corp_finance

CFA Chief Analyst skill: institutional-grade coordinator for financial analysis. Decomposes prompts, delegates to 8 CFA specialist agents (equity, credit, fixed-income, derivatives, quant-risk, macro, private-markets, esg-regulatory) via delegate_to_<id> virtual tools, and aggregates their outputs into audit-traceable memos.

CFA Credit Analyst skill: institutional credit analysis covering credit metrics, synthetic ratings, debt capacity sizing, covenant compliance, Altman Z-score distress screening, credit scoring, credit derivatives (CDS, CVA), and credit portfolio analytics.

CFA Derivatives Analyst skill: option pricing, implied volatility, forwards/futures, swaps, option strategies, volatility surface construction, SABR calibration, convertible bonds, structured products, real options, and Monte Carlo simulation.

CFA Equity Analyst skill: institutional equity research covering DCF valuation, WACC, trading comps, SOTP, target price, multistage DDM, H-Model DDM, payout sustainability, TSR, earnings quality (Beneish, Piotroski, accrual/revenue quality), three-statement modelling, Monte Carlo DCF, and financial forensics.

CFA ESG and Regulatory Analyst skill: ESG scoring, carbon markets, regulatory capital (Basel III), compliance reporting (MiFID II, GIPS), AML/KYC, FATCA/CRS, economic substance, fund structuring, transfer pricing, tax treaty optimisation, and regulatory reporting (AIFMD, Form PF).

CFA Fixed Income Analyst skill: bond pricing, yield curve construction, duration/convexity, credit spreads, interest rate models, TIPS, repo financing, mortgage analytics, municipal bonds, and sovereign debt analysis.

CFA Macro Strategist skill: FX forwards and cross rates, commodity forwards and term structure, emerging markets analysis, monetary policy modelling, international finance, sovereign risk, inflation-linked instruments, and trade finance.

CFA Private Markets Analyst skill: LBO modelling, PE returns, sources and uses, debt schedules, waterfall distributions, merger analysis, venture capital, infrastructure finance, real assets, CLO analytics, securitization, and fund of funds.

CFA Quant Risk Analyst skill: factor models, Black-Litterman, risk parity, stress testing, portfolio optimization, risk budgeting, tail risk VaR/CVaR, market microstructure, performance attribution, capital allocation, and index construction.

[PAID — vendor subscription required] FactSet -- multi-asset financial data, analytics, and portfolio tools via FactSet MCP

[FREEMIUM — free tier with API key] Use the fmp-mcp-server ETF and mutual fund tools for fund analysis, holdings decomposition, sector/country allocation, and institutional disclosure tracking. Invoke when analysing ETF composition, fund exposure to specific stocks, sector weightings, or mutual fund disclosure filings.

[FREEMIUM — free tier with API key] Use the fmp-mcp-server's 180 market data MCP tools for real-time and historical data retrieval. Invoke when looking up stock quotes, company profiles, financial statements (income, balance sheet, cash flow), key metrics, financial ratios, earnings data, analyst estimates, price targets, grades, ratings, dividends, splits, IPOs, M&A activity, executive compensation, shares float, and historical prices across 70,000+ securities including equities, ETFs, mutual funds, crypto, forex, indices, and commodities.

[FREEMIUM — free tier with API key] Use the fmp-mcp-server news tools for real-time financial news monitoring, press release tracking, and sentiment analysis across stocks, crypto, and forex. Invoke when monitoring breaking news, tracking press releases, or gathering news sentiment for investment decisions.

[FREEMIUM — free tier with API key] Use the fmp-mcp-server tools for market research, screening, sector analysis, economic data, and index composition. Invoke when performing stock screening, sector/industry performance analysis, economic indicator analysis, treasury rate lookups, economic calendar review, market index constituent analysis, and macro environment assessment. Complements FMP Market Data with research-oriented tools.

