llmquant-credit — Claude Code skill: credit analysis
Routes issuer credit reviews, spread-regime analysis, and high-yield stress checks. Use it for debt, ratings, covenant, and default-risk work.
npx skills add LLMQuant/skills --skill llmquant-credit -a claude-codeWhat llmquant-credit does
This skill classifies the request and selects a matching workflow: issuer credit-risk review, credit-spread regime analysis, or high-yield stress monitoring. It can organize the review around an issuer, ticker, bond, index, sector, maturity bucket, rating, and research horizon.
The package contains routing rules and links to local workflow files. Its data contract points to LLMQuant Data for filings, debt schedules, rates, spreads, ratings, CDS, equity prices, and macro context. It does not estimate covenant headroom or default probability when the required covenant terms and market inputs are missing.
What it helps with
- review an issuer’s balance-sheet and debt risk
- diagnose a credit-spread regime
- monitor high-yield refinancing stress
- track default pressure and fallen angels
- connect ratings with maturities and market signals
Example prompts for the agent
- Review this issuer’s credit risk using its balance sheet, cash flow, debt schedule, and covenant context.
- Diagnose the current credit-spread regime and sector pressure.
- Monitor high-yield stress, refinancing risk, and default pressure for this issuer.
How to install llmquant-credit
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-credit -a claude-code2Manually: put the files in place
~/.claude/skills/llmquant-credit/SKILL.mdCopy the whole skill folder; for one project use .claude/skills/llmquant-credit/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-credit -a codex2Manually: put the files in place
.agents/skills/llmquant-credit/SKILL.mdFor all projects use ~/.agents/skills/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-credit -a cursor2Manually: put the files in place
.cursor/skills/llmquant-credit/SKILL.mdCursor also reads .agents/skills/ and .claude/skills/
1GitHub CLI
gh skill install LLMQuant/skills llmquant-credit2Manually: put the files in place
.github/skills/llmquant-credit/SKILL.md1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-credit -a gemini-cli2Platform CLI
gemini skills install https://github.com/LLMQuant/skills --path skills/llmquant-creditManually: put the files in place
.devin/skills/llmquant-credit/SKILL.mdThe legacy .windsurf/skills/ path still works
Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-credit -a opencodeClaude.ai
Zip the folder and upload it in Settings → Capabilities → Skills
Step by step, with commands for each platform: How to install skills in Claude Code: five ways
Questions about llmquant-credit
How do I install llmquant-credit in Claude Code?
Run npx skills add LLMQuant/skills --skill llmquant-credit -a claude-code, then check ~/.claude/skills/llmquant-credit/SKILL.md.
What does llmquant-credit do?
It routes a credit-research request to an issuer-risk review, credit-spread regime analysis, or high-yield stress workflow.
What data does llmquant-credit use?
It is designed to use LLMQuant Data for filings, debt schedules, rates, spreads, ratings, CDS, equity prices, and macro context. Required covenant terms and market inputs are needed for covenant-headroom or default-probability estimates.
Source text
SKILL.md · MIT
--- name: llmquant-credit description: Router skill for LLMQuant credit workflows. Use when the user needs issuer credit review, spread regime analysis, high-yield stress monitoring, default risk, debt maturity, or covenant context. input_data_source: LLMQuant Data category: credit --- # 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 intent | Workflow | |---|---| | Review an issuer's balance-sheet, cash-flow, maturity, and covenant credit risk. | [`workflows/issuer-credit-risk-review.md`](workflows/issuer-credit-risk-review.md) | | Diagnose credit-spread regime, risk appetite, and sector pressure. | [`workflows/credit-spread-regime.md`](workflows/credit-spread-regime.md) | | Monitor high-yield stress, refinancing risk, fallen angels, and default pressure. | [`workflows/high-yield-stress-monitor.md`](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.
© LLMQuant · MIT · LLMQuant/skills
