How does the skill visualize the bank data?

It produces Bloomberg-style area charts with specific color schemes (Blue for loans, Red for deposits) to clearly show the cumulative volume and the resulting gap over time.

What metrics are used to assess bank stress?

The skill calculates the Decoupling Gap, Deposit Stress Ratio (gap per unit of new loans), and the Recovery Ratio from the peak deposit drawdown.

What is credit-deposit decoupling in the banking system?

It refers to a phenomenon where bank loans expand without a proportional increase in deposits, indicating that liquidity is being drawn out of the banking system into other assets like treasuries or money market funds.

Does this skill require a FRED API key?

No, this skill is designed to fetch public CSV data directly from FRED URLs, making it accessible without complex API configuration.

US Bank Credit-Deposit Decoupling Analyzer

Name: US Bank Credit-Deposit Decoupling Analyzer
Author: fatfingererr

byfatfingererr

Data Science & ML

Analyzes the divergence between US bank loan creation and deposit growth to evaluate the impact of Federal Reserve tightening policies.

About

This skill provides deep technical insights into the US banking system by tracking the 'Credit Creation Decoupling' phenomenon. It monitors the widening gap between credit expansion and deposit accumulation using live data from the Federal Reserve (FRED), helping users identify the real-world transmission effects of Quantitative Tightening (QT). By calculating specific metrics like the Deposit Stress Ratio and Maximum Drawdown, it offers a sophisticated view of liquidity flows, distinguishing between loan-driven deposit creation and the external forces pulling capital into money market funds or treasuries.

Key Features

Real-time calculation of cumulative changes and the 'Decoupling Gap' metric
Automated retrieval of FRED series data for commercial bank loans and deposits
0 GitHub stars
Advanced tracking of deposit dynamics including drawdown severity and recovery ratios
Generation of professional Bloomberg-style area charts for financial visualization
Automated macroeconomic assessments based on the Deposit Stress Ratio

Use Cases

Monitoring the impact of Federal Reserve Quantitative Tightening on bank liquidity
Generating professional data visualizations for financial reports and investment strategy
Performing macro-financial research on commercial bank balance sheet health

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills analyze-us-bank-credit-deposit-decoupling

For use in Claude.ai and ChatGPT

Download Skill

GitHub