[FREEMIUM — free tier with API key] Use the fmp-mcp-server SEC filing, insider trading, and institutional ownership tools for regulatory compliance analysis, insider activity monitoring, and 13F ownership tracking. Invoke when researching SEC filings, monitoring insider buying/selling, tracking institutional positions, or performing compliance due diligence.

[FREEMIUM — free tier with API key] Use the fmp-mcp-server technical indicator tools for quantitative technical analysis. Invoke when calculating moving averages (SMA, EMA, WMA, DEMA, TEMA), momentum indicators (RSI, Williams %R, ADX), or volatility measures (standard deviation). Supports multiple timeframes from 1-minute to monthly for both intraday and swing trading analysis.

[FREE — no API key] SEC EDGAR -- structured XBRL company financial facts, SEC filings (10-K, 10-Q, 8-K), full-text filing search, and CIK/ticker resolution from the SEC directly

[FREE — no API key] OpenFIGI -- financial instrument identifier cross-referencing (ISIN, CUSIP, SEDOL, ticker to FIGI mapping) for multi-source data normalisation

[FREE — public data, free API key required] FRED (Federal Reserve Economic Data) -- macro economic indicators, yield curves, interest rates, CPI, GDP, unemployment, and credit spreads via the St. Louis Fed API

[FREE — no API key] World Bank Open Data -- 16,000+ indicators, WGI governance scores, and development metrics for sovereign analysis, country risk, ESG, and emerging markets

[FREE — no API key] Yahoo Finance (unofficial) -- equity quotes, historical prices, options chains with Greeks, financial statements, and analyst data. WARNING -- unofficial API, may be unstable

[PAID — vendor subscription required] LSEG (London Stock Exchange Group) -- bond pricing, yield curve analysis, FX carry trade evaluation, options valuation, macro dashboard via LSEG Financial Analytics MCP

[PAID — vendor subscription required] Moody's -- credit ratings, fixed income analytics, structured finance data, and economic research via Moody's GenAI-Ready Data MCP

[PAID — vendor subscription required] Morningstar -- fund ratings, investment research, ESG data, and portfolio analytics via Morningstar MCP

[PAID — vendor subscription required] PitchBook -- private equity deal data, VC transactions, fund performance, and company profiles for private market research via PitchBook MCP

[PAID — vendor subscription required] S&P Global (Kensho) -- Capital IQ financials, earnings call transcripts, company tearsheets, and funding digests via S&P Global MCP

WHAT: Price futures and forward contracts using cost-of-carry; analyze basis, contango/backwardation, and roll yield; derive minimum-variance hedge ratios. WHEN: Invoke for FX or commodity hedge sizing, futures basis trade analysis, cash-and-carry arbitrage checks, or any task requiring a defensible forward price and associated hedge ratio.

WHAT: Price European and American options via Black-Scholes and binomial tree; extract full Greeks; cross-check implied volatility against historical realized volatility. WHEN: Invoke for single-leg option pricing, hedging analysis, position mark-to-market, or any task requiring a defensible fair-value estimate with Greeks.

WHAT: Construct and analyze multi-leg option strategies (straddle, strangle, iron condor, butterfly, collar, spread, and custom structures); aggregate P&L and Greeks across all legs; map breakeven points and payoff profile. WHEN: Invoke for hedging recommendations, structured payoff design, yield-enhancement strategies, or any analysis requiring a net position view across two or more option legs.

WHAT: Apply real-option valuation to corporate capital allocation decisions (defer, abandon, expand, contract, switch); use binomial tree pricing and decision-tree rollback to quantify the option premium over static NPV. WHEN: Invoke for capex deferral analysis, project abandonment value, growth-option strategic valuation, staged investment sequencing, or any capital decision where managerial flexibility has material value.

WHAT: Price structured notes (autocalls, reverse convertibles, range accruals, principal-protected notes); decompose each product into its vanilla component instruments; assess embedded-option fair value and investor net economics. WHEN: Invoke for structured product mark-to-market, embedded-option valuation, retail-product fairness check, or when decomposing a structured note into its bond floor and derivative overlay for accounting or risk management purposes.

