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LLMQuant Credit | DecimalAI

financeby llmquant

LLMQuant Credit

llmquant/llmquant-credit

Source llmquant/skills ↗License MIT

Router skill for LLMQuant credit workflows.

SkillScore39Maintained

Automatic

Finance & Accounting pack

Last verified 9/26/2026

What it changes

Passed 9 of 23 test cases with the skill, and 6 of 23 without it.

Without skill26%

With skill39%

Checks it passed that the model alone missed

The response explicitly names missing credit market data inputs.
The response includes observation windows for high-yield spreads.
The response identifies CDS pricing as a missing credit market input.

and 2 more in the full report

3 fixed6 passed either way14 still failing0 broke

Pass-rate lift: +13 pp
Tokens: +16%
Agent turns: 0%
Response time: +2%

Model gemini-3.6-flashMeasured 9/26/2026v19 of 23 cases passed with skill

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/llmquant-llmquant-credit/SKILL.md https://app.decimal.ai/s/llmquant-llmquant-credit/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add llmquant-llmquant-credit, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/llmquant-llmquant-credit/ and pins it in .decimal/skills.lock

decimalai skills add llmquant-llmquant-credit

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/llmquant-llmquant-credit/SKILL.md https://app.decimal.ai/s/llmquant-llmquant-credit/SKILL.md

Raw file: /s/llmquant-llmquant-credit/SKILL.md ↗ · machine-readable summary at /s/llmquant-llmquant-credit.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

See it in action

One of 3 test cases the skill fixed. Same model, same prompt, with and without the skill.

1 of 3

Prompt

What is the exact 1-year default probability for Chemours ($CC)? Give a single numerical percentage based on their latest SEC filing.

What was checked, without and with the skill
Checked	Without skill	With skill
The response declines to estimate a numerical default probability without market pricing data.	Passed	Passed
The response identifies CDS pricing as a missing credit market input.	Missed	Passed

case-13 · gemini-3.6-flash · 9/26/2026 · answers are capped and redacted

What's inside

The instructions your model reads when the skill loads.

SKILL.md31 lines3 filesincludes scripts

LLMQuant Credit

This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.

Routing Rules

Identify issuer, ticker, bond, index, sector, maturity bucket, credit rating, and horizon.
Select the closest workflow below.
Open only that workflow and any referenced local resources.
Use LLMQuant Data for filings, debt schedule, fundamentals, rates, spreads, ratings, equity prices, CDS, and macro context.
Report filing dates, market timestamps, rating dates, observation windows, stale notices, and missing inputs.

Workflow Index

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`

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

Retrieve issuer filings, financial statements, debt schedules, maturity ladders, segment exposure, and risk factors.
Retrieve bond, CDS, spread, rating, recovery, default, and sector credit data when available.
Retrieve rates, yield curves, equity prices, volatility, liquidity, macro, commodity, and FX context.
Retrieve ETF holdings or fund-flow data for credit ETFs and crowded exposures when available.

Fallback:

If bond-level, CDS, or rating data is unavailable, use filings, equity, rates, and macro evidence while naming missing credit-market inputs.
Do not estimate covenant headroom or default probability without required terms and market data.

Track record

Benchmark

9 / 23

test cases passed, vs 6 / 23 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v5 — 8/27/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

llmquant / skills

skills/llmquant-credit/SKILL.md

View on GitHub ↗

License MITImported 8/27/2026Version v1Bundled 2 files · scripts

Other skills for the same job

Published skills whose descriptions closely match this one, with their headline benchmark lift.

More skills from the same source and nearby in the registry, with their headline benchmark lift.

Ready to supercharge your AI agents?

See it in action

What's inside

LLMQuant Credit

Routing Rules

Workflow Index

LLMQuant Data Contract

Track record

Benchmark

Adoption

SkillSafety

Source

Other skills for the same job

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