Agent skill

Lending Risk Brief

by mohitagw15856 in mohitagw15856/pm-claude-skills

Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch…

MITAuto-check passedBusiness, Finance & HR

Install Lending Risk Brief

skills CLI
$ npx skills add mohitagw15856/pm-claude-skills --skill lending-risk-brief -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install mohitagw15856/pm-claude-skills lending-risk-brief --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/mohitagw15856/pm-claude-skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/lending-risk-brief .claude/skills/lending-risk-brief && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
lending-risk-brief
GitHub stars
1.4k
Token cost
~1.5k tokens
SKILL.md length
754 words
Files
1
Skills in repo
1,348
Repo updated
First seen
Licence
MIT

At a glance

Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch…

  • Asked to write a portfolio risk report
  • SKILL.md covers What This Skill Produces, Required Inputs, Portfolio Framework and Output Format, plus 3 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md
  • Credit risk committee brief

What it does

Lending Risk Brief is an agent skill from mohitagw15856/pm-claude-skills. Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch names, and actions. Use when asked to write a portfolio risk report, credit risk committee brief, loan book review, or quarterly portfolio quality update. Produces a structured risk brief with concentration tables, migration narrative, scenario read, watch list, and recommended actions.

Its SKILL.md is about 1.5k tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in Business, Finance & HR, covering Banking and insurance. The repository describes itself as: 1255 professional Agent Skills for Claude, ChatGPT, Gemini, Cursor & Codex — PRDs, postmortems, leases, medical bills, layoffs, go-bags, new countries. Plain markdown, MIT, in… The licence is MIT.

When your agent uses it

  • Asked to write a portfolio risk report
  • Credit risk committee brief
  • Loan book review
  • Quarterly portfolio quality update

Example prompts

  • “/lending-risk-brief”

What it can do on your machine

Read from SKILL.md and the folder at commit 1cbf1f0. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Lending Risk Brief loads about 1.5k tokens when it runs. Until then it costs about 125 tokens; SKILL.md has 754 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~125
When it runs · the whole SKILL.md, loaded when a task matches
~1.5k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from mohitagw15856/pm-claude-skills at commit 1cbf1f0, republished under its MIT licence (© mohitagw15856). 754 words, ~1,499 tokens.

Download SKILL.mdSave it as .claude/skills/lending-risk-brief/SKILL.md (or your agent's skills folder).
name
lending-risk-brief
description
Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch names, and actions. Use when asked to write a portfolio risk report, credit risk committee brief, loan book review, or quarterly portfolio quality update. Produces a structured risk brief with concentration tables, migration narrative, scenario read, watch list, and recommended actions.

Lending Risk Brief Skill

A loan book fails in patterns before it fails in names. This skill writes the portfolio-level brief that makes the patterns visible: where the book is concentrated, which vintages are misbehaving, which way the grades are migrating, what the macro could do to it, and which names need decisions now.

What This Skill Produces

  • Concentration analysis: sector, geography, single-name — each against limits
  • Vintage performance comparison
  • A migration-matrix narrative (not just the matrix)
  • Macro-sensitivity scenarios (base / adverse / severe) with named transmission channels
  • A top-10 watch-names table
  • Recommended actions with owners

Required Inputs

Ask for what's available; compute what the data supports and mark the rest [data gap — request from portfolio systems]:

  • Portfolio snapshot — exposures by borrower, sector, geography, grade, origination vintage
  • Concentration limits from the risk appetite statement, if set
  • Grade migrations this period (upgrades/downgrades by exposure)
  • Delinquency/NPL and provision figures, current and prior periods
  • Watch-list candidates already known to the team

Portfolio Framework

1. Concentration. Three cuts, each vs its limit (or vs a stated reference norm if no limit exists — and flag the missing limit as a finding): top sector and top-3 sector share; geographic share; single-name — top-10 and top-20 obligor share, largest single exposure vs capital. Concentration that grew via passive drift (runoff elsewhere) deserves the same flag as active growth — say which it was. Correlated concentrations count together (e.g. construction lending + commercial-real-estate collateral is one bet, not two).

2. Vintage performance. Compare cohorts at the same age on-book (delinquency/default at month 12, 24…), not calendar snapshots — a young book always looks clean. A vintage underperforming its age-matched predecessors signals an underwriting-standards question for that origination period; name the period and what changed in criteria then, if known.

3. Migration narrative. Report net migration by exposure, not count. The narrative must answer: is movement drift (broad one-notch slippage → macro/sector pressure) or jumps (multi-notch falls → underwriting or monitoring misses)? Which sectors drive the downgrades? Are downgrades arriving before delinquency (grading works) or after (grading lags — a finding in itself)?

4. Macro scenarios. Base / adverse / severe. For each: the named driver (rates, unemployment, property values, sector shock) and its transmission channel into this specific book ("+200bps hits the 34% of book on floating rate at refinance; DSCR<1.2x share rises from X to Y [compute from data]"). Severity framing over precision — label all scenario numbers as estimates.

5. Watch names. Top 10 by exposure-weighted concern: name/ref, exposure, grade and recent movement, the concern in one sentence, the action and its owner and date.

6. Actions. Each tied to a finding: limit proposals, sector pause/tighten, deep-dive reviews, provision considerations, data fixes. An observation without an action is a gap — either act or state why watching is the action.

