basel-rwa-market

basel-rwa-market is a skill for Claude Code from panaversity/agentfactory-business-plugins. It costs 165 tokens per session (3,159 once invoked), scanned A, original, Apache-2.0.

A guide to the Fundamental Review of the Trading Book, or FRTB, the banking rules for calculating capital against market risks in trading positions. It covers the standard method and the model-based method, including risks from rates, credit spreads, prices, and options.

In plain words
What is it for?
Use it when working on trading-book capital calculations, the sensitivities-based method, default risk charge, residual risk add-on, expected shortfall, or approval checks for internal risk models.
Why use it?
It helps translate trading positions and their sensitivities into the required regulatory capital components instead of relying on the older value-at-risk framework.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin.

Part of the banking plugin — 17 skills, 4 commands shipped together

Good fit Use it when working on trading-book capital calculations, the sensitivities-based method, default risk charge, residual risk add-on, expected shortfall, or approval checks for internal risk models.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/panaversity/agentfactory-business-plugins/basel-rwa-market
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add panaversity/agentfactory-business-plugins --skill basel-rwa-market
Clone the repo
git clone --depth 1 https://github.com/panaversity/agentfactory-business-plugins

Made for: Claude Code.

Or install banking, the plugin that ships this one along with the rest of its 17 skills, 4 commands.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for basel-rwa-market

README.md
[![agentmods](https://agentmods.dev/badge/skills/panaversity/agentfactory-business-plugins/basel-rwa-market/github.svg)](https://agentmods.dev/skills/panaversity/agentfactory-business-plugins/basel-rwa-market)
Your own site
<a href="https://agentmods.dev/skills/panaversity/agentfactory-business-plugins/basel-rwa-market"><img src="https://agentmods.dev/badge/skills/panaversity/agentfactory-business-plugins/basel-rwa-market/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for basel-rwa-market

Your own site · 80×15
<a href="https://agentmods.dev/skills/panaversity/agentfactory-business-plugins/basel-rwa-market"><img src="https://agentmods.dev/badge/skills/panaversity/agentfactory-business-plugins/basel-rwa-market.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 165 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,159 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00165 $0.03159
Opus 5 $0.00082 $0.01580
Sonnet 5 $0.00033 $0.00632
Haiku 4.5 $0.00016 $0.00316

Measured 12d ago against content hash 6c539c79a383, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

basel-rwa-market scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 12d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

banking/skills/basel-rwa-market/SKILL.md · 313 lines

How it starts

The opening of the file, as written. The whole thing — 313 lines — stays where its author put it; the contents beside it link to each section on GitHub.

CORE PRINCIPLE

Market risk capital under FRTB replaces the pre-2016 VaR-based framework with a risk-sensitive approach that distinguishes between the Standardised Approach (SA) and the Internal Models Approach (IMA). The SA is the default and fallback; IMA requires desk-level regulatory approval including P&L attribution and backtesting.

FRTB applies to all instruments in the regulatory trading book. The trading book boundary is defined by strict criteria (intent to trade, ability to hedge, daily fair-value accounting) -- not by the bank's internal designation alone.


STANDARDISED APPROACH (SA-TB) -- THREE COMPONENTS

Market Risk Capital (SA) = SBM + DRC + RRAO

Component 1: Sensitivities-Based Method (SBM)

The SBM captures delta, vega, and curvature risks across seven risk classes.

Seven Risk Classes
# Risk Class Key Risk Factors
1 GIRR (General Interest Rate Risk) Risk-free rates by tenor (3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y), cross-currency basis
2 CSR non-securitisation Credit spreads by issuer, sector, tenor
3 CSR securitisation (CTP) Correlation trading portfolio credit spreads
4 CSR securitisation (non-CTP) Non-correlation trading securitisation spreads
5 Equity Equity spot prices, repo rates
6 Commodity Commodity prices by type (energy, metals, agricultural, other) and tenor
7 FX Exchange rates against reporting currency

Read the full file on GitHub · 313 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 12d ago First seen · 313 lines · 165 tokens per session scan A 6c539c79a383

Subscribe to this mod's changes

basel-rwa-market is a skill published in the GitHub repository panaversity/agentfactory-business-plugins (29 stars, last pushed 5mo ago), licensed Apache-2.0. It adds 165 tokens to every session and 3,159 once invoked, about $0.0008 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

Related

Other skills, from other repositories

fin-audit-support

Support SOX 404 compliance with control testing methodology, sample selection, and documentation standards. Use when generating testing workpapers, selecting audit samples, classifying control deficiencies, or preparing for internal or external audits.

evolution-foundation/evo-nexus · 47 tokens

fin-sox-testing

Generate SOX sample selections, testing workpapers, and control assessments. Use when planning quarterly or annual SOX 404 testing, pulling a sample for a control (revenue, P2P, ITGC, close), building a testing workpaper template, or evaluating and classifying a control deficiency.

evolution-foundation/evo-nexus · 66 tokens

fin-journal-entry

Prepare journal entries with proper debits, credits, and supporting detail. Use when booking month-end accruals (AP, payroll, prepaid), recording depreciation or amortization, posting revenue recognition or deferred revenue adjustments, or documenting an entry for audit review.

evolution-foundation/evo-nexus · 56 tokens

expense-review-policy

Review invoices and contracts against accounts-payable policy before human approval.

openai/openai-cookbook · 17 tokens

audit-support

Support SOX 404 compliance with control testing methodology, sample selection, and documentation standards. Use when generating testing workpapers, selecting audit samples, classifying control deficiencies, or preparing for internal or external audits.

anthropics/knowledge-work-plugins · 45 tokens

kyc-doc-parse

Parse an investor or client onboarding packet into structured KYC fields — identity, ownership, control, source of funds, and document inventory. Use as the first step of KYC screening; output feeds the rules engine.

anthropics/financial-services · 49 tokens