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For investment bankers

Pitches, comps, process management, and deal execution.

Trading comps from live SEC data, precedent transactions pulled from merger proxies, DCF and LBO models prefilled from filings, pitch pages and CIM sections drafted with citations. Restructuring gets capital structure tables, liquidity runways, and recovery waterfalls; capital markets gets IPO comps, bond math, and debt capacity.

All roles
84
tools for this seat
14
specialties covered
214h
of analyst time per full pass
youbank.app/app/terminal live
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A company page assembled from XBRL facts, not a scraped summary
SNOW332.43▼ 1.76%DDOG229.92▼ 2.58%MDB383.56▼ 2.51%NET323.99▼ 2.98%CRWD237.65▼ 3.28%GTLB49.23▼ 2.07%PLTR177.64▲ 0.79%NOW135.47▼ 2.17%ESTC86.96▼ 2.26%CCL21.84▼ 1.49%AAL12.96▲ 0.15%LUMN6.40▼ 1.23%SNOW332.43▼ 1.76%DDOG229.92▼ 2.58%MDB383.56▼ 2.51%NET323.99▼ 2.98%CRWD237.65▼ 3.28%GTLB49.23▼ 2.07%PLTR177.64▲ 0.79%NOW135.47▼ 2.17%ESTC86.96▼ 2.26%CCL21.84▼ 1.49%AAL12.96▲ 0.15%LUMN6.40▼ 1.23%

The day, by level

Analyst

Comps and precedents, page turns on the pitch book, profile pages, weekly market update, data-room and diligence trackers, model mechanics.

Associate

Owns the model: merger consequences, LBO, sum-of-parts. Reviews the analyst's pages, drafts the CIM and management presentation, runs the process letters.

VP and above

Storyline and positioning, buyer lists and ability-to-pay, fairness materials, negotiation support, client conversations.

What it takes off your plate

  • A comps sheet built by hand from a data terminal, then footnoted by hand
  • Hunting precedent transactions and their multiples through merger proxies one by one
  • Reading a debt footnote and a credit agreement to rebuild a capital structure
  • Assembling the weekly sector update and the earnings-day comps refresh
  • Writing the first draft of the profile page, the CIM section, the lender presentation

Data behind it

  • •SEC XBRL fundamentals with the filer's own concepts
  • •DEFM14A, S-4, SC TO-T and 8-K merger disclosure via full-text search
  • •Credit agreements and indentures as EX-10 and EX-4 exhibits
  • •Form 4 insider activity and 13D positions
  • •Live prices, market caps and 52-week ranges

The toolkit

84 tools for investment bankers

Valuation

17
Peer benchmarking
Growth, margins, cash conversion, and leverage versus a peer set, with the gaps explained.
Precedent transactions from EDGAR
Real deals from merger proxies and 8-Ks: EV, multiples, premiums, and terms.
DCF valuation
Unlevered free cash flow, two terminal methods, and a WACC × growth sensitivity.
WACC
Cost of equity via CAPM, after-tax cost of debt, and the weighted rate with a beta × ERP grid.
Football field assembler
Every valuation method on one page, with the offer price as the line to beat.
Sum-of-the-parts & breakup analysis
Segment-by-segment value, the conglomerate discount, and what a breakup is worth net of costs.
Premiums paid analysis
Premiums to the unaffected price across four windows, with the reference date the proxy used.
E&P reserves, PV-10 & NAV reader
Supplemental oil and gas disclosures turned into PV-10, NAV and EV per flowing barrel.
REIT NAV & implied cap rate
Forward NOI capitalized at market cap rates, against the price the market is paying.
Treasury stock method & EV bridge
Options, RSUs, warrants and converts to diluted shares, then equity value to enterprise value.
Premium analysis
Premiums to every reference price, and the multiples the offer implies.
Calendarization & LTM / NTM
Off-cycle fiscal years standardized to December, with LTM built from the stubs.
Take-private precedent finder
Sponsor take-privates from merger proxies and 13E-3s: premiums, multiples, financing, and who bid.
Exit route analysis
IPO versus strategic sale versus sponsor-to-sponsor versus recap, priced off public comps.
Ability to pay
Solve the maximum entry multiple that still clears your hurdle IRR.
Monte Carlo DCF
A DCF as a distribution: correlated inputs, P10/P50/P90 per share, and what drives the spread
Beta estimator
Raw, Blume-adjusted and Welch betas with standard errors, and the cost of equity

