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From llmquant-skills
Routes credit research workflows for issuer credit review, spread regime analysis, high-yield stress monitoring, and covenant context using LLMQuant Data.
npx claudepluginhub llmquant/skills --plugin llmquant-skillsHow this skill is triggered — by the user, by Claude, or both
Slash command
/llmquant-skills:llmquant-creditThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.
Analyzes corporate bonds and credit instruments including investment grade, high yield debt, credit spreads (OAS, Z-spread, G-spread), ratings, defaults, callable bonds, and private credit.
Routes risk workflows for LLMQuant: fear scoring, VIX regime, hedge design, and research health checks using LLMQuant Data.
Builds an institutional-quality CRE debt fund portfolio monitoring framework with traffic-light dashboard, watchlist with objective triggers, maturity wall analysis, concentration tracking, CECL-based loss reserves, rate exposure monitoring, facility covenant dashboard, and LP-reportable package.
Share bugs, ideas, or general feedback.
This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.
| 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 |
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
Fallback: