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credit-analysis

Assess issuer credit risk and price credit-sensitive instruments using Altman Z-Score, Merton, KMV, and credit-spread models.

Updated Aug 23, 2026
Search Tags:#fixed-income#bond-pricing#credit-spreads#risk-models#credit-analysis#default-risk#EDF
One-click install
npx skills add https://github.com/prinzeval/Vibe-Trading --skill credit-analysis-prinzeval
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: credit-analysis
Source: https://github.com/prinzeval/Vibe-Trading/tree/main/VALENDATA/agent/src/skills/credit-analysis
Command: npx skills add https://github.com/prinzeval/Vibe-Trading --skill credit-analysis-prinzeval

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Fixed-income analysis often requires synthesizing accounting metrics, market data, and risk models to quantify credit risk, price default-sensitive instruments, and assess expected losses.

Core Features & Use Cases

  • Integrates Altman Z-Score, Merton, KMV, and credit-spread frameworks to assess default risk for corporate bonds, LGFV, ABS, and convertible bonds.
  • Computes EDFs, credit spreads, and scenario-based sensitivities to support portfolio risk management and relative value.

Quick Start

Instruct the model to evaluate a sample issuer's financials and market data, producing a PD/EDF, spread, and recovery-rate estimates.

Frequently Asked Questions about credit-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate default risk and credit spreads for corporate bonds?▼

You can assess default risk and credit spreads by applying Altman Z-Score, Merton, and KMV frameworks to financial statements and market prices, producing structured probability of default and spread outputs.

What is the best way to assess LGFV and ABS credit risk?▼

Assessing LGFV and ABS credit risk involves applying structural and credit-spread frameworks to evaluate expected default frequencies and recovery rates. These models ingest financial and macro inputs to deliver scenario-based sensitivity metrics for portfolio risk management.

Can I compute EDF and probability of default using Merton and KMV models?▼

Yes, Merton and KMV models compute EDF and probability of default by processing issuer financials and market data to quantify expected default frequencies across credit-sensitive instruments.

Does credit analysis support scenario analysis and recovery rate estimation for convertibles?▼

Yes, credit analysis supports scenario analysis and recovery rate estimation for convertibles by applying credit-spread frameworks to macro inputs and market prices to deliver structured sensitivity outputs and recovery estimates.

How do I price credit-sensitive instruments using Altman Z-Score and credit-spread frameworks?▼

Pricing credit-sensitive instruments involves applying Altman Z-Score and credit-spread frameworks to financial statements and market data to quantify default risk and assess expected losses with scenario sensitivities.

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