Credit & restructuring

15
Capital structure table builder
Every tranche in priority order with leverage through, reconciled to the balance sheet.
Debt maturity wall & refi feasibility
Maturities by year and tranche, springing dates shown early, and the must-deal-by date.
LME capacity & structure analyzer
What the documents permit: incremental debt, drop-downs, uptiers and who gets subordinated.
DIP sizing & pricing comps
Size the facility off the 13-week trough, then price it against recent DIP orders.
Precedent restructurings comps
Plan outcomes: recoveries by class, equity splits, rights offerings and backstop fees.
First-day declaration summarizer
Capital structure, events leading to filing, DIP terms and RSA milestones in one case sheet.
KEIP / KERP benchmark
Test the proposed metrics and cost against precedent plans and the Dana factors.
Exit financing & emergence capital structure
The pro forma cap structure at emergence, and whether the plan is feasible.
Reported vs covenant vs agency leverage
The three leverage numbers on one bridge, with every adjustment named.
Liquidity runway & 13-week cash flow
Weekly receipts and disbursements to the trough week and the date a deal is required.
Covenant headroom & breach EBITDA
Headroom by quarter, the EBITDA decline that breaches, and what an add-back haircut does.
Recovery waterfall & fulcrum
Absolute priority across classes at several enterprise values, with the fulcrum identified.
Covenant compliance & headroom
Net leverage, coverage and FCCR against the levels, with the EBITDA cushion in dollars.
Unitranche pricing & leverage grid
All-in yield with OID and fees, borrower coverage, and the leverage-versus-spread grid.
Credit scorecard
Altman Z and Z'', Ohlson O-score and Merton distance to default, as one implied rating

Capital markets

12
Credit comps builder
Issuer, tranche, coupon, spread and leverage in one grid, from filings.
Term sheet grid generator
TLB versus unitranche versus high yield, priced and papered side by side.
IPO valuation & discount workflow
Comps to value, the IPO discount to a range, and what the range implies for ownership.
IPO comps from 424B4s
Every recent IPO in the sector: price versus range, spread, greenshoe, lock-up and aftermarket.
Dual-track: IPO versus sale
Two exit paths priced against each other, with the calendar overlaid.
Bond new-issue terms extractor
Every tranche from the FWP and prospectus supplement: spread, make-whole, par call, fees.
Debt capacity solver
The binding constraint among leverage, coverage, fixed charges and covenant cushion.
Bond math: yield, duration & make-whole
Yield to maturity and worst, duration, DV01, convexity and the make-whole redemption price.
Refinancing NPV
Present value of the savings against the premium and fees, with the break-even.
Follow-on & block pricing
Expected discount from size versus ADTV, deal type, seller and volatility.
Convertible pricing
Bond floor plus option value, delta, and the coupon-premium indifference grid.
SPAC economics & dilution
Cash delivered per share after redemptions, promote, deferred fees and the PIPE.

