Teaser Paper 2: Capital Structure, Credit Risk, and Scenario-Stress Models

This second paper in the AFMF Legacy Series asserts conceptual authorship over 15 proprietary models that address structural weaknesses in leverage planning, debt optimization, and solvency stress testing. Using the SSAF framework, these models incorporate sovereign-adjusted logic to guide refinancing analysis, capital structure optimization, and systemic risk resilience. Models are grouped around SSAF-driven ICR adjustments, credit fragility, and macro-financial volatility. All quantitative logic is withheld to protect licensing value. Published under a CC BY-NC-ND 4.0 license.