Evaluate credit risk and bond spread for fixed income issuers.
npx skills add https://github.com/HKUDS/Vibe-Trading --skill credit-analysis
Please help me install this Agent Skill. Skill: credit-analysis Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/credit-analysis Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill credit-analysis
When investors or analysts face manual, fragmented credit research across rating models, curve analytics, and hedging metrics, this Skill combines frameworks to deliver consistent assessments of default risk, credit spreads, and structural pricing in Chinese and global fixed income markets.
Ask credit-analysis to score a municipal bond relative to the AAA curve using Altman, Merton, and spread analytics.
High-intent search queries and answers about installing and using this skill.
Evaluate credit risk for Chinese corporate debt by applying Altman Z, Merton structural models, and KMV EDF to calculate default probabilities and risk zones. The framework supports city investment bonds, ABS, and convertible straight components for comprehensive fixed income issuer assessment.
Credit spread modeling maps the yield difference between corporate bonds and benchmark curves to identify trading signals. Simulate spread-tightening versus widening trades while monitoring policy and macro signals to generate hedging decisions and structural pricing insights.
Calculate DV01, duration, and convexity using yield curve analysis to measure bond price sensitivity. Apply these metrics to detail implied DV01 hedges when comparing local government financing platform bonds against the AAA credit curve.
Compare issuer and issue rating distinctions by walking through Merton structural models and KMV EDF frameworks together. These unified frameworks explain default probabilities and scorecard steps to deliver consistent credit risk assessments across fixed income products.
Credit analysis supports ABS, MBS, and convertible straight component deep dives through a fixed income product workbench. It guides yield curve analysis, bond pricing, and duration metrics adapted for these structured products in Chinese and global markets.
Use signal thresholds for spread trading and hedging decisions when simulating spread-tightening versus widening scenarios against benchmark curves. Apply thresholds alongside DV01 and duration metrics to monitor policy and macro signals for risk mitigation.
JacobHsuAnalyzes fixed income credit, solvency, and yield curve data to explain issuer risk and bond valuation.
loanntcEstimate issuer and bond credit risk by combining credit spread decomposition with default-risk model outputs.
santoosaraujoAssess credit risk and value fixed-income instruments using structural models.
wudyeEstimate credit risk and credit spreads for fixed-income instruments using quantitative default models.
