/vkkm:credit-risk
CommunityAssess credit risk with Basel framework.
AuthorVaibhavkkm
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill quantifies credit risk for borrowers by calculating essential metrics like Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD), enabling informed lending and pricing decisions.
Core Features & Use Cases
- Comprehensive Risk Metrics: Calculates PD, EAD, LGD, Expected Loss (EL), and Unexpected Loss (UL).
- Flexible Input Handling: Adapts to available data, including financial statements (via Z-Score), credit ratings, loan details, collateral, and industry benchmarks.
- Use Case: A bank loan officer can use this Skill to quickly assess the risk of a new loan application, determining if the expected return justifies the potential loss and if the terms are appropriate.
Quick Start
Use the credit-risk skill to assess a borrower with a Z-Score of 1.6, a €500,000 term loan, and €200,000 in senior secured property collateral.
Dependency Matrix
Required Modules
None requiredComponents
references
💻 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: /vkkm:credit-risk Download link: https://github.com/Vaibhavkkm/vkkm-aegis-plugin/archive/main.zip#vkkm-credit-risk Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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