Finance & unit economics
Margin decomposition, cost to serve, working capital, and the delivery-to-cash chain.
39 of 388 tools.
Audit benefit double counting
Reconcile business-case benefit claims to unique economic source pools and allocation fractions, exposing overallocated sources and claim-level mismatches before portfolio value is aggregated.
Audit cash flow timing consistency
Audit whether economic-event and cash-settlement timing obey governed lag rules across coherent scenarios, quantify the resulting NPV distortion, reconstruct scenario liquidity paths, and separate timing exceptions from liquidity-tail exposure without treating exceptions as wrongdoing.
Audit cost allocation consistency
Audit whether shared engineering, platform, cloud, vendor, or operating cost pools reconcile to source totals and follow their declared pro-rata allocation bases at every target.
Audit cost capitalization sensitivity
Audit whether permitted software-cost capitalization choices change reported project ROI and priority even though scenario cash NPV, downside, and economic rank are unchanged.
Audit delivery to cash chain integrity
Reconcile each governed milestone from delivery-ready evidence through customer acceptance, billing eligibility, net invoicing and collected cash; enforce temporal ordering, eligible-unbilled and outstanding-receivable identities, evidence separation and bounded diagnostics without treating Git activity as an accounting fact.
Audit order to cash bridge integrity
Reconcile the operational finance chain period by period: remaining performance obligation equals opening RPO plus bookings minus scope reductions and recognized revenue; signed net contract position equals opening position plus net billings minus revenue; accounts receivable equals opening AR plus net billings minus cash and write-offs; then enforce continuity, evidence and impossible-balance gates.
Audit ROI denominator integrity
Reconcile each claimed ROI investment denominator with evidenced cost entries, required categories, inclusion fractions, and shared evidence identity, then recompute ROI before a business case reaches prioritization.
Audit technical asset lifecycle integrity
Audit technical-asset lifecycle and value lineage across placed-in-service, assessment and retirement events; detect orphan active assets, stale recoverability evidence, active value links after retirement, remaining book value on retired assets and duplicated value-source attribution without treating engineering activity as accounting evidence.
Audit technology financing plan integrity
Audit multi-period technology financing plans as continuous sources-and-uses ledgers: reconcile cash and debt identities, opening-to-closing continuity, period completeness, verified evidence, liquidity headroom and reported versus computed net-leverage covenants without hiding undefined leverage behind a favorable ratio.
Build reverse stress scenarios
Solve the minimum standardized bounded combination of adverse driver shocks needed to breach a governed operating or financial threshold, with driver contributions, binding bounds, and single-driver break points.
Calculate capital efficiency frontier
Construct a monotone concave capital-to-realized-value envelope, estimate each initiative or portfolio company's relative capital efficiency and value gap, and expose diminishing frontier returns without arbitrary weights.
Calculate customer concentration technology risk
Quantify the joint tail risk created when customer contribution is concentrated on shared technology, using coherent failure scenarios, non-additive dependency losses, CVaR, and overlapping component sensitivities.
Calculate engineering unit economics
Calculate uncertainty-aware engineering cost and net incremental contribution per adopted business outcome across aligned scenarios, including quality/run cost and downside-margin probability.
Calculate feature cost to serve
Calculate fully loaded feature cost and CVaR cost per verified adopted account across aligned build-amortization, run, support, usage, and adoption scenarios.
Calculate technology plan financeability
Calculate whether a technology plan remains liquid and net-leverage compliant across coherent multi-period cash, debt, investment, financing and EBITDA scenarios; derive the exact minimum period-zero unrestricted capital per path, confidence reserve, breach trajectory and CVaR residual funding shortfall.
Construct quality speed cost pareto surface
Construct a stochastic three-dimensional quality, delivery-time, and cost Pareto surface with practical dominance, membership probability, and a transparent maximin navigator.
Decompose product margin change
Decompose product operating-profit and margin change across volume, price, variable unit cost, and fixed cost using an order-invariant exact Shapley bridge.
Estimate FX exposure for engineering
Measure base-currency engineering cash-flow exposure across coherent amount and FX-rate scenarios, preserving natural netting, executable hedge payoffs and premiums, expected loss, CVaR, hedge effectiveness, and exactly reconciled currency tail contributions.
Estimate liquidity at risk
Estimate liquidity-at-risk, tail funding need, committed-facility exhaustion probability, and residual unfunded shortfall from aligned operating paths.
Estimate marginal engineering ROI
Evaluate an ordered engineering investment curve increment by increment, stopping at the first increment that misses its marginal ROI or downside-probability hurdle.
Estimate model risk reserve
Calculate an explicit model-risk reserve from the upper weighted quantile of competing approved models' CVaR loss relative to their weighted CVaR, with disagreement and model-level diagnostics.
