Capital is abundant. Structure is scarce. The financing gap in complex, transitional, and emergent asset classes is not a supply problem. It is a design problem. Existing frameworks - from OECD DAC Principles to IFC instrument taxonomies - provide policy norms and instrument catalogues. None provides a practitioner methodology for designing a layered capital structure from the mandate up. This paper introduces the Capital Architecture Framework (CAF): a seven-stage lifecycle methodology for the systematic design, deployment, and scaling of layered capital structures across blended-finance, private-credit, special-situations, and deep-tech mandates. The CAF is instrument-agnostic and mandate-driven. It begins with the topology of the financing need and derives the optimal capital stack from first principles. It provides quantitative governance standards, intercreditor design requirements, additionality testing, valuation governance, and a Global North application framework - the first published methodology to make explicit the structural equivalence of blended-finance logic across emerging and developed markets. The paper draws on published evidence from OECD, IFC, BIS, IMF, Convergence, ILPA, FCA, and the Bank of England, supplemented by illustrative hypothetical structures. It is designed for capital markets practitioners, DFI investment officers, institutional LP allocators, and academic researchers in structured finance and development finance.
Temmen Tobias (Mon,) studied this question.