487 - Pricing with sovereign spread decomposition (credit, liquidity, FX risk)488 - YTM, duration, convexity for sovereign securities489 - Local currency risk premium: inflation differential, FX volatility adjustment490 - Cross-currency comparison: USD, EUR, GBP, EM local currency4912. `country_risk_assessment` — assess sovereign/country risk492 - 12-factor scoring model: GDP growth, inflation, fiscal balance, debt/GDP, current account, FX reserves, political stability, rule of law, external debt, short-term debt/reserves, default history, dollarization493 - Implied credit rating equivalent from composite score494 - Country risk premium (CRP) for use in WACC calculations495 - Default probability estimation from sovereign CDS-equivalent spreads4963. **Key benchmarks**:497 - AAA sovereign: debt/GDP < 60%, reserves > 6 months imports, no default history498 - EM investment grade: fiscal deficit < 3%, current account deficit < 4%499 - CRP: 0bp (AAA) to 800bp+ (distressed sovereign)500501### Real Options Analysis5025031. `real_option_valuation` — value real options via CRR binomial tree504 - 6 option types: Expand (scale up), Abandon (exit), Defer (wait), Switch (change mode), Contract (scale down), Compound (option on option)505 - Greeks: delta (sensitivity to underlying), gamma, vega (vol sensitivity), theta (time decay)506 - Expansion factor: underlying x factor if exercised; contraction factor: underlying x factor if contracted507 - Switch cost: cost to switch operating mode; switch value ratio: new mode value as ratio of current5082. `decision_tree_analysis` — decision tree with EMV rollback509 - Node types: Decision (choose best child), Chance (probability-weighted), Terminal (payoff)510 - Expected Monetary Value (EMV) rollback from terminal nodes to root511 - EVPI (Expected Value of Perfect Information): value of eliminating uncertainty512 - Sensitivity analysis on key probabilities513 - Optimal path identification through the tree5143. **Key benchmarks**:515 - Real option premium typically 10-30% above static NPV for volatile projects516 - Defer option most valuable when uncertainty high and irreversibility high517 - EVPI > 20% of EMV suggests high value in additional market research518519### Equity Research Analysis5205211. `sotp_valuation` — sum-of-the-parts valuation522 - 6 valuation methods per segment: EV/EBITDA, P/E, EV/Revenue, EV/EBIT, DCF, NAV-Based523 - Conglomerate discount: holding company discount on total enterprise value524 - Football field: min/base/max range from comparable multiple ranges525 - Per-share equity value: (total EV - net debt - minorities + unconsolidated) / shares5262. `target_price` — multi-method target price derivation527 - PE, PEG, P/B, P/S, DDM (dividend discount model) valuations simultaneously528 - Peer-relative: median and mean of peer multiples for each method529 - Football field: visual range of all method-derived target prices530 - Recommendation: Strong Buy / Buy / Hold / Sell / Strong Sell based on upside/downside531 - Analyst consensus: incorporate external analyst targets if available5323. **Key benchmarks**:533 - Conglomerate discount: typically 10-25% for diversified companies534 - SOTP unlocks value when market undervalues high-growth segments535 - Target price spread > 30% across methods = high uncertainty536537### Commodity Trading Analysis5385391. `commodity_spread` — analyse commodity processing/calendar/location spreads540 - 6 spread types: Crack (oil->products), Crush (soy->meal+oil), Spark (gas->power), Calendar (near vs far), Location (basis), Quality (grade differential)541 - Gross processing margin: output revenue - input cost - processing cost542 - Historical spread analysis: mean, standard deviation, z-score, percentile543 - Risk metrics: VaR, margin at risk, worst-case loss5442. `storage_economics` — commodity storage and carry analysis545 - Contango/backwardation decomposition across term structure546 - Implied convenience yield at each tenor547 - Cash-and-carry arbitrage: buy spot + store + sell forward; net profit = spread - carry cost548 - Seasonal factors: injection/withdrawal patterns (natural gas, agricultural)549 - Storage capacity utilization and injection/withdrawal rate constraints5503. **Key benchmarks**:551 - Crack spread (3-2-1): typical $5-20/bbl; negative signals refinery distress552 - Calendar spread z-score > 2: potential mean-reversion opportunity553 - Storage full-carry = spot + finance + storage + insurance; anything above = super-contango554555### Treasury Management Analysis5565571. `cash_management` — corporate treasury cash management558 - Month-by-month cash flow simulation over 12-month horizon559 - Sweep logic: excess above threshold invested at money-market rate560 - Facility draw: shortfall below minimum buffer drawn from revolving credit561 - Cash conversion cycle: DSO + DIO - DPO (overall efficiency measure)562 - Liquidity scoring: weighted assessment of cash buffer, facility headroom, CCC563 - Investment income from surplus cash, interest expense from facility draws5642. `hedge_effectiveness` — hedge accounting effectiveness testing565 - Dollar offset method: hedge change / exposure change (IAS 39: 80-125% range)566 - OLS regression: R-squared and slope for retrospective assessment (IFRS 9: R-squared > 0.80)567 - IAS 39 compliance: both dollar offset within 80-125% AND R-squared > 0.80568 - IFRS 9 compliance: qualitative + quantitative (R-squared > 0.80 sufficient)569 - VaR impact: hedged vs unhedged VaR at specified confidence level570 - Inverse normal via Abramowitz & Stegun approximation for VaR quantile5713. **Key benchmarks**:572 - Minimum cash buffer: typically 2-3 months operating expenses573 - CCC < 30 days: excellent; 30-60: good; > 90: needs improvement574 - Hedge ratio > 0.95 and R-squared > 0.90 = highly effective hedge575576### Infrastructure Finance Analysis5775781. `ppp_model` — public-private partnership financial model579 - 3 revenue models: Availability Payment (government pays), Demand-Based (tolls), Mixed580 - Year-by-year projection: revenue, opex, EBITDA, debt service, CFADS, equity distributions581 - Coverage ratios: DSCR (annual), LLCR (loan-life), PLCR (project-life)582 - Value for Money (VfM) score: PPP cost vs Public Sector Comparator583 - Risk allocation matrix: construction, demand, availability, maintenance, financing584 - Equity IRR via Newton-Raphson, project NPV at WACC5852. `concession_valuation` — infrastructure concession valuation586 - Year-by-year projections through remaining concession life587 - Handback cost provisioning in final years before concession end588 - Extension option value: probability-weighted additional cash flows589 - Equity IRR, project NPV, coverage ratios590 - Comparable metrics: EV/EBITDA, EV/capacity, EV/traffic5913. **Key benchmarks**:592 - Target equity IRR: 12-18% for infrastructure PPP593 - Minimum DSCR: 1.20x (594595…(truncated)
FDU-INS 