Estimate risk contribution shapley
Allocate portfolio CVaR loss across initiatives, companies, services, or risk factors with exact subset Shapley values or disclosed sampled permutations while preserving diversification and hedge contributions.
Forecast cash burn uncertainty
Forecast aligned cash paths into reserve-breach probability by period, ending-cash uncertainty, first breach timing, and rescue capital required to restore the governed minimum reserve.
Forecast cloud cost commitment exposure
Forecast cloud commitment waste, uncovered on-demand cost, savings distribution, probability of negative savings, and CVaR loss over aligned demand paths.
Forecast delivery to cash conversion
Forecast how delivery-ready, accepted and invoiced value converts to collected cash and minimum liquidity from complete right-censored stage episodes, empirical-Bayes cohort/age hazards and coherent shared scenarios, while refusing unsupported stages or unverified evidence.
Forecast infrastructure cost elasticity
Select a continuous piecewise log-log infrastructure cost response on an internal future block, refit before an untouched chronological holdout, validate against constant unit cost and interval coverage, then forecast price-index-restored cost across coherent workload scenarios.
Forecast receivables collection and liquidity
Forecast cash collection, disputes, defaults and minimum liquidity from right-censored receivable histories: fit empirical-Bayes categorical transition probabilities by lawful aggregate risk class, state and age; retain censored exposure; simulate every current aggregate receivable under shared market/cash scenarios; and abstain on unsupported states, unverified evidence or inadequate liquidity probability.
Forecast support cost to serve
Forecast future support cost and budget-breach probability with a chronological held-out lognormal regression on accounts, supported products, and ticket load.
Forecast technical asset obsolescence
Forecast product retirement, technical obsolescence, security/compliance retirement and vendor/platform end as competing technical-asset risks using complete right-censored lifecycle episodes, age-specific empirical-Bayes Dirichlet hazards, coherent common scenarios and current-age simulation of stranded carrying value plus foregone contribution.
Optimize carbon cost performance portfolio
Construct a dependency-, exclusion-, budget-, and capacity-feasible portfolio frontier across investment, expected and CVaR total cost including scenario carbon price, residual emissions, and performance capacity, with explicit interactions and exact-or-disclosed heuristic search.
Optimize cloud reserved capacity
Choose an integer portfolio of dated cloud reservations across coherent demand, realization, spot, and on-demand scenarios; price unused commitment and unserved demand explicitly, enforce coverage and capital gates, optimize expected-plus-CVaR cost, and disclose exact versus deterministic supported-set search.
Optimize contingent technology financing policy
Optimize initial and observed-signal-contingent financing, restructuring or investment-response actions on a coherent cash/debt/EBITDA scenario tree; enforce nonanticipativity, dependencies, exclusions, node budgets/capacity, liquidity and leverage chance constraints, tail funding need, enterprise value and exact-or-disclosed beam search.
Optimize delivery to cash intervention policy
Choose at most one evidence-backed intervention for each aggregate delivery-ready, accepted or invoiced milestone segment; propagate sequential stage mass under shared scenarios and maximize expected collected-cash net value minus CVaR subject to budget, capacity, liquidity and cash-target gates, with exact or explicitly uncertified beam search.
Optimize enterprise technology capital plan
Optimize a two-stage enterprise technology portfolio that commits initial capital now and allocates follow-on capital only after observable signals; enforce non-anticipativity, dependencies, exclusions, signal-specific budget/capacity and eligibility, compare with the best one-shot portfolio, quantify option value and CVaR loss, and disclose solver certainty.
Optimize finops commitment portfolio distributionally robust
Select a complete FinOps commitment portfolio that minimizes worst-case expected cost when scenario probabilities may move within a governed total-variation ambiguity radius.
Optimize insurance retention
Select an insurance retention and limit by minimizing premium plus expected retained loss and a configurable CVaR tail-risk charge under an optional tail-cost constraint.
Optimize receivables intervention policy
Choose at most one evidence-backed action for each lawful aggregate receivable segment, propagate open/disputed payment and default mass period by period on coherent market/cash scenarios, and maximize expected collected-cash net value minus CVaR shortfall subject to intervention budget, capacity, relationship loss, liquidity and collection-probability gates, using exact enumeration or disclosed deterministic beam search.
Optimize sample size by decision value
Choose a two-arm experiment sample size by Bayesian expected value of sample information after implementation economics, sampling cost, posterior adoption and harm gates, regret, and Monte Carlo recommendation precision.
Optimize technical asset lifecycle portfolio
Choose exactly one retain, modernize, migrate or retire option per technical asset under common scenarios, unique value-stream capability coverage, full lifecycle cost and obsolescence loss, cross-option feasibility, budget/capacity and expected-loss/CVaR gates; return a cost-value-tail Pareto frontier with exact or optimistic-bound beam-search disclosure.