git:20261104.0499e61 to git:20261104.baeed54

17 added, 13 removed. Audit A to A.

# Risk Desk repository guidance

The approved initial scope is historical VaR/Expected Shortfall, linear

portfolio exposure and stress, and the ORE exposure/XVA adapter. v0.2

(approved by the maintainer on 2026-11-04) adds tail models and VaR/ES

- backtests, European option Greeks and revaluation through the Option Desk

- engine, covariance and VaR/ES attribution, limits and what-if, liquidity,

- historical replay and reverse stress, SA-CCR and exposure profiles,

- portfolio credit VaR, and FRTB capital pieces. The runtime

- is under `src/riskdesk`; CLI and MCP use the same functions. Skills live in

- `plugins/risk-desk/skills`.

+ backtests, and European option Greeks and revaluation through the Option

+ Desk engine. It also adds covariance and VaR/ES attribution, limits and

+ what-if, liquidity, and historical replay and reverse stress. Its

+ counterparty, credit and capital additions are SA-CCR and exposure

+ profiles, portfolio credit VaR, and FRTB capital pieces.

- Read README.md, THIRD-PARTY.md and docs/IMPLEMENTATION.md before extending

- the models. Preserve loss signs, base currency, horizon, source provenance

- and degraded status. Do not equate historical loss forecasts with

- risk-neutral valuation. Preserve ORE report levels and unavailable values.

+ The runtime is under `src/riskdesk`. CLI and MCP use the same functions.

+ Skills live in `plugins/risk-desk/skills`.

- Run `python -m pytest -q --color=no`. Run the pinned ORE example when changing

- that adapter. Rebuild the wheel and plugin after packaging or notice changes.

- The requirements lock is platform-specific, not a portable environment claim.

+ Before you extend the models, read README.md, THIRD-PARTY.md and

+ docs/IMPLEMENTATION.md. Preserve loss signs, base currency, horizon,

+ source provenance and degraded status. Do not equate historical loss

+ forecasts with risk-neutral valuation. Preserve ORE report levels and

+ unavailable values.

+ Run `python -m pytest -q --color=no`. When you change the ORE adapter, run

+ the pinned ORE example. After a packaging or notice change, rebuild the

+ wheel and the plugin. The requirements lock is platform-specific, not a

+ portable environment claim.

Do not add automated authorship or attribution. The repository uses the

user's configured Git identity and a commit-message guard. No upstream

licence is replaced by Risk Desk's own licence.