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risk-tail

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 VaR and Expected Shortfall from supplied horizon P&L, either historical only (risk_tail) or side by side under normal, Student-t, extreme value, GARCH filtered historical, GARCH-EVT and GARCH-t Monte Carlo models (risk_tail_models). Use for loss quantiles, tail severity and model comparison, not for counterparty XVA and not for testing a forecast record (use risk-backtest).

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-tail' ] || [ -L ~/.agents/skills/'risk-tail' ]; then echo 'A skill folder named risk-tail 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 "$d" checkout --quiet '70b6a3a3a7c774671e45af646306e1448baf0511' -- 'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-tail' && mkdir -p ~/.agents/skills && cp -R "$d"/'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-tail' ~/.agents/skills/'risk-tail' && 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-tail' ~/.claude/skills/'risk-tail' (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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