credit-risk
CommunityAssess credit risk and default probability.
Authorkeith-mvs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides frameworks to evaluate issuer credit risk, downgrade probabilities, and market-implied default signals to support fixed income risk management and portfolio decisions.
Core Features & Use Cases
- Fundamental vs Market-Implied Risk: Balance company fundamentals with market-implied default signals.
- PD/LGD Modeling: Frameworks for estimating default probabilities and loss given default.
- Rating Agency Context: Interpreting Moody's/S&P/Fitch scales and historical data.
- Deliverables: PD/LGD dashboards, default-risk scoring, and risk monitoring templates.
Quick Start
Simple instruction: "Estimate implied default probability from given credit spread, recovery, and horizon."
Dependency Matrix
Required Modules
numpypandasscipy
Components
scriptsreferencesassets
💻 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-risk Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#credit-risk Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.