MCPInstall

datanalysis-credit-risk

by github OfficialDocs & Writing

Credit risk data cleaning and variable screening pipeline for pre-loan modeling. Use when working with raw credit data that needs quality assessment, missing value analysis, or variable selection before modeling. it covers data loading and formatting, abnormal period filtering, missing rate calculation, high-missing variable removal,low-IV variable filtering, high-PSI variable removal, Null Importance denoising, high-correlation variable removal, and cleaning report generation. Applicable scenarios arecredit risk data cleaning, variable screening, pre-loan modeling preprocessing.

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Install

Works with every agent the skills CLI supports.

npx skills add https://github.com/github/awesome-copilot --skill datanalysis-credit-risk
  1. 01

    Install

    Run the command in your project. The CLI asks which agents to install for.

  2. 02

    Describe the task

    Ask your agent for something this skill covers. It loads datanalysis-credit-risk automatically when relevant.

  3. 03

    Review the result

    The agent follows the SKILL.md steps, scripts and references bundled with the skill.

Security audits

Independent scans of the skill's instructions and bundled files.

Gen Agent Trust Hub WarnMEDIUM ·The skill provides a credit risk data cleaning and variable screening pipeline. A security concern was identified regarding unsafe deserialization when loading dataset files, as the utility attempts to parse user-provided file paths using Python pickle deserialization.
Socket Warn1 alert: gptAnomaly
Snyk PassLOW ·Risk: LOW · No issues
Runlayer PassLOW ·2/4 files flagged
ZeroLeaks PassNONE ·Score: 93/100 · 2 sections analyzed

SKILL.md

The instructions your agent reads when the skill is triggered.

Data Cleaning and Variable Screening

Quick Start

# Run the complete data cleaning pipeline
python ".github/skills/datanalysis-credit-risk/scripts/example.py"

Complete Process Description

The data cleaning pipeline consists of the following 11 steps, each executed independently without deleting the original data:

  1. Get Data - Load and format raw data
  2. Organization Sample Analysis - Statistics of sample count and bad sample rate for each organization
  3. Separate OOS Data - Separate out-of-sample (OOS) samples from modeling samples
  4. Filter Abnormal Months - Remove months with insufficient bad sample count or total sample count
  5. Calculate Missing Rate - Calculate overall and organization-level missing rates for each feature
  6. Drop High Missing Rate Features - Remove features with overall missing rate exceeding threshold
  7. Drop Low IV Features - Remove features with overall IV too low or IV too low in too many organizations
  8. Drop High PSI Features - Remove features with unstable PSI
  9. Null Importance Denoising - Remove noise features using label permutation method
  10. Drop High Correlation Features - Remove high correlation features based on original gain
  11. Export Report - Generate Excel report containing details and statistics of all steps

Core Functions

FunctionPurposeModule
get_dataset()Load and format datareferences.func
org_analysis()Organization sample analysisreferences.func
missing_check()Calculate missing ratereferences.func
drop_abnormal_ym()Filter abnormal monthsreferences.analysis
drop_highmiss_features()Drop high missing rate featuresreferences.analysis
drop_lowiv_features()Drop low IV featuresreferences.analysis
drop_highpsi_features()Drop high PSI featuresreferences.analysis
drop_highnoise_features()Null Importance denoisingreferences.analysis
drop_highcorr_features()Drop high correlation featuresreferences.analysis
iv_distribution_by_org()IV distribution statisticsreferences.analysis
psi_distribution_by_org()PSI distribution statisticsreferences.analysis
value_ratio_distribution_by_org()Value ratio distribution statisticsreferences.analysis
export_cleaning_report()Export cleaning reportreferences.analysis

Parameter Description

Data Loading Parameters

  • DATA_PATH: Data file path (best are parquet format)
  • DATE_COL: Date column name
  • Y_COL: Label column name
  • ORG_COL: Organization column name
  • KEY_COLS: Primary key column name list

OOS Organization Configuration

  • OOS_ORGS: Out-of-sample organization list

Abnormal Month Filtering Parameters

  • min_ym_bad_sample: Minimum bad sample count per month (default 10)
  • min_ym_sample: Minimum total sample count per month (default 500)

