Llmquant Credit

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.