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Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
genpark-value-at-risk-cvar-expected-shortfall-skill is an MCP server entry in ChatHome Skills, sourced from GitHub MCP Search and scored 42/100. Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions. As a Model Context Protocol server, it exposes tools that MCP-compatible LLM clients such as Claude, Cursor, and Copilot can call directly, extending an agent's reach beyond its built-in capabilities. ChatHome Skills discovered this entry through its daily ingest of official registries and GitHub discovery queries, and re-verifies repository facts, freshness signals, and install metadata on every run. The quality score weighs official-registry presence, a working install command, license clarity, GitHub star trajectory, and repository freshness — the full formula is on the Sources page. The install command above is ready to copy. Review the last-pushed date and repository status before adding genpark-value-at-risk-cvar-expected-shortfall-skill to a production agent workflow; the snapshot facts below are point-in-time values from the most recent ingest.
git clone https://github.com/alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skill.gitReview the upstream source before running this command.
Installs a Python package directly from a remote URL instead of PyPI.
pip install git+httpDispute this flag?Scan coverage: Install metadata and repository README.
Automated signals from install metadata and a bounded skill body — not a full code security audit and not a recursive source or dependency review.
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"fullName": "alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skill"
}Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.