mcpField
R
risk-analyzer

risk-analyzer

github.com/cowork-osData & databases51458 installsUpdated today
Repository

About risk-analyzer

risk-analyzer is a skill for assessing portfolio risk with quantitative metrics and stress tests. It covers VaR, CVaR, drawdowns, and factor exposure, and provides risk mitigation recommendations.

Key features

  1. 01Parametric, historical, and Monte Carlo VaR
  2. 02CVaR and stress testing
  3. 03Drawdown analysis
  4. 04Factor exposure assessment
  5. 05Risk mitigation recommendations

Use cases

  1. 01Measure portfolio risk over a chosen horizon
  2. 02Assess exposure to stress scenarios
  3. 03Review drawdowns and factor concentrations

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/cowork-os/cowork-os --skill risk-analyzer

After installing, type/risk-analyzerin Claude Code to confirm it loaded.

Bundled filesreferences/full-guidance.mdscripts/.gitkeep

Details

From the project README

Risk Analyzer

Purpose

Portfolio risk analysis including Value at Risk (parametric, historical, Monte Carlo), Conditional VaR, stress testing, drawdown analysis, and factor exposure assessment.

Routing

  • Use when: Use when the user asks about portfolio risk, Value at Risk, VaR, CVaR, stress testing, drawdown analysis, factor exposure, risk budgeting, beta, tracking error, or any risk measurement and management question.
  • Do not use when: Do not use when the request is about portfolio construction/optimization (use Portfolio Optimizer), company valuation, or financial modeling.
  • Outputs: Outcome from Risk Analyzer: comprehensive risk assessment with VaR/CVaR calculations, stress test results, factor exposures, drawdown analysis, and risk management recommendations.
  • Success criteria: Returns quantified risk metrics at the specified confidence level and horizon, identifies key risk concentrations, provides stress test impacts, and recommends actionable risk mitigation steps.

Trigger Examples

Positive
  • Use the risk-analyzer skill for this request.
  • Help me with risk analyzer.
  • Use when the user asks about portfolio risk, Value at Risk, VaR, CVaR, stress testing, drawdown analysis, factor exposure, risk budgeting, beta, tracking error, or any risk measurement and management question.
  • Risk Analyzer: provide an actionable result.
Negative
  • Do not use when the request is about portfolio construction/optimization (use Portfolio Optimizer), company valuation, or financial modeling.
  • Do not use risk-analyzer for unrelated requests.
  • This request is outside risk analyzer scope.
  • This is conceptual discussion only; no tool workflow is needed.

Parameters

NameTypeRequiredDescription
portfoliostringYesPortfolio holdings with weights and/or dollar amounts (e.g., SPY 50%, TLT 30%, GLD 20%; $500K total)
riskMetricselectYesPrimary risk metric to analyze
questionstringYesYour specific risk analysis question
confidenceselectYesConfidence level for VaR calculations
horizonselectYesTime horizon for risk measurement

Runtime Prompt

  • Current runtime prompt length: 1139 characters.
  • Runtime prompt is defined directly in ../risk-analyzer.json.

Comments

Markdown supported