cfa-core

Build an integrated three-statement model using the `workflow-financial-analysis` skill with `corp-finance-analyst-core` computation tools.

Full acquisition underwriting with sources & uses, pro forma, debt sizing, and hold/sell analysis

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Alternative and non-traditional data analysis using Polymarket, CoinGecko, UNHCR, and Open-Meteo from `geopolitical-alternative`.

Perform fixed income analysis using the `corp-finance-tools-markets` skill. Covers bond pricing, yield analytics, duration/convexity, spread decomposition, and rate sensitivity.

CFA Chief Analyst coordinator — decomposes research queries, delegates to specialist analysts, aggregates results into institutional-grade reports

CFA credit analysis specialist — 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 and volatility specialist — 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 research specialist — DCF valuation, trading comps, earnings quality screening, dividend policy analysis, financial forensics, and target price derivation using corp-finance-mcp tools

CFA ESG and regulatory specialist — 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)

Deploy and manage CFA managed-agent cookbooks to the Anthropic Managed Agents API. Validate cookbooks, list by cost tier (free vs paid-vendor), audit skill coverage, assemble deployment payloads, and route handoff events. All logic in deterministic Rust (corp-finance-core::managed_agent); this skill is documentation only.

Transforms Claude into a CFA-level financial analyst for valuation, credit analysis, deal modelling, portfolio construction, fund structuring, three-statement modelling, Monte Carlo simulation, scenario analysis, earnings quality assessment, dividend policy analysis, and financial forensics. Use when any valuation (DCF, WACC, comps), credit assessment, PE/LBO modelling, M&A accretion/dilution, fund economics, GP/LP splits, GAAP/IFRS reconciliation, withholding tax, NAV calculation, UBTI screening, financial modelling, Monte Carlo DCF, portfolio analytics, scenario/sensitivity analysis, earnings quality screening (Beneish, Piotroski, accrual/revenue quality), dividend valuation (DDM, buyback, payout sustainability, TSR), or financial forensics (Benford's Law, DuPont, Z-scores, peer benchmarking, red flags) is required. Pairs with corp-finance-mcp tools for computation.

Transforms Claude into a CFA-level financial analyst for fixed income analysis, derivatives pricing, yield curve analysis, volatility surface calibration, interest rate modelling, mortgage/MBS analytics, inflation-linked instruments, repo financing, FX/commodity analysis, securitization, CLO analytics (waterfall, coverage tests, reinvestment, tranche analytics, scenario analysis), and emerging markets analysis (country risk premium, political risk, capital controls, EM bond analysis, EM equity premium). Use when bond pricing/yield/duration, yield curve analysis, option pricing, forward/futures valuation, swap valuation, volatility surface construction, SABR calibration, short rate modelling, MBS prepayment/OAS analytics, TIPS/inflation derivative pricing, repo/collateral management, FX forwards, commodity curve analysis, securitization analysis, CLO investment analysis, or emerging markets cost of equity/fixed income analysis is required. Pairs with corp-finance-mcp tools for computation.

Transforms Claude into a CFA-level financial analyst for quantitative risk analysis, portfolio optimization, risk budgeting, market microstructure, quantitative strategies, behavioral finance, performance attribution, credit portfolio analytics, macro economics, credit scoring, capital allocation, and index construction. Use when factor risk attribution, Black-Litterman optimization, risk parity allocation, stress testing, mean-variance portfolio optimization, risk budgeting, tail risk VaR/CVaR, market microstructure analysis, optimal execution, pairs trading, momentum strategy design, prospect theory, market sentiment, Brinson-Fachler attribution, factor-based attribution, credit portfolio VaR, rating migration analysis, Taylor rule, Phillips curve, Okun's law, recession risk, PPP, interest rate parity, balance of payments, credit scorecard, Merton structural model, PD calibration, intensity model, scoring validation, economic capital, RAROC, Euler allocation, Shapley allocation, limit management, index weighting, index rebalancing, tracking error, smart beta, or index reconstitution analysis is required. Pairs with corp-finance-mcp tools for computation.

Use the corp-finance-mcp server tools for core corporate finance calculations. Invoke when performing valuations (DCF, WACC, comps), credit analysis (metrics, debt capacity, covenants, Altman Z-score), PE/M&A (LBO models, IRR, MOIC, debt schedules, waterfall distributions, merger accretion/dilution), portfolio analytics (Sharpe, VaR, Kelly), fund economics (fee calculator, GP/LP splits, GP economics, investor net returns), jurisdiction (GAAP/IFRS reconciliation, withholding tax, NAV with equalisation, UBTI/ECI screening), three-statement financial modelling, Monte Carlo simulation (DCF, generic), scenario/sensitivity analysis, earnings quality (Beneish M-Score, Piotroski F-Score, accrual quality, revenue quality, composite scoring), dividend policy (H-Model DDM, multi-stage DDM, buyback analysis, payout sustainability, total shareholder return), financial forensics (Benford's Law, DuPont analysis, Z-score models, peer benchmarking, red flag scoring). All computation uses 128-bit decimal precision.

8 hooks across 3 events