Summary
ECL 计量 — 对每个 Stage 的敞口计算预期信用损失(12 个月或存续期), 应用 PD / LGD / EAD 参数,生成 ECL 计量结果。 适用情形:完成 Stage 分类后,风险经理计算每个敞口的 ECL, 汇总 Stage 级别 ECL,准备迁徙分析和覆盖率验证。
vivy-yi/finance-skills
ECL 计量 — 对每个 Stage 的敞口计算预期信用损失(12 个月或存续期), 应用 PD / LGD / EAD 参数,生成 ECL 计量结果。 适用情形:完成 Stage 分类后,风险经理计算每个敞口的 ECL, 汇总 Stage 级别 ECL,准备迁徙分析和覆盖率验证。
npx skills add https://github.com/vivy-yi/finance-skills
ECL 计量 — 对每个 Stage 的敞口计算预期信用损失(12 个月或存续期), 应用 PD / LGD / EAD 参数,生成 ECL 计量结果。 适用情形:完成 Stage 分类后,风险经理计算每个敞口的 ECL, 汇总 Stage 级别 ECL,准备迁徙分析和覆盖率验证。
Related neighbors and high-traction skills in the same topics — useful to compare before installing.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. U…
9.6K installsCompute and compare investment return metrics including TWR, MWR (dollar-weighted IRR on portfo…
549 installsCalculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. U…
237 installsOther skills from vivy-yi/finance-skills · top by installs.
npx skills add https://github.com/vivy-yi/finance-skills
Declared targets from SKILL.md / docs. Unmarked agents are not listed — the skill may still install via the CLI.
master