Multi-asset sensitivity frameworks built for complex portfolios with asset-level granularity, simultaneous sensitization across leverage, pricing, cost, and market assumptions at scale.
Property-level return analysis covering IRR, MOIC, NOI, yield on cost, and debt-related metrics across a range of revenue, expense, vacancy, and financing assumptions and deal structures.
Project-level FCF modeling with detailed revenue and cost inputs, debt service schedule, covenant headroom tracking, and liquidity analysis across base case and downside scenarios.
Accretion/dilution analysis across EPS and cash flow metrics, purchase price allocation with goodwill and intangible step-ups, synergy modeling with phasing, and pro forma balance sheet construction.
Fully structured leveraged buyout models with detailed debt schedule across tranches, sources and uses, returns waterfall, management equity rollover, and sensitivity analysis across entry multiple, leverage, and exit assumptions. Covers transaction fee modeling, debt capacity and coverage analysis, and returns attribution across sponsor, management, and co-invest structures.
Distribution waterfall models reflecting the full structure of private fund economics, return of capital, preferred return accrual, GP catch-up, and tiered carried interest across multiple promote thresholds. Handles American- and European-style conventions, multiple LP classes, clawback provisions, and escrow. Outputs IRR and MOIC by investor class with carried interest sensitivity across exit scenarios.
