corp-finance-tools-core

# Corp Finance Tools - Core You have access to 44 core corporate finance MCP tools for fundamental valuation, credit, PE/M&A, portfolio, fund economics, jurisdiction, three-statement modelling, Monte Carlo, scenario analysis, earnings quality, dividend policy, and financial forensics. 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 (except Monte Carlo which uses f64 for performance). ## Tool Reference ### Valuation | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `wacc_calculator` | CAPM-based WACC | risk_free_rate, equity_risk_premium, beta, cost_of_debt, tax_rate, debt_weight, equity_weight | | `dcf_model` | FCFF discounted cash flow | base_revenue, revenue_growth_rates, ebitda_margin, wacc, terminal_method, terminal_growth_rate | | `comps_analysis` | Trading comparables | target metrics, comparable companies, multiple types (EV/EBITDA, P/E, etc.) | ### Credit | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `credit_metrics` | Full credit ratio suite + synthetic rating | revenue, ebitda, ebit, interest_expense, total_debt, cash, and 10+ balance sheet items | | `debt_capacity` | Maximum debt sizing from constraints | ebitda, interest_rate, max_leverage, min_interest_coverage, min_dscr, min_ffo_to_debt | | `covenant_compliance` | Test actuals vs covenant thresholds | covenants (metric, threshold, direction), actuals (CreditMetricsOutput) | | `altman_zscore` | Altman Z-Score bankruptcy prediction | working_capital, total_assets, retained_earnings, ebit, revenue, total_liabilities, market_cap, book_equity, is_public, is_manufacturing | ### Private Equity | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `returns_calculator` | IRR, XIRR, MOIC, Cash-on-Cash | entry_equity, exit_equity, cash_flows, dated_cash_flows | | `debt_schedule` | Multi-tranche amortisation | name, amount, interest_rate, amortisation type, maturity_years, PIK, seniority | | `sources_uses` | Transaction financing summary | enterprise_value, equity_contribution, debt tranches, fees | | `lbo_model` | Full LBO with multi-tranche debt | entry_ev, entry_ebitda, tranches, equity, revenue_growth, ebitda_margin, exit_year, exit_multiple, cash_sweep_pct | | `waterfall_calculator` | GP/LP distribution waterfall | total_proceeds, total_invested, tiers (ROC, pref, catch-up, carry), gp_commitment_pct | ### M&A | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `merger_model` | Accretion/dilution analysis | acquirer/target financials, offer_price, consideration type (cash/stock/mixed), synergies, financing rates | ### Fund Economics & Jurisdiction | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `fund_fee_calculator` | Fund fee modelling + LP net returns | fund_size, mgmt_fee_rate, perf_fee_rate, hurdle, catch_up, waterfall_type (European/American), gp_commitment, fund_life | | `gaap_ifrs_reconciliation` | GAAP/IFRS accounting reconciliation | source/target standard, revenue, ebitda, total_assets, lease payments, lifo_reserve, dev costs, revaluation surplus | | `withholding_tax_calculator` | Withholding tax with treaty rates | source/investor jurisdiction, income_type, gross_income, is_tax_exempt | | `portfolio_wht_calculator` | Portfolio-level WHT analysis | holdings array (each with jurisdiction, income_type, gross_income) | | `nav_calculator` | NAV with equalisation & multi-class | share_classes (per-class HWM, fees, crystallisation), gross_return, equalisation_method | | `gp_economics_model` | GP economics: fees, carry, break-even | fund_size, fee_rates, carry_rate, hurdle, gp_commitment, fund_life, professionals | | `investor_net_returns` | Gross-to-net after all fees/WHT/blocker | gross_moic, gross_irr, holding_period, fee_rates, wht_rate, blocker_cost | | `ubti_eci_screening` | UBTI/ECI income classification | investor_type, vehicle_structure, income_items, has_debt_financing | ### Portfolio Analytics | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `risk_adjusted_returns` | Sharpe, Sortino, Calmar, IR, Treynor | returns series, frequency, risk_free_rate, benchmark_returns | | `risk_metrics` | VaR, CVaR, drawdown, skewness, kurtosis | returns series, confidence_level, frequency | | `kelly_sizing` | Kelly criterion position sizing | win_probability, win_loss_ratio, kelly_fraction, max_position_pct | ### Scenarios | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `sensitivity_matrix` | 2-way sensitivity grid | model, variable_1, variable_2, base_inputs | | `scenario_analysis` | Bear/Base/Bull with probability weights | scenarios (name, probability, overrides), output_values, base_case_value | ### Three-Statement Model | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `three_statement_model` | Linked 3-statement financial projection (IS/BS/CF) | base_revenue, revenue_growth_rates, cost percentages, working capital days, capex_pct, base balance sheet items | ### Monte Carlo | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `monte_carlo_simulation` | Generic MC simulation with statistical output | variables (name, distribution), num_simulations, seed | | `monte_carlo_dcf` | Stochastic DCF valuation with confidence intervals | base_fcf, projection_years, distributions for growth/margin/wacc/terminal_growth | ### Earnings Quality | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `beneish_mscore` | Beneish M-Score: 8-variable earnings manipulation model | dsri, gmi, aqi, sgi, depi, sgai, lvgi, tata (or raw financials for 2 periods to compute indices) | | `piotroski_fscore` | Piotroski F-Score: 9-signal fundamental strength score | net_income, operating_cash_flow, roa, roa_prior, leverage, leverage_prior, current_ratio, current_ratio_prior, shares_outstanding, shares_prior, gross_margin, gross_margin_prior, asset_turnover, asset_turnover_prior | | `accrual_quality` | Accrual quality analysis: Sloan ratio, Dechow-Dichev, Jones, modified Jones | total_accruals, cash_from_operations, net_income, total_assets, delta_revenue, ppe, delta_receivables, prior period data | | `revenue_quality` | Revenue quality assessment: receivables, deferred revenue, concentration | revenue, receivables, revenue_prior, receivables_prior, deferred_revenue, deferred_revenue_prior, allowance, segment_revenues | | `earnings_quality_composite` | Composite earnings quality score with traffic-light rating | beneish_mscore_output, piotroski_fscore_output, accrual_quality_output, revenue_quality_output, weights (optional) | ### Dividend Policy | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `h_model_ddm` | H-Model DDM: Fuller & Hsia declining growth valuation | current_dividend, short_term_growth, long_term_growth, half_life_years, required_return | | `multistage_ddm` | Multi-stage DDM: N-stage with terminal Gordon Growth | current_dividend, growth_stages (rate, years per stage), terminal_growth, required_return | | `buyback_analysis` | Share buyback analysis: EPS accretion/dilution, P/E breakeven | shares_outstanding, current_eps, share_price, buyback_amount, funding_source, cost_of_debt, tax_rate, dividend_per_share | | `payout_sustainability` | Payout sustainability: payout ratio, FCF coverage, Lintner smoothing | dividends_paid, net_income, free_cash_flow, total_debt, ebitda, prior_dividend, target_payout_ratio, speed_of_adjustment | | `total_shareholder_return` | Total shareholder return: price + dividend + buyback attribution | price_begin, price_end, dividends_per_share, shares_repurchased, shares_outstanding, period_years | ### Financial Forensics | MCP Tool | Purpose | Key Inputs | |----------|---------|------------| | `benfords_law` | Benford's Law: digit distribution conformity testing | data_series, test_type (first_digit, second_digit, first_two_digits), significance_level | | `dupont_analysis` | DuPont decomposition: 3-step and 5-step ROE breakdown | net_income, revenue, total_assets, total_equity, interest_expense, pretax_income, tax_expense, prior_period (optional for trend) | | `zscore_models` | Z-Score models: Altman, Ohlson, Zmijewski, Springate | working_capital, total_assets, retained_earnings, ebit, revenue, total_liabilities, market_cap, book_equity, net_income, current_assets, current_liabilities, total_debt, cash_from_operations, is_public, is_manufacturing | | `peer_benchmarking` | Peer benchmarking: percentile ranking, z-score normalisation | target_metrics, peer_metrics (array of peer company metrics), metric_definitions (name, direction: higher_better/lower_better) | | `red_flag_scoring` | Red flag scoring: composite fraud/distress risk assessment | beneish_output, altman_output, piotroski_output, financial_ratios, audit_indicators (auditor_changes, restatements, late_filings, going_concern) | --- ## Response Envelope Every tool returns this structure: ```json { "result": { }, "methodology": "DCF (FCFF, 2-stage)", "assumptions": { }, "warnings": ["Terminal growth (3.5%) above long-term GDP"], "metadata": { "version": "0.1.0", "computation_time_us": 1200, "precision": "rust_decimal_128bit" } } ``` Always check `warnings` — they flag suspicious inputs (beta > 3, ERP > 10%, WACC > 20%, too few comps, etc.). --- ## Tool Chaining Workflows ### Full Valuation 1. `wacc_calculator` — compute discount rate 2. `dcf_model` — build DCF using that WACC (or pass `wacc_input` directly) 3. `comps_analysis` — cross-check with trading multiples 4. `sensitivity_matrix` — vary WACC and terminal growth to show range ### Credit Assessment 1. `credit_metrics` — compute all leverage, coverage, cash flow, and liquidity ratios 2. `debt_capacity` — size maximum debt from constraint analysis 3. `covenant_compliance` — test actuals against loan covenants ### LBO Deal Analysis 1. `lbo_model` — full LBO with projections, debt service, cash sweep, exit returns 2. Or build manually: `sources_uses` → `debt_schedule` → `returns_calculator` 3. `sensitivity_matrix` — sensitivity on exit multiple vs EBITDA 4. `altman_zscore` — check bankruptcy risk at entry leverage ### Merger Analysis 1. `merger_model` — accretion/dilution with consideration structure and synergies 2. `sensitivity_matrix` — vary synergies vs offer premium 3. `credit_metrics` — assess combined entity credit profile ### Waterfall Distribution 1. `waterfall_calculator` — GP/LP splits with hurdle, catch-up, carry 2. `fund_fee_calculator` — full fund economics over fund life ### Credit Assessment 1. `credit_metrics` — compute all leverage, coverage, cash flow, and liquidity ratios 2. `altman_zscore` — bankruptcy prediction (Z, Z', Z'' variants) 3. `debt_capacity` — size maximum debt from constraint analysis 4. `covenant_compliance` — test actuals against loan covenants ### Portfolio Review 1. `risk_adjusted_returns` — Sharpe, Sortino, and peer-relative metrics 2. `risk_metrics` — VaR, CVaR, drawdown profile 3. `kelly_sizing` — optimal position sizing 4. `scenario_analysis` — stress test across bear/base/bull ### GAAP/IFRS Reconciliation 1. `gaap_ifrs_reconciliation` — reconcile between US GAAP and IFRS - Adjustments: lease capitalisation (IFRS 16), LIFO→FIFO, dev cost capitalisation (IAS 38), revaluation strip - Returns adjusted EBITDA, EBIT, net income, debt, equity, assets + materiality flag ### Withholding Tax Analysis 1. `withholding_tax_calculator` — single holding WHT with treaty rate lookup 2. `portfolio_wht_calculator` — portfolio-level WHT with optimisation suggestions - Covers 15+ jurisdictions, 10+ bilateral tax treaties - Provides blocker recommendations for tax-neutral investors ### NAV & Fund Administration 1. `nav_calculator` — multi-class NAV with equalisation - Per-class: management fee accrual, performance fee (HWM-based), net NAV, FX conversion - Equalisation methods: equalisation shares, series accounting, depreciation deposit