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Builds secondary-market pricing models that adjust NAV bids for a fund's J-curve position, blind-pool risk, and age-weighted reliability adjustments to produce
This skill produces structured pricing models for LP interests in private funds that account for the fund's J-curve stage. It applies blind-pool discounts, age-weighted NAV reliability haircuts for early vintages, and constructs cash-flow projection scenarios to derive recommended bid prices as percentage of NAV. Outputs include scenario tables, sensitivity matrices, and risk flags.
Use the skill when pricing interests in early- to mid-vintage private funds (0–4 years), evaluating GP-led continuation vehicles, or stress-testing secondary bids where NAV reliability is uncertain. Helpful for LP portfolio managers, secondary buyers, and valuation teams performing due diligence.
Useful for agents that can run modeling workflows and present tabular outputs; compatible with CLI-enabled agents and analyst tooling for financial modeling.
A well-structured financial modeling skill for secondary-market pricing that adjusts for J-curve positioning, blind pool risk, and fund maturity. The SKILL.md is thorough with detailed workflow steps, quality checks, and clear output specifications. No scripts are bundled — it's purely instructional content guiding an agent through a multi-step financial analysis process. No security concerns; purely domain-knowledge content with no code execution, network calls, or system modifications.
Clean, well-written domain skill with no security issues. Frontmatter is complete with tags, metadata, and description. Skill body is comprehensive with clear when-to-use triggers, input requirements, and a 6-step workflow. Quality checks section is a strong addition. The skill is purely instructional with no executable code. Low usefulness score reflects the extremely niche audience (PE secondaries pricing) rather than any quality deficit.
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