25 instruction files for AI agents, collected from iman/agent-driven-risk-desk-and-skills. Install any of them at an exact version with mdr add iman/agent-driven-risk-desk-and-skills/<name>.
AGENTS.md AGENTS.md file
iman/agent-driven-risk-desk-and-skills · AGENTS.md
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…
git:20261106.6f9670c · audit A · 3 stars
risk-backtest SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-backtest/SKILL.md · Backtest a supplied VaR series, and optionally an Expected Shortfall series, against realised P&L over the hosted Risk…
git:20261106.6f9670c · audit A · 3 stars
risk-counterparty SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-counterparty/SKILL.md · Calculate Basel SA-CCR exposure at default for one derivative netting set, or summarise a simulated exposure profile…
git:20261106.6f9670c · audit A · 3 stars
risk-credit SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-credit/SKILL.md · Calculate portfolio credit VaR, expected and unexpected loss from obligor exposure, PD and LGD with the Vasicek ASRF…
git:20261106.6f9670c · audit A · 3 stars
risk-data-import SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-data-import/SKILL.md · Turn a CSV, spreadsheet or JSON file the user attaches into a Risk Desk request, repairing clear format and unit errors…
git:20261106.6f9670c · audit A · 3 stars
risk-derivatives SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-derivatives/SKILL.md · Calculate cash Greeks, spot and vol scenario grids, and historical full-revaluation VaR and Expected Shortfall for a…
git:20261106.6f9670c · audit A · 3 stars
risk-frtb SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-frtb/SKILL.md · Compute Basel FRTB capital pieces from figures a bank has already produced, covering IMCC, aggregate IMA capital and…
git:20261106.6f9670c · audit A · 3 stars
risk-limits SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-limits/SKILL.md · Grade a limit set on gross, net, leverage, gross share, VaR, Expected Shortfall or a named stress loss against Risk…
git:20261106.6f9670c · audit A · 3 stars
risk-liquidity SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-liquidity/SKILL.md · Estimate days to liquidate each asset at a participation rate of average daily traded value, the holdings schedule by…
git:20261106.6f9670c · audit A · 3 stars
risk-portfolio SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-portfolio/SKILL.md · Aggregate gross and net exposure, leverage and asset concentration for linear positions in one base currency, over the…
git:20261106.6f9670c · audit A · 3 stars
risk-stress SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-stress/SKILL.md · Revalue linear positions under supplied asset-return scenarios, replay a dated window from the user's own prices, list…
git:20261106.6f9670c · audit A · 3 stars
risk-tail SKILL.md skill
iman/agent-driven-risk-desk-and-skills · openai-skills/risk-tail/SKILL.md · Calculate VaR and Expected Shortfall from P&L the user supplies, historical only or side by side under normal…
git:20261106.6f9670c · audit A · 3 stars
risk-attribution SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-attribution/SKILL.md · Estimate a covariance matrix from supplied returns, split VaR and Expected Shortfall into per-position contributions…
git:20261106.6f9670c · audit A · 3 stars
risk-backtest SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-backtest/SKILL.md · Backtest a supplied VaR series, and optionally an Expected Shortfall series, against realised P&L over the hosted Risk…
git:20261106.6f9670c · audit A · 3 stars
risk-counterparty SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-counterparty/SKILL.md · Calculate Basel SA-CCR exposure at default for one derivative netting set, or summarise a simulated exposure profile…
git:20261106.6f9670c · audit A · 3 stars
risk-credit SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-credit/SKILL.md · Calculate portfolio credit VaR, expected and unexpected loss from obligor exposure, PD and LGD with the Vasicek ASRF…
git:20261106.6f9670c · audit A · 3 stars
risk-data-import SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-data-import/SKILL.md · Turn a CSV, spreadsheet or JSON file the user attaches into a Risk Desk request, repairing clear format and unit errors…
git:20261106.6f9670c · audit A · 3 stars
risk-derivatives SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-derivatives/SKILL.md · Calculate cash Greeks, spot and vol scenario grids, and historical full-revaluation VaR and Expected Shortfall for a…
git:20261106.6f9670c · audit A · 3 stars
risk-frtb SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-frtb/SKILL.md · Compute Basel FRTB capital pieces from figures a bank has already produced, covering IMCC, aggregate IMA capital and…
git:20261106.6f9670c · audit A · 3 stars
risk-limits SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-limits/SKILL.md · Grade a limit set on gross, net, leverage, gross share, VaR, Expected Shortfall or a named stress loss against Risk…
git:20261106.6f9670c · audit A · 3 stars
risk-liquidity SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-liquidity/SKILL.md · Estimate days to liquidate each asset at a participation rate of average daily traded value, the holdings schedule by…
git:20261106.6f9670c · audit A · 3 stars
risk-portfolio SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-portfolio/SKILL.md · Aggregate gross and net exposure, leverage and asset concentration for linear positions in one base currency, over the…
git:20261106.6f9670c · audit A · 3 stars
risk-stress SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-stress/SKILL.md · Revalue linear positions under supplied asset-return scenarios, replay a dated window from the user's own prices, list…
git:20261106.6f9670c · audit A · 3 stars
risk-tail SKILL.md skill
iman/agent-driven-risk-desk-and-skills · plugins/risk-desk-hosted/skills/risk-tail/SKILL.md · Calculate VaR and Expected Shortfall from P&L the user supplies, historical only or side by side under normal…
git:20261106.6f9670c · audit A · 3 stars