Vaibhav Mangroliya
Community@vaibhavkkm · Luxembourg
If you torture the data long enough, it will confess.
Agent Skills by Vaibhav Mangroliya
Showing 28 vetted skills indexed across 1 GitHub repositories.
Vaibhavkkmkri-dashboard
Automate KRI setup and generate RAG status dashboards with thresholds.
VaibhavkkmVKKM Aegis
Analyze financial risks and generate regulatory compliance documents.
Vaibhavkkmreg-calendar
Compiles upcoming regulatory reporting deadlines across jurisdictions and flags urgency levels.
Vaibhavkkm/vkkm:stress-test
Simulate financial stress tests with predefined or custom shock parameters.
VaibhavkkmAuto Risk Scoring — 5×5 Risk Matrix
Score likelihood and impact using a 5x5 risk matrix.
VaibhavkkmPlain-Language Explainer
Define technical, financial, legal, and regulatory terms in plain language.
VaibhavkkmRegulatory Document Generation
Generate ICAAP, RCSA, and KRI regulatory compliance document structures.
Vaibhavkkm/vkkm:risk-register
Generate structured ISO 31000 risk registers with detailed risk fields.
VaibhavkkmFinancial Risk Intelligence
Calculate Value at Risk and identify concentration, correlation, and liquidity risks.
VaibhavkkmCredit Risk Models
Calculates Altman Z-Scores and Basel EL/UL for credit risk assessment.
Vaibhavkkm/vkkm:export-report
Generate Excel or JSON reports from VKKM Aegis command outputs.
Vaibhavkkmrcsa
Generate RCSA reports with risk scores and remediation actions.
Vaibhavkkm/vkkm:backtest
Validate VaR models with the Kupiec POF test and Basel traffic light system.
Vaibhavkkm/vkkm:var-calc
Calculate VaR and CVaR for financial portfolios using Monte Carlo or delta-normal methods.
VaibhavkkmEU Regulatory Awareness
Identify applicable EU regulations and flag compliance gaps for described products.
Vaibhavkkm/vkkm:counterparty-profile
Research public web sources and score counterparty risk with confirmed facts.
VaibhavkkmICAAP Document Generator
Generate a 7-section ICAAP document from institutional profiles and risk assessments.
Vaibhavkkm/vkkm:escalation-report
Generate structured risk escalation memos with action tables and escalation paths.
Vaibhavkkmgreeks
Calculate the five Black-Scholes option Greeks for European options.
Vaibhavkkm/vkkm:credit-risk
Calculate PD, EAD, and LGD credit risk metrics under Basel II/III.
Vaibhavkkmzscore
Calculate Altman Z-Score to predict bankruptcy risk from financial ratios.
Vaibhavkkm/vkkm:regulatory-check
Screen products and processes for regulatory compliance gaps across EU frameworks.
Vaibhavkkm/vkkm:liquidity-risk
Calculate cash runway, LCR, and NSFR from financial inputs.
Vaibhavkkm/vkkm:scan-document
Scan legal documents for risky clauses and generate a risk score.