risk-metrics-calculation
Documentation & ProductivitéCalculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Documentation
Risk Metrics Calculation
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Use this skill when
●Measuring portfolio risk
●Implementing risk limits
●Building risk dashboards
●Calculating risk-adjusted returns
●Setting position sizes
●Regulatory reporting
Do not use this skill when
●The task is unrelated to risk metrics calculation
●You need a different domain or tool outside this scope
Instructions
●Clarify goals, constraints, and required inputs.
●Apply relevant best practices and validate outcomes.
●Provide actionable steps and verification.
●If detailed examples are required, open
resources/implementation-playbook.md.Resources
●
resources/implementation-playbook.md for detailed patterns and examples.Compétences similaires
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