Llmquant credit
Reusable Skills for LLMQuant Agent, Claude Code, Claude.ai, Cursor, Hermes Agent, OpenClaw and Codex, grounded in LLMQuant Data
npx -y skills add LLMQuant/skills --skill llmquant-creditAssembled from the repository path, not quoted from the project. Check it against their README if it does not work.
What its author says it does
Copied from the file, not written here
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.
SKILL.md
2.1 KB, as published. Nobody here has run it
LLMQuant Credit
This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.
Routing Rules
- Identify issuer, ticker, bond, index, sector, maturity bucket, credit rating, and horizon.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for filings, debt schedule, fundamentals, rates, spreads, ratings, equity prices, CDS, and macro context.
- 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 |
| 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.