credit-transition-matrix
Installation
SKILL.md
信用转移矩阵 (credit-transition-matrix)
处理信用评级转移矩阵,支持Not-Rated状态重分配、年度与月度矩阵转换、状态空间定义及数据集表征。
Pipeline
data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization
Top Use Cases (22 total)
Adjust Not-Rated State in Credit Migration Matrices (UC-101)
Credit rating transition matrices often contain 'not-rated' (NR) observations that need to be redistributed to rated states for downstream risk calcul Triggers: not-rated, NR adjustment, credit migration
Adjust Not-Rated State via Python Script (UC-104)
Corporate credit rating migration data contains NR (not-rated) states that must be removed using noninformative redistribution method before calculati Triggers: not-rated, NR removal, credit rating