In an oversteer kid, firstly apply opposite lock (turn the steering wheel in the direction of the skid), and I usually will at least back off, if not try and power out. Never brake - the tail is already moving in that direction, and braking will only exaggerate the problem, and you will likely spin out.
In an understeer skid you brake, to transfer weight onto the front wheels and re-establish grip. Although, with experience, a GT-R / GTS4 will respond to throttle and the front wheels will pull you out of the skid.
This is what works for me (with 40 years experience, including track / rally experience). An advanced driving course (not simply a defensive driving course) may teach you something slightly different.
And if you don't have any bloody tread on the tyres, then of course you are going to lose traction on a wet road!