money-markets-repo-stock-lending
CommunityAnalyze repo, borrow, and settlement risk.
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the analysis of money market repo and stock lending activities, providing insights into funding costs, borrow availability, and settlement risks.
Core Features & Use Cases
- Financing Cost Decomposition: Break down all-in financing costs into components like repo rates, borrow fees, and collateral impacts.
- Liquidity Stress Testing: Simulate market stress scenarios to assess funding liquidity under adverse conditions.
- Risk Monitoring: Track key metrics such as utilization, fail rates, and collateral concentration to identify and manage risks.
- Use Case: Use this Skill to monitor daily funding liquidity, identify potential borrow squeezes, and analyze the impact of settlement failures on financing costs.
Quick Start
Run the money markets repo stock lending diagnostics script with the input file 'input.csv' and save the output to 'diagnostics.json'.
Dependency Matrix
Required Modules
pandasargparsejson
Components
scriptsreferences
💻 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: money-markets-repo-stock-lending Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#money-markets-repo-stock-lending Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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