Missing Rate Parameters

  • missing_ratio: Overall missing rate threshold (default 0.6)

IV Parameters

  • overall_iv_threshold: Overall IV threshold (default 0.1)
  • org_iv_threshold: Single organization IV threshold (default 0.1)
  • max_org_threshold: Maximum tolerated low IV organization count (default 2)

PSI Parameters

  • psi_threshold: PSI threshold (default 0.1)
  • max_months_ratio: Maximum unstable month ratio (default 1/3)
  • max_orgs: Maximum unstable organization count (default 6)

Null Importance Parameters

  • n_estimators: Number of trees (default 100)
  • max_depth: Maximum tree depth (default 5)
  • gain_threshold: Gain difference threshold (default 50)

High Correlation Parameters

  • max_corr: Correlation threshold (default 0.9)
  • top_n_keep: Keep top N features by original gain ranking (default 20)

Output Report

The generated Excel report contains the following sheets:

  1. 汇总 - Summary information of all steps, including operation results and conditions
  2. 机构样本统计 - Sample count and bad sample rate for each organization
  3. 分离OOS数据 - OOS sample and modeling sample counts
  4. Step4-异常月份处理 - Abnormal months that were removed
  5. 缺失率明细 - Overall and organization-level missing rates for each feature
  6. Step5-有值率分布统计 - Distribution of features in different value ratio ranges
  7. Step6-高缺失率处理 - High missing rate features that were removed
  8. Step7-IV明细 - IV values of each feature in each organization and overall
  9. Step7-IV处理 - Features that do not meet IV conditions and low IV organizations
  10. Step7-IV分布统计 - Distribution of features in different IV ranges
  11. Step8-PSI明细 - PSI values of each feature in each organization each month
  12. Step8-PSI处理 - Features that do not meet PSI conditions and unstable organizations
  13. Step8-PSI分布统计 - Distribution of features in different PSI ranges
  14. Step9-null importance处理 - Noise features that were removed
  15. Step10-高相关性剔除 - High correlation features that were removed

Features

  • Interactive Input: Parameters can be input before each step execution, with default values supported
  • Independent Execution: Each step is executed independently without deleting original data, facilitating comparative analysis
  • Complete Report: Generate complete Excel report containing details, statistics, and distributions
  • Multi-process Support: IV and PSI calculations support multi-process acceleration
  • Organization-level Analysis: Support organization-level statistics and modeling/OOS distinction

FAQ

What does the datanalysis-credit-risk skill do?

Credit risk data cleaning and variable screening pipeline for pre-loan modeling. Use when working with raw credit data that needs quality assessment, missing value analysis, or variable selection before modeling. it covers data loading and formatting, abnormal period filtering, missing rate calculation, high-missing variable removal,low-IV variable filtering, high-PSI variable removal, Null Importance denoising, high-correlation variable removal, and cleaning report generation. Applicable scenarios arecredit risk data cleaning, variable screening, pre-loan modeling preprocessing.

How do I install datanalysis-credit-risk?

Run npx skills add https://github.com/github/awesome-copilot --skill datanalysis-credit-risk in your project. The skills CLI detects the agents you use and copies the skill into the right folder. For Claude Code you can also place the skill folder at ~/.claude/skills/datanalysis-credit-risk/ (personal) or .claude/skills/datanalysis-credit-risk/ (project).

Which AI agents can use datanalysis-credit-risk?

Any agent that supports the open Agent Skills format (a folder with a SKILL.md file), including Claude Code, Codex, Cursor, GitHub Copilot, Gemini CLI, Windsurf, Cline, OpenCode and more.

Is datanalysis-credit-risk safe to install?

Security partners have reviewed it: Gen Agent Trust Hub flagged items to review; Socket flagged items to review; Snyk passed; Runlayer passed; ZeroLeaks passed. As with any skill, read the SKILL.md and bundled scripts before installing.

Who maintains datanalysis-credit-risk?

It is published by github in github/awesome-copilot, and it is an official skill from the maker of the technology it covers. It has 7,302 recorded installs.

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