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llmquant-credit

llmquant-credit

github.com/llmquantData & databases236465 installsUpdated 22w ago
Repository

About llmquant-credit

A credit-research workflow router for analyzing issuer risk, spread regimes, and high-yield stress. It is intended for users researching companies, bonds, or credit markets and emphasizes dated inputs, stale-data notices, and missing evidence.

Key features

  1. 01Routes among issuer and market credit workflows
  2. 02Reviews balance sheets, debt, and maturities
  3. 03Analyzes spreads and high-yield stress
  4. 04Uses LLMQuant Data for credit and macro evidence
  5. 05Reports dates, stale data, and missing inputs

Use cases

  1. 01Review an issuer’s debt and covenant risks
  2. 02Assess spread regimes and sector pressure
  3. 03Monitor refinancing risk and default pressure

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-credit

After installing, type/llmquant-creditin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
credit-spread-regime.md
high-yield-stress-monitor.md
issuer-credit-risk-review.md

Details

From the project README

LLMQuant Credit

This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.

Routing Rules

  1. Identify issuer, ticker, bond, index, sector, maturity bucket, credit rating, and horizon.
  2. Select the closest workflow below.
  3. Open only that workflow and any referenced local resources.
  4. Use LLMQuant Data for filings, debt schedule, fundamentals, rates, spreads, ratings, equity prices, CDS, and macro context.
  5. Report filing dates, market timestamps, rating dates, observation windows, stale notices, and missing inputs.

Workflow Index

User intentWorkflow
Review an issuer's balance-sheet, cash-flow, maturity, and covenant credit risk.workflows/issuer-credit-risk-review.md
Diagnose credit-spread regime, risk appetite, and sector pressure.workflows/credit-spread-regime.md
Monitor high-yield stress, refinancing risk, fallen angels, and default pressure.workflows/high-yield-stress-monitor.md

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

  • Retrieve issuer filings, financial statements, debt schedules, maturity ladders, segment exposure, and risk factors.
  • Retrieve bond, CDS, spread, rating, recovery, default, and sector credit data when available.
  • Retrieve rates, yield curves, equity prices, volatility, liquidity, macro, commodity, and FX context.
  • Retrieve ETF holdings or fund-flow data for credit ETFs and crowded exposures when available.

Fallback:

  • If bond-level, CDS, or rating data is unavailable, use filings, equity, rates, and macro evidence while naming missing credit-market inputs.
  • Do not estimate covenant headroom or default probability without required terms and market data.

Comments

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