credit-investment-analysis-plugin

Use when evaluating a commercial real estate property, CRE loan, or property-level cash flow. Covers market framing, tenancy and lease rollover, NOI construction, valuation, three-constraint loan sizing, and downside-oriented risk assessment across stabilized, transitional, and development situations.

This skill applies when analyzing bankruptcy, restructuring, liability management exercises, recovery value, or event-driven credit situations where a transaction or legal process can materially change downside, priority, or repayment outcomes.

Orchestration skill that produces structured Investment Committee (IC) credit memos. Guides the analyst through a complete credit analysis workflow, pulling from other skills to assemble a comprehensive memo covering business overview, financial analysis, capital structure, relative value, risks, and recommendation. Supports multiple credit types: corporate (IG/HY), private credit, CRE, and structured finance. Use this skill aggressively for any request to write a credit memo, IC memo, investment memo, credit write-up, credit summary, investment recommendation, or any structured credit analysis deliverable.

This skill applies when evaluating a corporate issuer, borrower, or sponsor-backed company through financial spreading, ratio analysis, liquidity, scenario modeling, and valuation cross-checks. Use it for EBITDA normalization, free cash flow analysis, leverage and coverage assessment, refinancing risk, downside modeling, and issuer-level cash-flow work that supports a credit view.

This skill applies when monitoring an existing credit position after underwriting or approval. It covers thesis-based surveillance, early warning detection, watchlist and escalation governance, quarterly review workflow, asset-class-specific monitoring lenses, and post-mortem learning for corporate, private credit, CRE, and structured finance positions.

Use when analyzing a credit agreement, bond indenture, intercreditor agreement, amendment package, or capital structure. This skill covers debt ranking, covenant mechanics, documentation leakage, silent debt capacity, LME vulnerability, refinancing structure, and amendment risk for corporate and private-credit borrowers, with a narrow CRE bridge for loan terms and cash-management structures.

Use when evaluating data rooms, third-party diligence materials, management teams, PE sponsors, ESG risks, or sustainability-linked structures in credit underwriting. Prefer this skill for information-quality assessment, diligence scoping, qualitative risk translation, and identifying gaps that must be resolved before committing capital.

Use when assessing industry dynamics, cyclicality, sector-specific KPIs, competitive structure, or sector-adjusted credit risk before detailed issuer modeling. This skill frames what metrics matter, what a sector can support through the cycle, and which structural or documentation issues deserve extra scrutiny.

Use this skill when the user needs definitions, distinctions, or quick orientation on leveraged finance terms, capital structure, bond and loan mechanics, syndication, or documentation basics. Prefer domain skills when the question is really about CRE, structured finance, distressed situations, portfolio construction, or full underwriting.

This skill applies when deciding how a credit idea fits into a portfolio after underwriting: position sizing, mandate compliance, cross-asset relative value, hedging, portfolio construction, stress testing, and IC governance. Use it when the question is no longer "is this credit good?" but "how should it be owned, sized, constrained, compared, and monitored in the portfolio?"

This skill applies when evaluating direct lending, unitranche, delayed-draw, sponsor-backed, or non-sponsor middle market private credit opportunities. It focuses on timeless underwriting principles: borrower quality, earnings durability, structure, documentation, lender control, amendment risk, and post-close monitoring. Use root references for current pricing and performance benchmarks, and use the local BDC reference when vehicle-specific private credit constraints matter.

Use this skill when the analysis centers on pooled collateral, SPVs, tranching, waterfalls, credit enhancement, or manager-driven CLO structures. It covers ABS, RMBS, CMBS, WBS, and CLO underwriting from legal structure through cash flow behavior, test mechanics, collateral quality, servicer or manager assessment, and tranche-level risk.

Use when evaluating asset-based lending, equipment and leasing structures, or non-recourse / limited-recourse project finance. Apply it to borrowing-base facilities, residual-value underwriting, and project structures where repayment depends primarily on collateral value, contracted asset cash flows, or both.

This skill applies when evaluating how a loan or bond should trade, how to compare spread and yield across instruments, or how trade mechanics and documentation affect execution, settlement, and realized return.