counterparty-credit-risk-for-otc-derivatives SKILL.md skillA
counterparty-credit-risk-for-otc-derivatives from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/counterparty-credit-risk-for-otc-derivatives@v1.2.0Pins v1.2.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/counterparty-credit-risk-for-otc-derivatives/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 9,048 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when trading bilateral OTC derivatives outside central clearing, to compute current exposure, potential future exposure and credit valuation adjustment across ISDA netting sets with CSA collateral terms.
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
## When to Use Use this skill when trading Over-The-Counter (OTC) derivatives (e.g. Interest Rate Swaps, FX Forwards, Equity Swaps, Credit Default Swaps) with bilateral counterparties. Unlike exchange-traded futures backed by central clearing houses (CCPs), OTC derivatives carry bilateral **Counterparty Credit Risk (CCR)**. This module calculates SA-CCR-grounded Replacement Cost (RC), a simplified PFE add-on with the regulatory over-collateralisation multiplier, Exposure at Default (EAD = 1.4 × (RC + PFE)), a single-period CVA proxy, and enforces ISDA Master Agreement close-out netting and CSA threshold/MTA collateral call triggers. Formula grounding: BCBS 279, *"The standardised approach for measuring counterparty credit risk exposures"* (Basel Committee on Banking Supervision, March 2014, rev. April 2014), consolidated into the Basel Framework as CRE52. ## When NOT to Use - **Cleared derivatives**: trades routed through a CCP replace bilateral counterparty risk with CCP risk — use CCP margin/risk tooling instead. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/counterparty-credit-risk-for-otc-derivatives@sha256:a552e4c056e6f2c4The line at the top of this page pins the label v1.2.0, 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.
[](https://markdownregistry.com/a/art_yvn3f32u25km3wuu)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-03 | 8527a51 | 9,048 B | A | view · diff |
| v1.2.0 | 2026-08-23 | b680e6a | 9,036 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b540e44 | 6,901 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,323 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,321 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (9048 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
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_yvn3f32u25km3wuu GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/counterparty-credit-risk-for-otc-derivatives GET https://markdownregistry.com/api/v1/blob/a552e4c056e6f2c40fdfd35a698ecb4fa07e0cde742a0fb0ef860f4013959cb1
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.