Modeling

11
NPV, IRR & payback
Capital budgeting on any cash-flow schedule with a discount-rate sensitivity.
Synergy & accretion workflow
Announced-synergy benchmarks, the EPS build, and the synergies needed to justify the premium.
Bank M&A: TBV dilution & earnback
Marks, cost saves, tangible book dilution and the earnback period that decides bank deals.
Merger model: accretion / dilution
Offer, sources and uses, purchase accounting, pro forma EPS and the break-even synergies.
LBO: sources, uses & returns
Tranched capital structure, debt schedule with a sweep, IRR and MOIC with returns attribution.
Contribution analysis
Who brings what to the merger, against who owns what afterwards.
Exchange ratio, floating & collar
Who bears the price risk between signing and close, across a grid of acquirer prices.
LBO returns & attribution
Debt schedule with a cash sweep, IRR and MOIC, and the split between growth, multiple and deleveraging.
Paper LBO
The five-minute interview LBO, with every step of the arithmetic shown.
Sources & uses and debt schedule
Build the funding table and the full tranche-by-tranche schedule with sweep and PIK.
Dividend recapitalization
Size the dividend, re-lever, and see what it does to IRR versus holding.

Deliverables

7
Company one-pager
A pitch-ready profile of any US-listed company, every number cited.
Pitch page & PIB builder
The company page every pitch book opens with, plus the public information binder behind it.
Fairness opinion summary & support book
What the opinion says, what sits behind it, and the questions the fairness committee will ask.
CIM section drafter
First-draft CIM sections in banker tone, with no valuation guidance and a list of what is missing.
Management presentation outline
The 60-100 slide Phase II deck, slide by slide, with the questions management must be ready for.
Lender & rating agency presentation outline
The bank meeting deck, the agency deck or the credit committee memo, section by section.
IOI / LOI drafter
The bid letter: price, structure, diligence remaining, and the conditions you can defend.

Diligence

6
Merger proxy miner
Background of the merger, fairness ranges, adviser fees and projections out of a DEFM14A.
Activism vulnerability screen
How an activist would attack this company, scored across the five standard dimensions.
Deal protection benchmark
Termination fees, reverse fees and go-shops, benchmarked against real merger agreements.
Quality of earnings add-back tester
Every proposed add-back categorized, tested, and priced at your entry multiple.
Net debt & debt-like items checklist
Everything that should come off the purchase price before the wire goes out.
Net working capital peg
Monthly balances in, trailing-twelve-month peg out, with seasonality and the true-up.

Research

3
10-K / 10-Q teardown
What changed, what management said, and what the footnotes hide.
Research brief
A sourced answer to any market, company, or deal question.
Sector KPI extractor
The KPIs that are not in XBRL: ARR and NRR, PV-10 and boe/d, CET1, FFO, backlog, same-store sales.

Sourcing & deals

3
Buyer list with ability-to-pay
Tiered strategic and sponsor buyers, each with a rationale and what they can actually pay.
Sponsor coverage page
A sponsor's funds, portfolio debt, maturities and the deals to pitch them.
Pipeline forecast
How many deals close and what they are worth, as a range, not a weighted total

Screening

3
Target list & acquisition screen
Buy-side long list to short list, scored on fit, multiple and affordability.
Distress screener
Going-concern language, Item 1.03 and 2.04 filings, and the leverage and liquidity that rank names.
Target screen from public comps
Build the buy-list: public peers, the private universe they imply, and the ones that screen for a sponsor.

Reporting

3
Deal process tracker & bid matrix
The sell-side calendar, the buyer log and a bid matrix that compares bids on equal terms.
Weekly market update
Monday's sector or capital-markets update: multiples, the week's deals, windows and catalysts.
Earnings-day comps refresh
What last night's print did to the comps sheet, and the note that goes to the deal team.

Accounting & audit

2
Basic and diluted EPS
Treasury stock method, if-converted, and the antidilution ordering.
Earnings-quality check
Beneish M-score with its probability, and accruals, from two years of statements

Tax

1
M&A tax structuring options
Asset versus stock, 338(h)(10), and what the step-up is worth.

Planning & forecasting

1
Forecast with honest intervals
Paste a series, get the M4-style forecast and conformal 80%/95% bands with a backtest

Set up your investment banker desk

The survey asks your group, level and sectors, then wires the watchlists, function keys and tools to match.

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