936 件 ・ 関連度順
概要と使いどころ
Conduct LINDDUN privacy threat modeling across all seven categories: Linking, Identifying, Non-repudiation, Detecting, Data Disclosure, Unawareness, and Non-compliance. Includes DFD-based analysis, threat trees, privacy-specific mitigation strategies, and integration with STRIDE security threat modeling.
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Complete guide to LINDDUN privacy threat modeling methodology covering seven threat categories: Linking, Identifying, Non-repudiation, Detecting, Data Disclosure, Unawareness, and Non-compliance. Includes DFD-based analysis, threat tree catalogs, mitigation mapping to privacy design patterns, and step-by-step process.
日本語の概要は準備中です。原文の説明を表示しています。
CUMCM 国赛、MCM/ICM 美赛与电工杯数学建模竞赛的端到端协作工作流。Use when a user explicitly works on one of these modeling contests or asks to run/review a modeling-competition paper from problem selection through modeling, solving, robustness, writing, compliance, and final submission review. Provides 10 stages, persistent decision state, competition-specific rules/templates, deterministic scoring helpers, numbered decisions, and Codex/Claude Code handoff. Do not trigger for generic model selection, ordinary data analysis, or non-competition paper review.
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Core Blender modeling specialist for Edit Mode, modifiers, collections, precision modeling, and scene organization. Use for general 3D modeling, blockouts, cleanup, non-destructive workflows, and scene structure in Blender via MCP.
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Conduct structured threat modeling for software systems using established methodologies to identify, prioritize, and mitigate security threats before they are exploited. Use when the user requests threat modeling or provides relevant inputs for this workflow.
日本語の概要は準備中です。原文の説明を表示しています。
Apply power bi modeling in reproducible local data workflows with version-aware APIs, explicit assumptions, and validation. Use when the user chooses power bi modeling or its strengths fit the task.
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Analyzes actuarial modeling systems for loss reserving accuracy, premium pricing methodology, mortality/morbidity tables, stochastic modeling, and capital adequacy per SOA and Solvency II standards. USE THIS SKILL WHEN: - You need to review or audit actuarial models (reserving, pricing, capital) - Someone asks about loss triangle analysis or reserve adequacy - You are evaluating IBNR calculations, chain ladder methods, or Bornhuetter-Ferguson - A project involves insurance pricing, GLM rating models, or ratemaking - You need to assess Solvency II SCR calculations or RBC compliance - Someone mentions actuarial opinions, ASOP compliance, or SOA standards - You are reviewing stochastic models, ESG configurations, or DFA frameworks - A codebase uses actuarial libraries (chainladder, lifetables, ChainLadder R package) TRIGGER PHRASES: "actuarial", "loss reserving", "IBNR", "chain ladder", "premium pricing", "mortality table", "Solvency II", "capital adequacy", "ratemaking", "GLM pricing", "risk-based capital", "reserve analysis", "actuarial opinion"
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Builds project finance models with construction period draws, operational cash flows, DSCR covenants, and sculpted debt repayment. Use when modeling project finance, calculating debt service coverage, or structuring project lending.
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Builds pricing models for barrier, Asian, lookback, and other path-dependent options with Monte Carlo simulation. Use when pricing exotic options, modeling complex payoffs, or evaluating structured product components.
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Builds fund economic models with sensitivity across deployment pace, exit multiples, and fee/carry structures for LP and GP returns. Use when modeling fund economics, projecting LP net returns, or analyzing fee-adjusted performance.
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Evaluates fund-of-funds secondary transactions with layer-on-layer fee analysis, double-carry impact, and net return adjustment. Use when pricing FoF secondaries, analyzing fee drag, or modeling net LP economics.
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Structures PPA analysis with tangible/intangible asset identification, useful life estimation, and goodwill calculation. Use when modeling purchase accounting, allocating deal price, or estimating amortization impact.
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Prices FX options and exotic structures with Garman-Kohlhagen, local volatility, and stochastic volatility models. Use when pricing FX derivatives, evaluating FX options, or modeling cross-currency products.
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Builds growth equity return models with minority/majority economics, participation rights, and preference stack analysis. Use when modeling growth equity returns, projecting minority investment outcomes, or analyzing preference structures.
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Builds regime detection models with hidden Markov, threshold, and Bayesian change-point methodologies for strategy adaptation. Use when modeling regime changes, detecting market shifts, or adapting strategies to market conditions.
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Analyzes structural interest rate exposure with fixed/floating mismatch, basis risk, and cap/floor adequacy assessment. Use when modeling structural rate risk, analyzing basis risk, or evaluating interest rate hedging needs.
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Analyzes intraday volatility dynamics with open/close effects, lunch-time patterns, and event-driven volatility estimation. Use when modeling intraday volatility, timing order execution, or analyzing time-of-day effects.
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Builds renewable energy yield models with resource assessment, capacity factor analysis, and P50/P90 production estimates. Use when modeling wind/solar yields, analyzing resource data, or evaluating production uncertainty.
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Builds depletion models with production decline, reserve replacement economics, and terminal value analysis for finite-life assets. Use when modeling depletion, analyzing resource longevity, or evaluating reserve life economics.
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Builds probability-weighted valuation models with multiple exit scenarios, timing assumptions, and risk-adjusted returns. Use when building growth equity valuations, modeling scenario-weighted outcomes, or analyzing risk-adjusted returns.
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Analyzes rights offering dynamics with theoretical ex-rights price, subscription premium, and nil-paid value calculation. Use when evaluating rights offerings, modeling TERP, or analyzing subscription arbitrage.
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Structures secondary direct transactions with pricing methodology, transfer restriction analysis, and ROFR navigation. Use when modeling secondary purchases, pricing founder/employee shares, or structuring tender offers.
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Builds mining project financial models with resource estimation, mine plan integration, and commodity price sensitivity analysis. Use when modeling mining investments, analyzing feasibility studies, or evaluating mineral assets.
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Analyzes construction risk with EPC contract review, delay and cost overrun scenarios, and completion guarantee structures. Use when modeling construction risk, evaluating EPC terms, or stress testing project timelines.
日本語の概要は準備中です。原文の説明を表示しています。