Home / iman / agent-driven-risk-desk-and-skills · GitHub

risk-attribution SKILL.md skillA

risk-attribution from iman/agent-driven-risk-desk-and-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned

mdr add iman/agent-driven-risk-desk-and-skills/risk-attribution@git:20261106.6f9670c

Pins git:20261106.6f9670c in mdr.lock. Pin the fingerprint instead.

Audit grade: A, 17 of 17 checks passed
Kind: SKILL.md skill
Repository: iman/agent-driven-risk-desk-and-skills
Path: plugins/risk-desk-hosted/skills/risk-attribution/SKILL.md
Versions recorded: 2
Latest version: git:20261106.6f9670c, committed Nov 6, 2026
First version recorded: Nov 4, 2026
Size: 4,101 bytes
Repository stars: 3
License: a license file GitHub does not identify

Estimate a covariance matrix from supplied returns, split VaR and Expected Shortfall into per-position contributions, and split portfolio variance into factor and idiosyncratic parts, over the hosted Risk Desk MCP. Use to find which positions or factors drive the risk.

Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.

What the file says

# Risk Attribution, hosted

Call `risk_desk_status` first to check availability, input limits and
reporting conventions. Then use the tool that answers the question on the
connected hosted Risk Desk MCP. Discover its input schema instead of
guessing field names. No local runtime or market-data feed is needed.

- `risk_covariance`: sample, EWMA or Ledoit-Wolf covariance, volatility
  and correlation of a return history.
- `risk_var_attribution`: parametric normal VaR and ES with per-position
  contributions and incremental VaR.
- `risk_es_attribution`: historical-simulation ES with per-position
  contributions.
- `risk_factor_exposure`: factor betas and the systematic and
  idiosyncratic split of portfolio variance.

For a requested demonstration, omit `request` to use the shipped synthetic
example. Label the result as synthetic; its `data_origin` is
`synthetic_demo`. For the user's own data, pass it in `request`; never
substitute the demo when input is missing or invalid. Ask only for
missing required fields.

Report degraded status, its reason, currency, horizon, method and the
observations used before the figures. Preserve source and as-of
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint

mdr add iman/agent-driven-risk-desk-and-skills/risk-attribution@sha256:e2708a566bd17d10

The line at the top of this page pins the label git:20261106.6f9670c, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.

Badge

[![mdr](https://markdownregistry.com/badge/art_4wca2dszwgdtdylq.svg)](https://markdownregistry.com/a/art_4wca2dszwgdtdylq)

0 badge image fetches in 30 days. What the badge shows.

Versions

The registry has recorded 2 versions of this file, between Nov 4, 2026 and Nov 6, 2026, about one every 2 days.

version	committed	commit	size	audit
git:20261106.6f9670c latest	2026-11-06	6f9670c	4,101 B	A	view · diff
git:20261104.ac964e2	2026-11-04	ac964e2	3,260 B	A	view

Audit of the latest version

A 17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the same answer every run.

pass: Frontmatter block present
pass: Frontmatter declares a name
pass: Frontmatter declares a description
pass: Size between 200 bytes and 200 KB (4101 bytes)
pass: No zero-width or bidi control characters
pass: No instruction hidden inside an HTML comment
pass: No link to an exfiltration or paste host
pass: No credential-shaped string
pass: No instruction to send local credentials anywhere
pass: No text hidden with inline styles
pass: No prompt-injection phrasing
pass: No curl or wget piped into a shell
pass: No recursive delete of root, home or parent
pass: No instruction to read or print local credentials
pass: No base64 blob over 200 characters
pass: No link to a raw IP address
pass: No script tag

Source

GitHub

iman/agent-driven-risk-desk-and-skills · 3 stars · license a license file GitHub does not identify · pushed 2026-11-06 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_4wca2dszwgdtdylq
GET https://markdownregistry.com/api/v1/resolve?ref=iman/agent-driven-risk-desk-and-skills/risk-attribution
GET https://markdownregistry.com/api/v1/blob/e2708a566bd17d100867977267de4fa2933f1a7beb67cc104b9c6ccc134ae87b

Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.

Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.

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git:20261104.baeed54 · audit A · 3 stars

risk-attribution SKILL.md skill

iman/agent-driven-risk-desk-and-skills · openai-skills/risk-attribution/SKILL.md · Estimate a covariance matrix from supplied returns, split VaR and Expected Shortfall into per-position contributions…