money-markets-repo-stock-lending
Money Markets Repo Stock Lending workflows for funding, collateral, and borrow analytics across gc and special repo, securities lending, and settlement-fail dynamics. use when tasks involve money-market pricing, financing cost modeling, borrow availability, repo basis trading, or production monitoring of funding liquidity.
How do I install this agent skill?
npx skills add https://github.com/ghostof0days/codex-quant-skills --skill money-markets-repo-stock-lendingIs this agent skill safe to install?
- Gen Agent Trust Hubpass
The skill is a specialized tool for financial diagnostics in money markets. It processes user-provided CSV data to calculate liquidity and funding metrics. No security risks were identified.
- Socketpass
No alerts
- Snykpass
Risk: LOW · No issues
What does this agent skill do?
Money Markets Repo Stock Lending
objective
Execute funding and borrow workflows with reproducible analytics, explicit controls, and production-ready monitoring.
workflow
- define instrument universe, funding horizon, and financing benchmark assumptions.
- ingest repo, borrow, inventory, haircut, and settlement-fail data with point-in-time alignment.
- decompose financing costs into gc, specialness, borrow fees, and collateral frictions.
- stress liquidity using utilization spikes, fail-rate jumps, and collateral concentration shocks.
- release only when funding metrics are stable, explainable, and within risk limits.
required diagnostics
- specialness behavior by instrument, tenor, and venue.
- all-in financing cost stability versus benchmark funding curves.
- borrow utilization pressure and inventory-depletion risk.
- settlement-fail clusters and carry impact.
- collateral concentration and haircut sensitivity.
risk controls
- enforce counterparty, collateral, and tenor concentration limits.
- enforce hard alerts on fail-rate and utilization breaches.
- enforce fallback assumptions for stale or missing borrow data.
outputs
- run
python scripts/money_markets_repo_stock_lending_diagnostics.py input.csv --output diagnostics.jsonand keep the json artifact. - write an implementation memo using
references/money-markets-repo-stock-lending-playbook.mdwith assumptions, tests, limits, and rollout plan.
resources
- use
scripts/money_markets_repo_stock_lending_diagnostics.pyfor deterministic diagnostics. - use
references/money-markets-repo-stock-lending-playbook.mdfor the domain checklist and delivery structure.
How can the creator link this skill?
Add the canonical catalog link to the repository README so users can inspect current installs and available audits. The publishing guide covers the complete discovery path.
<a href="https://skillzs.dev/skills/ghostof0days/codex-quant-skills/money-markets-repo-stock-lending">View money-markets-repo-stock-lending on skillZs</a>