SF_studio_alpha

jdlan2wm/SF_studio_alpha

3.2

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The MCP Securitization Server is a robust platform designed to provide comprehensive securitization modeling capabilities, specifically for Rated Note Feeders (RFF) and Collateralized Fund Obligations (CFO).

Tools

Functions exposed to the LLM to take actions

portfolio.load

Load and validate asset portfolio with summary statistics.

portfolio.analyze

Calculate portfolio quality metrics (WARF, diversity, expected loss).

portfolio.simulate

Run default/recovery scenario analysis.

portfolio.ramp_status

Calculate ramp completion percentage.

structure.load

Load and validate deal structure with tranches.

cashflow.run

Execute period-by-period cashflow with phase-aware waterfall.

cashflow.run_scenarios

Run multiple stress scenarios (base, 2x, 2.7x).

ramp.load

Load ramp plan with asset arrival schedule.

commitments.load

Load LP/GP capital commitments.

calls.load

Load capital call schedule.

ratings.warf

Calculate Weighted Average Rating Factor.

ratings.dbrs_acr

Calculate DBRS Asset Coverage Ratio with diversity scoring.

ratings.kbra_qd

Calculate KBRA Quantitative Determinant (5-component).

ratings.warf_pd

Calculate WARF PD projections with stress scenarios.

audit.check_conservation

Validate cash conservation (sources == uses within $0.01).

audit.reconcile_balances

Validate balance sheet reconciliation (Assets == Liabilities + Equity).

covenant.check

Check covenant compliance (OC_A, OC_B, IC, DSCR).

Prompts

Interactive templates invoked by user choice

No prompts

Resources

Contextual data attached and managed by the client

No resources