Citco adds scenario modelling to waterfall tool

The Citco Group has added scenario modelling to its waterfall tool, enabling clients to customise and calculate forward-looking investor distributions and carried interest scenarios on their desktop.

The online enhancement guides users through multiple “what if” scenario options, using cash flows and values directly from the official books and records of the fund. Scenarios can include selling one or more investments on a future date, calculating a hypothetical distribution with custom NAV values for each investment, adding further capital for existing investments, creating brand new investments, as well as modelling a full portfolio realisation. Once a baseline scenario is created, users have the ability to customise and run different variations without having to recreate the data.

Citco’s waterfall tool is available as full-service or self-service.