credit-bond-analysis

You can estimate default risk by applying Altman Z-Score, Merton structural modeling, and KMV-style EDF logic to map issuer fundamentals into distress probability zones. This approach categorizes results into safety, gray, and danger zones for actionable credit signals.

Credit spread decomposition breaks down bond spreads into default, liquidity, and tax components. Interpreting these distinct components helps you transform yield behavior into structured estimates for fixed-income trade decisions.

Yes, LGFV cheng-tou analysis and ABS MBS tranche risk framing are specifically supported. The skill provides tailored frameworks for government, enterprise, and structured bonds within China fixed-income markets.

You can calculate duration, convexity, DV01, and KRD to measure interest-rate sensitivity. These deterministic valuation outputs support scenario-focused analysis and portfolio hedging strategies for specified bonds.

Yes, credit-bond-analysis operates independently with no listed dependencies. You can directly request issuer credit risk evaluations and receive bond valuation signals without needing external modules.

Merton structural modeling relies on issuer fundamentals and equity volatility, making it less suitable when underlying asset data is opaque or unavailable. In such cases, alternative default risk models like Altman Z-Score may provide better distress probability estimates.