Yield modelling
DCFs that match your house template.
10-year DCF, IRR, equity multiple and sensitivity tables — exportable to your firm\u2019s template, traceable to source.
10-year DCF
Cashflow with rent reviews, incentives, opex, capex and capital events.
Sensitivity tables
Two-axis sensitivities on cap rate, growth, vacancy and exit yield.
Debt advisory
LVR, ICR and DSCR sensitivity at deal level for your debt panel.
House-template export
XLSX export that round-trips to your investment committee template.