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risk-credit

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

Calculate portfolio credit VaR from obligor exposure, PD and LGD, either with the Vasicek asymptotic single risk factor quantile (the model behind the Basel IRB formula, CRE31) or with a seeded default-mode one-factor Gaussian copula Monte Carlo for a finite portfolio, giving expected loss, unexpected loss, credit VaR and Expected Shortfall. Use for default loss on a loan or bond book. Not for counterparty exposure (use risk-counterparty), not for market VaR (use risk-tail), not for IRB capital…

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-credit' ] || [ -L ~/.agents/skills/'risk-credit' ]; then echo 'A skill folder named risk-credit 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 "$d" checkout --quiet '70b6a3a3a7c774671e45af646306e1448baf0511' -- 'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-credit' && mkdir -p ~/.agents/skills && cp -R "$d"/'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-credit' ~/.agents/skills/'risk-credit' && 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-credit' ~/.claude/skills/'risk-credit' (other agents: ~/.cursor/skills, ~/.copilot/skills, ~/.gemini/skills, ~/.gemini/config/skills, ~/.config/opencode/skills). Or install through the finder skill, which does both.

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