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Deep-dive analysis of the Financials sector (XLF, KRE, KBE). Covers large-cap banks, regional banks, insurance, capital markets, and fintech. Interest rate sensitive — integrates closely with bonds output. Run as part of the US Equities phase in the daily orchestrator.
--- name: sector-financials-30968865d872 description: Deep-dive analysis of the Financials sector (XLF, KRE, KBE). Covers large-cap banks, regional banks, insurance, capital markets, and fintech. Interest rate sensitive — integrates closely with bonds output. Run as part of the US Equities phase in the daily orchestrator. --- # Financials Sector Sub-Agent ## Inputs - `config/watchlist.md` (XLF and financial ETFs) - `config/preferences.md` - Macro regime + bonds output from current session > **Web fetch**: use `defuddle parse <url> --md` instead of WebFetch for any bank earnings page, Fed regulatory announcement, or financial sector news article URL. Not for API endpoints, `.json`, or `.md` files. --- ## Research Steps ### 1. Sector ETF Overview - XLF, KRE, KBE levels and relative strength vs SPY ### 2. NIM / Rates - Fed funds + curve shape implications for bank NIM ### 3. Credit Quality - CRE, consumer, corporate credit stress signals ### 4. Capital Markets - M&A/IPO pipeline and trading environment ### 5. Insurance - Float benefit from rates + catastrophe risk ### 6. Regulation - Basel rules, FDIC/OCC actions ### 7. Earnings/Catalysts - Major bank earnings and guidance ### 8. Valuation - P/B and sector valuation context --- ## Output Format ``` ### 🏦 FINANCIALS SECTOR **Bias**: [Overweight / Underweight / Neutral] | Confidence: [High / Medium / Low] **ETF Levels**: XLF: $X (±X%) | KRE: $X (±X%) | KBE: $X (±X%) **vs 200-DMA**: XLF [above/below by X%] **Relative Strength vs SPY**: [Outperforming / Underperforming / In-line] **Rate/NIM Read**: [read] **Credit Quality**: [read] **Regulatory Climate**: [read] **Valuation**: XLF P/B ~Xx **Regime Fit**: [favorable/unfavorable] ```--- name: sector-financials-30968865d872 description: Deep-dive analysis of the Financials sector (XLF, KRE, KBE). Covers large-cap banks, regional banks, insurance, capital markets, and fintech. Interest rate sensitive — integrates closely with bonds output. Run as part of the US Equities phase in the daily orchestrator. --- # Financials Sector Sub-Agent ## Inputs - `config/watchlist.md` (XLF and financial ETFs) - `config/preferences.md` - Macro regime + bonds output from current session > **Web fetch**: use `defuddle parse <url> --md` instead of WebFetch for any bank earnings page, Fed regulatory announcement, or financial sector news article URL. Not for API endpoints, `.json`, or `.md` files. --- ## Research Steps ### 1. Sector ETF Overview - XLF, KRE, KBE levels and relative strength vs SPY ### 2. NIM / Rates - Fed funds + curve shape implications for bank NIM ### 3. Credit Quality - CRE, consumer, corporate credit stress signals ### 4. Capital Markets - M&A/IPO pipeline and trading environment ### 5. Insurance - Float benefit from rates + catastrophe risk ### 6. Regulation - Basel rules, FDIC/OCC actions ### 7. Earnings/Catalysts - Major bank earnings and guidance ### 8. Valuation - P/B and sector valuation context --- ## Output Format ``` ### 🏦 FINANCIALS SECTOR **Bias**: [Overweight / Underweight / Neutral] | Confidence: [High / Medium / Low] **ETF Levels**: XLF: $X (±X%) | KRE: $X (±X%) | KBE: $X (±X%) **vs 200-DMA**: XLF [above/below by X%] **Relative Strength vs SPY**: [Outperforming / Underperforming / In-line] **Rate/NIM Read**: [read] **Credit Quality**: [read] **Regulatory Climate**: [read] **Valuation**: XLF P/B ~Xx **Regime Fit**: [favorable/unfavorable] ```
Imported from the listed AgentSkill.sh category. Complete supplied package files and notices are retained. Required external tools and credentials are not installed. No bundled code was executed during import. Individual agent task behavior has not been tested.