Contract

• Input: problem description and inputs defined by the skill body.
• Output: Markdown artifact with completed process steps.
• Side effects: none.
• Dependencies: none.
• Stop condition: all process steps executed; artifact saved with required sections.
• Risk: low.
• Boundary: produces reasoning artifact only; no system changes.

Credit Risk Modeling

Model credit risk at the instrument and portfolio level — PD, LGD, EAD, EL, UL — with default correlation and aggregation.

When to use