From fatfingererr-macro-skills
分析銀行貸款與存款之間的「信貸創造脫鉤」現象,追蹤存款的絕對收縮與回升軌跡,用以辨識聯準會緊縮政策在銀行體系內部的真實傳導效果。
npx claudepluginhub joshuarweaver/cascade-code-general-misc-1 --plugin fatfingererr-macro-skillsThis skill uses the workspace's default tool permissions.
<essential_principles>
Creates new Angular apps using Angular CLI with flags for routing, SSR, SCSS, prefixes, and AI config. Follows best practices for modern TypeScript/Angular development. Use when starting Angular projects.
Generates Angular code and provides architectural guidance for projects, components, services, reactivity with signals, forms, dependency injection, routing, SSR, ARIA accessibility, animations, Tailwind styling, testing, and CLI tooling.
Executes ctx7 CLI to fetch up-to-date library documentation, manage AI coding skills (install/search/generate/remove/suggest), and configure Context7 MCP. Useful for current API refs, skill handling, or agent setup.
<essential_principles>
**信貸創造的基本會計邏輯**傳統銀行體系下,貸款創造存款:
當這個關係「脫鉤」時:
2022-2023 年 QT 週期的關鍵特徵:
存款絕對收縮期(2022 Q2 - 2023 Q1)
存款回升期(2023 Q2 至今)
持續脫鉤
| 指標 | 定義 | 意義 |
|---|---|---|
| 貸款累積變化 | loans(t) - loans(t0) | 銀行資產端擴張 |
| 存款累積變化 | deposits(t) - deposits(t0) | 銀行負債端變化 |
| Decoupling Gap | 貸款累積變化 - 存款累積變化 | 脫鉤程度 |
| 存款最大回撤 | min(存款累積變化) | 存款收縮最嚴重的程度 |
| 存款回撤恢復比率 | (當前存款變化 - 最低點) / | 最低點 |
| Deposit Stress Ratio | Gap / 貸款累積變化 | 每單位新增貸款的存款缺口比 |
| 指標 | FRED Series ID | 說明 | 公開 URL |
|---|---|---|---|
| 銀行貸款總量 | TOTLL | Loans and Leases in Bank Credit, All Commercial Banks | https://fred.stlouisfed.org/graph/fredgraph.csv?id=TOTLL |
| 銀行存款總量 | DPSACBW027SBOG | Deposits, All Commercial Banks | https://fred.stlouisfed.org/graph/fredgraph.csv?id=DPSACBW027SBOG |
資料頻率:Weekly(週頻) 對齊方式:以最新共同日期為準
</essential_principles>
分析銀行信貸與存款的脫鉤現象,追蹤存款的收縮與回升動態。輸出三層訊號:
<quick_start>
最快的方式:使用 FRED 公開 CSV(無需 API Key)
Step 1:安裝依賴
pip install pandas numpy requests matplotlib
Step 2:執行快速分析
cd scripts
python decoupling_analyzer.py --quick
Step 3:執行完整分析(含視覺化)
python decoupling_analyzer.py \
--start 2022-06-01 \
--output ../../output/decoupling_$(date +%Y-%m-%d).json
Step 4:生成視覺化圖表(Bloomberg 風格面積圖)
python visualize_decoupling.py \
--start 2022-06-01 \
--output ../../output/credit_deposit_decoupling_$(date +%Y-%m-%d).png
輸出範例:
{
"period": "2022-06 to 2026-01",
"cumulative_changes": {
"loans_billion_usd": 2070.5,
"deposits_billion_usd": 506.8,
"gap_billion_usd": 1563.7
},
"deposit_dynamics": {
"max_drawdown_billion_usd": -1200.0,
"max_drawdown_date": "2023-04-12",
"recovery_from_trough_billion_usd": 1706.8,
"recovery_ratio": 1.42
},
"assessment": {
"decoupling_status": "severe",
"deposit_stress_ratio": 0.755,
"phase": "recovery_but_lagging"
}
}
</quick_start>
需要進行什麼分析?請選擇或直接提供分析參數。
| Response | Action | |------------------------------|------------------------------------------------------| | 1, "快速", "quick", "check" | 執行 `python scripts/decoupling_analyzer.py --quick` | | 2, "完整", "full", "analyze" | 執行完整分析並生成圖表 | | 3, "學習", "方法論", "why" | 閱讀 `references/methodology.md` | | 提供參數 (如日期範圍) | 使用指定參數執行分析 |路由後,執行對應腳本並生成視覺化圖表。
視覺化輸出:信貸-存款脫鉤面積圖
採用 Bloomberg Intelligence 風格,參考 FRED 原生圖表設計:
圖表特徵:
配色方案(遵循 Bloomberg 規範):
#1a1a2e(深藍黑)#4a90d9(藍色)#d94a4a(紅色)#ffffff(白色)#2d2d44(暗灰)快速繪圖:
cd scripts
python visualize_decoupling.py \
--start 2022-06-01 \
--output ../../output/credit_deposit_decoupling_YYYY-MM-DD.png
輸出路徑:output/credit_deposit_decoupling_YYYY-MM-DD.png
圖表解讀:
<input_schema>
**Type**: string (ISO YYYY-MM-DD) **Description**: 分析起始日期 **Default**: "2022-06-01" **Example**: "2022-06-01" **Type**: string (ISO YYYY-MM-DD) **Description**: 分析結束日期 **Default**: 今天</input_schema>
<output_schema> 完整輸出結構:
{
"skill": "analyze_bank_credit_deposit_decoupling",
"version": "2.0.0",
"status": "success",
"analysis_period": {
"start": "2022-06-01",
"end": "2026-01-07"
},
"data_sources": {
"loans": {
"series_id": "TOTLL",
"url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=TOTLL"
},
"deposits": {
"series_id": "DPSACBW027SBOG",
"url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DPSACBW027SBOG"
}
},
"cumulative_changes": {
"loans_billion_usd": 2070.5,
"deposits_billion_usd": 506.8,
"gap_billion_usd": 1563.7,
"gap_trillion_usd": 1.56
},
"deposit_dynamics": {
"max_drawdown_billion_usd": -1200.0,
"max_drawdown_date": "2023-04-12",
"current_vs_trough_billion_usd": 1706.8,
"recovery_ratio": 1.42,
"phase": "recovery_but_lagging"
},
"assessment": {
"decoupling_status": "severe",
"deposit_stress_ratio": 0.755,
"interpretation": "每新增 $1 貸款,僅有 $0.24 形成存款"
},
"macro_implication": "銀行信貸與存款出現嚴重脫鉤..."
}
</output_schema>
<success_criteria> 分析成功時應產出:
<scripts_index>
| Script | Command | Purpose |
|---|---|---|
| decoupling_analyzer.py | --quick | 快速檢查最新訊號 |
| decoupling_analyzer.py | --start DATE | 完整分析 |
| visualize_decoupling.py | --start DATE --output | 生成 Bloomberg 風格面積圖 |
| </scripts_index> |