credit
CommunityAnalyze credit across IG to distressed debt.
Finance & Accounting#default-probability#altman-z-score#credit-analysis#recovery-rate#cds-basis#merton-model#distressed-debt
Authortmcga
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Provide rigorous, end-to-end credit analysis across investment-grade, high-yield, and distressed debt, delivering quantified default risk, expected losses, and recovery estimates to guide disciplined investment decisions.
Core Features & Use Cases
- Altman Z-Score and Merton distance-to-default for default probability estimation.
- Covenant analysis with maintenance and incurrence checks, headroom stress tests, and leverage/coverage review.
- Relative value and scenario analysis including CDS/bond basis, spread decomposition, and peer benchmarking.
- Recovery waterfall modeling by seniority under various enterprise value scenarios, plus distressed restructuring timelines.
- Portfolio risk and contagion checks with CDS-implied risk, market-implied PD triangulation, and sensitivity analyses.
Quick Start
Analyze a given issuer's credit thesis by compiling PD, LGD, covenant posture, and relative value in a single credit analysis package.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: credit Download link: https://github.com/tmcga/alpha-stack/archive/main.zip#credit Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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