credit-bond-analysis
CommunityTurn credit and bond risk into actionable signals.
Finance & Accounting#credit analysis#default risk#credit spread#bond valuation#LGFV#duration and DV01#ABS MBS tranches
Authorloanntc
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps you evaluate fixed-income credit risk by converting bond yield, spread behavior, and issuer fundamentals into structured estimates of default risk and valuation signals.
Core Features & Use Cases
- Credit rating & spread analysis: Maps rating concepts to practical default-risk interpretation and explains how credit spreads decompose into default/liquidity/tax components for trade decisions.
- Default risk models: Applies Altman Z-Score, Merton structural modeling, and KMV-style EDF logic to estimate distress probability and interpret results via safety/gray/danger zones.
- China fixed-income scenario coverage: Provides frameworks for government/enterprise bonds, LGFV (cheng-tou) analysis, ABS/MBS tranche risk thinking, and interest-rate risk measures (duration, convexity, DV01, KRD) that support portfolio hedging.
Quick Start
Ask the skill to analyze an issuer’s credit risk and produce a credit spread and duration/DV01-style risk perspective for the bond(s) you specify.
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-bond-analysis Download link: https://github.com/loanntc/Paave/archive/main.zip#credit-bond-analysis Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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