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

risk-frtb SKILL.md skillA

risk-frtb 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-frtb@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-frtb/SKILL.md
Versions recorded: 2
Latest version: git:20261106.6f9670c, committed Nov 6, 2026
First version recorded: Nov 4, 2026
Size: 4,298 bytes
Repository stars: 3
License: a license file GitHub does not identify

Compute Basel FRTB capital pieces from figures a bank has already produced, covering IMCC, aggregate IMA capital and RWA, the P&L attribution zone, VaR backtesting counts and FX SBM delta and vega capital, over the hosted Risk Desk MCP. Use for MAR21, MAR32 or MAR33 questions, not to estimate ES or VaR from market data.

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 FRTB, 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. If a tool is
not listed, say so; never produce a capital figure by hand.

- `risk_frtb_imcc`: liquidity-adjusted, stress-scaled ES and IMCC from
  10-day ES cascades per liquidity horizon (MAR33).
- `risk_frtb_ima_capital`: aggregate IMA capital with the multiplier, the
  amber-desk surcharge and RWA (MAR33, MAR32.9).
- `risk_frtb_pla`: P&L attribution Spearman and Kolmogorov-Smirnov metrics
  and the desk zone from 250 daily RTPL and HPL values (MAR32).
- `risk_frtb_backtest`: VaR exception counts over 250 days, as a desk
  verdict at 97.5% and 99% or a bank zone at 99% (MAR32).
- `risk_frtb_sbm_fx`: standardised FX delta and vega capital (MAR21).

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 figures, pass them in `request`;
never substitute the demo when input is missing or invalid. Ask only for
…

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-frtb@sha256:f9b213f6a2846776

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_iyqo3icczvvf6uqg.svg)](https://markdownregistry.com/a/art_iyqo3icczvvf6uqg)

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	4,298 B	A	view · diff
git:20261104.ac964e2	2026-11-04	ac964e2	3,457 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 (4298 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_iyqo3icczvvf6uqg
GET https://markdownregistry.com/api/v1/resolve?ref=iman/agent-driven-risk-desk-and-skills/risk-frtb
GET https://markdownregistry.com/api/v1/blob/f9b213f6a284677688e879f352a5820d6898fdf5d4ed6a5e3644944bfde0113a

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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