CtrlK
BlogDocsLog inGet started
Tessl Logo

credit-analysis

固收与信用分析:信用债评级、利差分析、违约风险评估、城投债研究、可转债定价与策略。

60

Quality

70%

Does it follow best practices?

Run evals on this skill

Adds up to 20 points to the overall score

View guide

SecuritybySnyk

Passed

No findings from the security scan

Fix and improve this skill with Tessl

tessl review fix ./agent/src/skills/credit-analysis/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

71%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

The body shines on actionability with excellent executable repo code and specific gotchas, and its analysis workflows are clearly sequenced. It is weakened by conciseness (standard-concept re-explanation and formula duplication) and by being a 900-line monolith with no progressive disclosure into reference files.

Suggestions

Trim the standard bond-math and credit-model re-explanations (§1.2–1.4, §2.2, §3.1–3.2) that re-derive concepts Claude already knows, and remove the duration/convexity formula duplication across §2, §3, and §8 — defer to the §5 code.

Split bulk reference material (the S&P/Moody's/China rating table §1.1, China market structure §6, formula quick-reference §8) into separate files under references/ and link them from SKILL.md, keeping §5 implementation as the core.

Add explicit validation checkpoints to the analysis workflows (e.g. after computing Altman Z, sanity-check the zone against the §1.2 thresholds; after curve fitting, verify fit.rmse is near zero on a no-noise input).

DimensionReasoningScore

Conciseness

The ~900-line body re-explains standard concepts Claude already knows (Macaulay/modified duration, convexity, the BS/Merton derivation, KMV steps, rating-scale meanings) and duplicates the duration/convexity formulas across §2.2, §3.1–3.2, and §8; however the China-specific and repo-specific content genuinely earns its place, so 'mostly efficient but includes some unnecessary explanation that could be tightened'.

3 / 5

Actionability

Section 5 provides fully executable, copy-paste-ready code with real import paths (src.quantlib.fixedincome/credit), concrete calls, expected outputs (e.g. # 104.4518), parameter tables, and specific gotchas, covering the common cases (pricing, YTM, duration, curve fitting, Z-score, spreads, Merton/KMV).

5 / 5

Workflow Clarity

Several clearly sequenced numbered workflows exist (评分卡建模 §1.5, 城投一/二级分析 §6.2, 底层穿透 §6.3, 违约事后分析 §6.4) and §5.2 includes an explicit quality check (RMSE 6.4e-4 vs 4.0e-14 reconstruction), but most methodology sections lack explicit validation checkpoints — minor validation gaps consistent with a 4.

4 / 5

Progressive Disclosure

No bundle files exist and the entire 900-line reference is inlined in SKILL.md with no one-level-deep references; section headers are well-organized, but bulk reference material (rating tables §1.1, China market structure §6, formula quick-reference §8) that belongs in separate files is inlined, matching 'some structure but content that should be separate is inline'.

3 / 5

Total

15

/

20

Passed

Description

70%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

The description is specific and distinctive with strong natural trigger terms, but it lacks an explicit 'Use when...' clause, which caps completeness at 3 and leaves the trigger guidance implicit. Adding a use-when clause and a couple more natural terms (久期, 利率风险) would raise it.

Suggestions

Add an explicit 'Use when...' trigger clause to the description (e.g. 'Use when the user asks about 债券定价、信用评级、利差、城投债、可转债 or 中国固收市场') to satisfy the completeness 'when' requirement.

Include a few more natural trigger terms currently only in the body — 久期/duration, 利率风险, YTM, 国债 — for fuller keyword coverage.

Mention interest-rate risk management (DV01/久期) since it is a major body section (§3) currently absent from the description.

DimensionReasoningScore

Specificity

Names the domain and lists several concrete capability areas ("信用债评级、利差分析、违约风险评估、城投债研究、可转债定价与策略"), but they read slightly more as topic labels than crisp actions and omit interest-rate risk management, a major body section — a minor coverage gap consistent with the 4 anchor.

4 / 5

Completeness

The 'what' is clearly stated (fixed-income & credit analysis with five sub-areas) but there is no 'Use when...' or equivalent trigger guidance in the description; per the judging guideline a missing Use-when clause caps completeness at 3.

3 / 5

Trigger Term Quality

Includes natural domain vocabulary a user would actually say (固收、信用债、利差、违约风险、城投债、可转债), but misses a few common variations (久期、利率风险、YTM、国债) found only in the body, matching 'good keyword coverage; a few natural terms missing'.

4 / 5

Distinctiveness Conflict Risk

Occupies a clear niche (fixed-income/credit analysis) with distinct sub-triggers (城投债、可转债、信用利差) and minimal overlap risk; the body explicitly delineates boundaries against sibling skills (convertible-bond, macro-analysis, risk-management).

5 / 5

Total

16

/

20

Passed

Validation

87%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation14 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

skill_md_line_count

SKILL.md is long (910 lines); consider splitting into references/ and linking

Warning

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

14

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

Is this your skill?

If you maintain this skill, you can claim it as your own. Once claimed, you can manage eval scenarios, bundle related skills, attach documentation or rules, and ensure cross-agent compatibility.