WHAT: Value interest rate swaps and cross-currency swaps; bootstrap a par-coupon discount curve; compute DV01, par rate, fixed/floating leg PVs, and swap NPV. WHEN: Invoke for swap mark-to-market, ALM hedge book valuation, IRS package pricing, new trade fair-value verification, or any task requiring a defensible swap NPV with duration sensitivity.

WHAT: Construct and analyze the implied volatility surface (smile, term structure, skew); calibrate the SABR stochastic volatility model to the observed grid. WHEN: Invoke when building a vol surface for exotic pricing inputs, assessing vol-of-vol risk, performing pre-hedging vol risk analysis, or generating market-implied vol parameters for a structured product model.

WHAT: Two-mode earnings workflow — (1) post-release earnings update note (8-12 pages) covering beat/miss analysis, guidance revision impact, estimate revisions, thesis assessment, and price target update; (2) pre-release earnings preview note (3-5 pages) covering consensus expectations, key metrics to watch, historical surprise patterns, and scenario analysis. WHEN: Invoke after a quarterly or annual earnings release to produce an earnings update note, or ahead of a scheduled earnings release to produce an earnings preview. Requires an existing coverage position (use workflow-er-initiating-coverage first).

WHAT: Quantitative and thematic investment idea generation — applying Piotroski F-Score, Beneish M-Score, FCF yield, ROIC vs WACC, and revenue growth filters to a broad universe, then overlaying thematic qualitative criteria to produce a ranked list of deep-dive candidates with one-paragraph thesis summaries. WHEN: Invoke when generating new investment ideas for a coverage universe or sector, performing quantitative stock screening, or responding to a mandate such as "find quality growth names in [sector]" or "screen for value with fundamental momentum".

WHAT: Five-task pipeline for producing a 30-50 page equity research initiating coverage report — company research, financial modelling (three-statement), multi-method valuation (DCF + comps + SOTP + Monte Carlo), exhibit generation, and full report assembly. Every financial figure must come from a corp-finance-mcp or FMP tool call. WHEN: Invoke when initiating research coverage on a new company or sector — generating the first comprehensive published report including an investment rating, price target, bull/base/bear scenarios, and detailed financial model.

WHAT: Financial model revision and accompanying analyst note when material new information arrives — quarterly earnings, guidance change, M&A announcement, or macro shift. Produces an updated three-statement model, revised DCF and price target, and a side-by-side old-vs-new estimate table with change rationale. WHEN: Invoke when new information is material enough to change model assumptions by >5% in any forecast year — following an earnings release with a guidance change, an M&A announcement affecting the company, or a significant macro shift (interest rate change, FX move, commodity price shock).

WHAT: 2-4 page morning brief for the trading desk or portfolio managers — coverage universe movers, earnings calendar, sector rotation signals, macro catalyst events, and 3-5 actionable trade ideas or risk alerts. Produced at market open or pre-open using live FMP data. WHEN: Invoke to produce a daily or event-driven morning note for a coverage universe. Typically generated pre-market open or immediately after a significant overnight event (earnings release, macro data, geopolitical event).

WHAT: 10-15 page sector overview report covering competitive landscape and market structure (HHI), sector performance trends, key player profiling, growth/headwind/regulatory environment analysis, and a valuation heat map (EV/EBITDA ranges, PEG analysis, historical bands). Produced using FMP sector data and corp-finance-mcp comps tools. WHEN: Invoke when initiating sector coverage, preparing a sector rotation recommendation, or responding to a mandate such as "give me a sector overview of [industry]" or "where are the best opportunities in [sector]?"

WHAT: Investment thesis memo (3-5 pages) with bull/base/bear scenario definitions, quantified price targets per case, catalyst milestones with dates and expected impact, probability weights, and a quarterly drift-detection update cadence. Tracks whether incoming data confirms, challenges, or breaks the thesis. WHEN: Invoke when establishing or updating an investment thesis framework for a covered company — either at initiation (alongside workflow-er-initiating-coverage) or as a standalone quarterly review when new catalysts have resolved.