Output Format

Show full SKILL.md (302 more words)Show less
Portfolio risk brief: [portfolio / as-at date]

1. Headline read — 3–4 sentences: direction of book quality and the one thing committee must decide. 2. Concentration — table per cut: segment | exposure | share % | limit | headroom | trend. 3. Vintage performance — cohorts at matched age, worst vintage named. 4. Migration — net migration by exposure + the drift-vs-jumps narrative. 5. Scenarios — base/adverse/severe: driver | transmission channel | estimated impact. 6. Top-10 watch names — ref | exposure | grade Δ | concern | action | owner | date. 7. Actions — numbered, each tied to its finding, with owner.

End with: "This brief is analytical support, not a credit, provisioning, or capital determination. Decisions follow your institution's risk policy and applicable regulation."

Quality Checks

  • Every concentration cut is compared to a limit, or the absent limit is flagged as a finding
  • Correlated concentrations are counted together, not reported as separate comfort
  • Vintages compared at matched age on-book, not calendar date
  • Migration reported by exposure with a drift-vs-jumps interpretation
  • Each scenario names its transmission channel into this book, not a generic macro headline
  • Every watch name and every finding has an action with an owner
  • Estimated figures labelled as estimates; missing data marked [data gap]

Anti-Patterns

  • Do not let a young book's low arrears pass as quality — age-match or say you can't
  • Do not present the migration matrix without the narrative — the matrix is data, the drift-vs-jumps read is the analysis
  • Do not report single-name and sector concentration as independent when they overlap in the same names
  • Do not write a scenario without its transmission channel into this specific book
  • Do not list an observation without an action or an explicit "monitor, because…"
  • Do not invent portfolio statistics — compute from provided data or mark the gap

Example Trigger Phrases

  • "Write a portfolio risk report."
  • "Write the loan book review."
  • "Write the quarterly portfolio quality update."
  • "Brief the credit risk committee."

© mohitagw15856, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in skills/lending-risk-brief of mohitagw15856/pm-claude-skills.

Open the folder on GitHubat commit 1cbf1f0

Compare with similar skills

Lending Risk Brief next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Lending Risk Brief compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Lending Risk Brief this skillmohitagw15856/pm-claude-skills1.4k—~1.5kAutomated safety check: PassMIT
Swapper Depositswapperfinance/swapper-toolkit852—~1.8kAutomated safety check: PassMIT
Okx Cex Earnokx/agent-skills1872 repos~3.3kAutomated safety check: PassMIT
Buffettdigoal/blog8.6k1 repos~2.7kAutomated safety check: PassGPL-2.0
Solana Payments Wallets Tradingnpc-live/clawfirm1561 repos~4.7kAutomated safety check: PassMIT
Oracle Flashloan Analysisquillai-network/quillshield_skills130—~2.8kAutomated safety check: PassMIT

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Questions about Lending Risk Brief

What does Lending Risk Brief do?

Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch…. Lending Risk Brief is an agent skill from mohitagw15856/pm-claude-skills. Write a portfolio-level lending risk brief: concentration analysis by sector, geography and single name, vintage performance, migration matrix narrative, macro-sensitivity scenarios, top watch names, and actions.

When should I use Lending Risk Brief?

Lending Risk Brief fits situations like: asked to write a portfolio risk report; credit risk committee brief; loan book review; quarterly portfolio quality update.

How do I install Lending Risk Brief in Claude Code?

Run `npx skills add mohitagw15856/pm-claude-skills --skill lending-risk-brief -a claude-code`. Or copy the skill folder (skills/lending-risk-brief in mohitagw15856/pm-claude-skills) into .claude/skills/lending-risk-brief in your project. Claude Code loads it when a task matches its description.

How do I install Lending Risk Brief in Codex?

Run `npx skills add mohitagw15856/pm-claude-skills --skill lending-risk-brief -a codex`. Or copy the skill folder (skills/lending-risk-brief in mohitagw15856/pm-claude-skills) into .agents/skills/lending-risk-brief in your project. Codex loads it when a task matches its description.

Can I use Lending Risk Brief in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add mohitagw15856/pm-claude-skills --skill lending-risk-brief -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/lending-risk-brief, .gemini/skills/lending-risk-brief, .github/skills/lending-risk-brief and .opencode/skills/lending-risk-brief in your project.

What does Lending Risk Brief need to run?

SKILL.md names no scripts, command-line tools or credentials: Lending Risk Brief is instructions for the agent only.

Does Lending Risk Brief access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Lending Risk Brief safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Lending Risk Brief use?

Lending Risk Brief is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Lending Risk Brief use?

About 1.5k tokens (SKILL.md is roughly 6k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Lending Risk Brief?

Skills that share tags, products or a category with Lending Risk Brief: Swapper Deposit (swapperfinance/swapper-toolkit, 852 stars), Okx Cex Earn (okx/agent-skills, 187 stars), Buffett (digoal/blog, 8.6k stars) and Solana Payments Wallets Trading (npc-live/clawfirm, 156 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Lending Risk Brief?

mohitagw15856 (a GitHub user) maintains it in mohitagw15856/pm-claude-skills, which has 1,434 GitHub stars. The repository holds 1,348 skills in this directory. The repository was last updated on October 9, 2026.

Source: mohitagw15856/pm-claude-skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.