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

risk-credit SKILL.md skillA

risk-credit 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-credit@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: openai-skills/risk-credit/SKILL.md
Versions recorded: 2
Latest version: git:20261106.6f9670c, committed Nov 6, 2026
First version recorded: Nov 4, 2026
Size: 4,035 bytes
Repository stars: 3
License: a license file GitHub does not identify

Calculate portfolio credit VaR, expected and unexpected loss from obligor exposure, PD and LGD with the Vasicek ASRF quantile or a seeded one-factor Gaussian copula Monte Carlo, over the hosted Risk Desk MCP. Use for default loss on a loan or bond book, not for IRB capital or rating migration.

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 Credit, hosted

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

- `risk_credit_asrf`: the Vasicek asymptotic single risk factor loss
  quantile. Exact for an infinitely granular book; it ignores name
  concentration.
- `risk_credit_copula`: a seeded Monte Carlo of the same one-factor model
  for the actual list of obligors. It captures concentration and gives
  Expected Shortfall.

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 book, 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, confidence and horizon
before the figures. Preserve source and as-of information. If the service
is unavailable, report the failure without inventing results. For the
copula, degraded means too little tail probability mass: suggest more
…

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-credit@sha256:e5d340f1f4efc36d

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_chotbypim7uoiwae.svg)](https://markdownregistry.com/a/art_chotbypim7uoiwae)

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	4,035 B	A	view · diff
git:20261104.ac964e2	2026-11-04	ac964e2	3,194 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 (4035 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_chotbypim7uoiwae
GET https://markdownregistry.com/api/v1/resolve?ref=iman/agent-driven-risk-desk-and-skills/risk-credit
GET https://markdownregistry.com/api/v1/blob/e5d340f1f4efc36dc9465cafdf48d91f03c24a26900ae3d55def6345a321e1ec

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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