Skill UI

A professional tool for building Discounted Cash Flow (DCF) valuation models directly in Excel. This skill generates a comprehensive, multi-sheet model including FCF projections, WACC calculations, terminal value analysis, and two-way sensitivity tables. It is designed for investment banking and corporate finance professionals needing to determine intrinsic or enterprise value.

Automate Ramp corporate finance ops: query transactions, reimbursements, cards, and user data for accounting, expense reviews, and ERP sync readiness across departments.

Monte Carlo Treasury is a risk modeling helper that simulates cash flows and liquidity scenarios for corporate treasuries using Monte Carlo techniques, so finance teams can assess funding needs, stress-test portfolios, and optimize capital buffers.

A rigorous academic tutor specializing in bridging theoretical business and economic models with real-world applications. Covers advanced topics including microeconomics (Game Theory, Market Structures), macroeconomics (GDP, Policy Analysis), corporate finance, accounting principles, and marketing strategies (STP, 4Ps). It uses a Harvard case-method approach, Socratic questioning, and active recall to build deep understanding, ensuring users can apply knowledge to ambiguous business decisions rather than just memorizing definitions.

This workflow integrates with the Ramp API to manage corporate card transactions and expenses. It allows users to list, filter, and retrieve detailed transaction data, and crucially, sync these expenses directly to an accounting system (ERP). The process includes mapping transactions to general ledger accounts, making it ideal for finance teams handling expense reconciliation and accounting processes.

A comprehensive guide for academic researchers aiming to submit papers to the top accounting journal, *Accounting Research*. This skill helps authors identify if their research focus aligns with core accounting mechanisms, such as disclosure quality, auditing standards, and regulatory changes, distinguishing it from general corporate finance or economics.

A comprehensive guide for researchers to determine the academic positioning of their manuscripts. It differentiates between core accounting issues (e.g., disclosure quality, audit standards, earnings management) and corporate finance mechanisms (e.g., pricing, funding constraints). Use this tool to ensure your paper aligns perfectly with the scope of specialized academic journals.

This skill is a comprehensive fit assessment tool for authors submitting applied corporate finance manuscripts to the Financial Management journal. It guides users on the journal's specific scope, required empirical rigor, ideal article structure, and common desk-reject themes. It helps authors position their work for maximum relevance to both academics and industry practitioners.

This guide outlines advanced econometric strategies and best practices for establishing causal identification in corporate finance and asset pricing. It addresses common methodological pitfalls, such as endogeneity, spurious correlation, and weak designs, providing specific techniques (e.g., staggered DiD, robust IV inference) required to defend a research paper's claims to top-tier academic journals.

This guide helps authors sharpen the stated contribution of an academic manuscript, particularly in corporate finance. It instructs users on how to transform research findings into a crisp, compelling claim that clearly states 'what is new and why it matters.' It is essential for drafting abstracts, introductions, and cover letters to maximize the chance of passing an editor's initial screening.

A comprehensive guide for conducting advanced empirical analysis required for top-tier finance journals. It covers assembling multi-source firm panels (Compustat, CRSP, etc.), constructing complex corporate finance variables, implementing advanced econometric techniques (high-dimensional fixed effects, clustered errors), and systematically planning robustness checks and replication strategies.

A comprehensive guide for designing and defending the causal identification strategy in empirical corporate finance research. It covers advanced methods such as Staggered DID, Instrumental Variables (IV), Regression Discontinuity Design (RDD), and Event Studies, providing checklists to address crucial econometric threats like endogeneity, selection bias, and reverse causality for high-impact publications.