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Modeling Counterparty Credit Exposure

Agent skill
1 skill

Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.

Install with
Claude CodeCodexCursorGitHub CopilotGemini CLI

Supported by the Atlas install prompt. Skill-specific requirements vary.

Skill stats

Skills1CategoryGeneralStars0

About this skill

Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.

Quick start

  1. Copy the install prompt. Use the green button above this README.
  2. Send it to your agent. Paste it into your coding agent’s chat and send.
  3. Review the setup. Your agent checks the skill’s instructions, requirements, and installation scope.
Review, license & listing details
Review the source before using this skill

This is an imported listing. We haven’t certified its safety, license, or compatibility. Skills may include executable scripts.

Automated security scan: Partial

Only SKILL.md was scanned. Supporting files and scripts were not checked. No safety grade has been assigned.

0 potential findings · Scanned 11/4/2026 · Scanner 0.2.1

Content SHA-256: 7a8d3d3090f2b603e32f17a22dda00eae0ca4855cce423cec50944ce39c39641

About scan coverage and limitations

About this listing

Category
General
Reported license
Apache-2.0
Listing language (estimated)
English
Review status
Not individually reviewed
Agent compatibility
Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.
Modeling Counterparty Credit Exposure | Agent Skills Atlas