← All skills

risk-attribution

95 / 100 · Low risk

Fine to try. Some of what it can do is expected: a coding skill usually runs build and test commands.

By hashgraph-online/awesome-codex-plugins (GitHub) · coding · 1,573 stars · scanned at commit 70b6a3a

Estimate an asset covariance matrix from a supplied return history (sample, EWMA or Ledoit-Wolf), split portfolio VaR and Expected Shortfall into per-position Euler contributions (parametric normal, and historical-simulation ES), give incremental VaR per position, and regress asset returns on supplied factor returns to split portfolio variance into systematic and idiosyncratic parts. Use when the user asks which positions drive the risk, what a position adds to VaR or ES, what the covariance or…

Works with any agent that supports SKILL.md skills.

What this skill can do

Install

Paste this into your terminal. It downloads exactly the version we scanned, not whatever is newest.

if [ -e ~/.agents/skills/'risk-attribution' ] || [ -L ~/.agents/skills/'risk-attribution' ]; then echo 'A skill folder named risk-attribution already exists — not replacing it' >&2; false; else d=$(mktemp -d) && git clone --quiet --filter=blob:none --no-checkout 'https://github.com/hashgraph-online/awesome-codex-plugins' "$d" && git -C "$d" checkout --quiet '70b6a3a3a7c774671e45af646306e1448baf0511' -- 'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-attribution' && mkdir -p ~/.agents/skills && cp -R "$d"/'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-attribution' ~/.agents/skills/'risk-attribution' && rm -rf "$d"; fi

Codex reads ~/.agents/skills directly. For Claude Code, Cursor, Copilot, Gemini CLI, Antigravity or OpenCode, also link it. For Claude Code: ln -s ~/.agents/skills/'risk-attribution' ~/.claude/skills/'risk-attribution' (other agents: ~/.cursor/skills, ~/.copilot/skills, ~/.gemini/skills, ~/.gemini/config/skills, ~/.config/opencode/skills). Or install through the finder skill, which does both.

Badge for your README

The badge for hashgraph-online/awesome-codex-plugins shows the score of its lowest-scoring skill.

[![SkillTrust](https://zalavijaysinh.github.io/skilltrust/badges/hashgraph-online/awesome-codex-plugins.svg)](https://zalavijaysinh.github.io/skilltrust/repos/hashgraph-online/awesome-codex-plugins/)

Score history