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credit-analytics

Generate issuer and portfolio credit analytics from spread, curve, and migration signals.

Updated Feb 10, 2026
Search Tags:#cds#bond#spread analysis#credit risk#credit analytics#issuer monitoring
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill credit-analytics
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: credit-analytics
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/credit-analytics
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill credit-analytics

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, argparse, json, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the generation of actionable credit analytics for bonds and credit default swaps, enabling better monitoring of issuer credit conditions and identification of relative-value opportunities.

Core Features & Use Cases

  • Spread and Curve Analysis: Analyze bond and CDS spreads, curve slopes, and curvatures.
  • Transition Behavior: Monitor rating migrations and downgrade risks.
  • Relative-Value Screening: Identify mispricings between bonds and CDS.
  • Issuer-Level Monitoring: Track credit signals for individual issuers.
  • Use Case: Use this skill to validate bond-CDS basis behavior for a portfolio of corporate issuers, flagging any significant dislocations for further investigation.

Quick Start

Run the credit analytics validation script with the input file 'input.csv' and save the output to 'validation.json'.

Frequently Asked Questions about credit-analytics

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

FAQPage Schema
How do I analyze bond and CDS spreads for corporate issuers?▼

To analyze bond and CDS spreads, you can run deterministic validation scripts to evaluate curve slopes, curvatures, and detect relative-value mispricings for corporate issuers. This generates actionable analytics for monitoring credit conditions.

What is credit curve analysis and how does it monitor downgrade risks?▼

Credit curve analysis evaluates bond and CDS spread behaviors to monitor rating migrations and transition behaviors. By tracking these signals, you can identify issuer downgrade risks and flag significant dislocations for investigation.

Can I use pandas to validate bond-CDS basis behavior for a portfolio?▼

Yes, you can use pandas to validate bond-CDS basis behavior for a portfolio. The skill leverages pandas dependencies to process input CSV files, executing deterministic validation scripts to flag dislocations and output results to JSON format.

How do I screen for relative-value mispricings between bonds and credit default swaps?▼

To screen for relative-value mispricings between bonds and credit default swaps, run spread validation scripts that compare basis behavior across issuers. This identifies pricing dislocations for further investigation and portfolio monitoring.

Do I need a specific input format to generate issuer-level credit analytics?▼

You need an input CSV file to generate issuer-level credit analytics. Running the validation script processes spread, curve, and migration signals, outputting the validated credit analytics results to a JSON file.

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