credit-analysis
OfficialMaster fixed income credit decisions instantly.
Finance & Accounting#fixed-income#risk-modeling#bond-pricing#yield-curve#credit-analysis#spread-trading
AuthorHKUDS
Version1.0.0
Installs0
System Documentation
What problem does it solve?
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.
Core Features & Use Cases
- Unified frameworks: Walk through issuer and issue rating distinctions, Altman Z, Merton structural models, KMV EDF, and scoring card steps to explain default probabilities and risk zones.
- Fixed income product workbench: Guide yield curve analysis, bond pricing, duration/convexity/DV01, ABS/MBS and city investment bond deep dives, and introduce credit spread curve modeling with trading strategies.
- Applied example: Compare a local government financing platform bond to the AAA credit curve, detail implied DV01 hedges, and simulate spread-tightening versus widening trades while monitoring policy and macro signals.
Quick Start
Ask credit-analysis to score a municipal bond relative to the AAA curve using Altman, Merton, and spread analytics.
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-analysis Download link: https://github.com/HKUDS/Vibe-Trading/archive/main.zip#credit-analysis Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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