AgentSkillsCN

money-markets-repo-stock-lending

适用于资金、抵押品与借贷分析的货币市场回购与股票借贷工作流，涵盖GC与特殊回购、证券借贷以及结算失败等动态。当任务涉及货币市场定价、融资成本建模、借贷可用性、回购基差交易，或对资金流动性进行生产监控时，可选用此类工作流。

SKILL.md
--- frontmatter
name: money-markets-repo-stock-lending
description: "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."

Money Markets Repo Stock Lending

objective

Execute funding and borrow workflows with reproducible analytics, explicit controls, and production-ready monitoring.

workflow

  1. •define instrument universe, funding horizon, and financing benchmark assumptions.
  2. •ingest repo, borrow, inventory, haircut, and settlement-fail data with point-in-time alignment.
  3. •decompose financing costs into gc, specialness, borrow fees, and collateral frictions.
  4. •stress liquidity using utilization spikes, fail-rate jumps, and collateral concentration shocks.
  5. •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.json and keep the json artifact.
  • •write an implementation memo using references/money-markets-repo-stock-lending-playbook.md with assumptions, tests, limits, and rollout plan.

resources

  • •use scripts/money_markets_repo_stock_lending_diagnostics.py for deterministic diagnostics.
  • •use references/money-markets-repo-stock-lending-playbook.md for the domain checklist and delivery structure.