skills.rest
JacobHsu
JacobHsuCOMMUNITY
Explore all skills by this author →
WebsiteGitHub

credit-analysis

Analyzes fixed income credit, solvency, and yield curve data to explain issuer risk and bond valuation.

Updated Apr 9, 2026
Search Tags:#risk-modeling#bond-pricing#credit-spreads#duration#credit-analysis#python-finance
One-click install
npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill credit-analysis-jacobhsu
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: credit-analysis
Source: https://github.com/JacobHsu/vibe-trading-agent/tree/main/agent/src/skills/credit-analysis
Command: npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill credit-analysis-jacobhsu

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Credit-analysis centralizes the complex judgments around credit spreads, rating outlooks, and interest rate risk so analysts no longer juggle scattered models or miss nuanced market signals when valuing bonds and structured products.

Core Features & Use Cases

  • Comprehensive credit framework: Detailed issuer vs issue rating guidance, Altman Z-Score, and KMV/Merton walkthroughs clarify default likelihoods for investment grade, HY, and ABS scenarios.
  • Fixed income modeling toolkit: Bond pricing, duration/convexity/DV01 formulas, curves fitting (Nelson-Siegel/Svensson), and key rate duration charts support valuation and hedging for IG, LGFV, and convertible debt.
  • Risk monitoring & strategy playbook: Credit spread decomposition, term structure matrices, policy-sensitive analysis, and signal tables guide spread compression, widening, and butterfly trades in China and global markets, illustrated with concrete examples.

Quick Start

Ask credit-analysis to evaluate a corporate bond's credit spread and risk profile using its ratings, financial ratios, and market spreads.

Frequently Asked Questions about credit-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate bond duration, convexity, and DV01 for fixed income valuation?▼

To calculate bond duration, convexity, and DV01, you need fixed income valuation formulas that measure price sensitivity to yield curve shifts. This Skill provides duration, convexity, and DV01 computation frameworks alongside Python helpers for precise bond pricing and interest rate risk hedging.

How does the Altman Z-Score and Merton model forecast credit default risk?▼

The Altman Z-Score and Merton/KMV models forecast credit default risk by evaluating issuer solvency through financial ratios and structural equity volatility. This framework clarifies default likelihoods for investment grade, high yield, and ABS scenarios by comparing issuer ratings against quantitative risk metrics.

How do I decompose credit spreads and generate trading signals for widening or compression?▼

Credit spread decomposition separates issuer risk into default and liquidity components to generate spread widening or compression trading signals. This Skill provides term structure matrices and signal tables that guide butterfly trades and policy-sensitive spread analysis across global and local government financing markets.

Can I fit yield curves using Nelson-Siegel and Svensson models for credit analysis?▼

Yield curve fitting using Nelson-Siegel and Svensson models supports credit analysis by parameterizing the term structure of interest rates. This framework delivers curve fitting formulas and key rate duration charts to evaluate bond valuation and interest rate risk across corporate and convertible debt.

Do I need Python finance libraries to analyze ABS and local government financing platform credit risk?▼

Python finance libraries are required to analyze ABS and local government financing platform credit risk, providing the computational tools for bond pricing, DV01, and spread signal generation. This Skill delivers Python helpers and risk factor tables specifically designed for structured product and LGFV valuation scenarios.

Related Skills

Explore More Finance & Accounting Skills→
ViviennaMAOViviennaMAO
26

bond-relative-value

Analyze bond relative value using pricing, yield curve, credit spread, and stress testing.

Community
Advanced
HKUDSHKUDS
30.4k

credit-analysis

Evaluate credit risk and bond spread for fixed income issuers.

Official
Advanced
brainbytes-devbrainbytes-dev
2

credit-scoring-models

Evaluate corporate creditworthiness and predict default probability using quantitative models.

Community
Advanced
writerwriter
6

stress-test-scenario-narratives

Generate regulator-ready narratives for CCAR and DFAST stress testing programs.

Official
Advanced