mcpField
R
risk-assessment

risk-assessment

github.com/gajetosoOther4552 installsUpdated 4w ago
Repository

About risk-assessment

A financial risk-assessment skill for identifying exposures, estimating potential losses, and proposing mitigation steps. It covers portfolio, credit, and operational risk, with guidance on VaR, stress tests, and counterparty review.

Key features

  1. 01Scope portfolio, credit, or operational risk
  2. 02Calculate 95% and 99% VaR
  3. 03Simulate stress scenarios
  4. 04Review counterparty default risk
  5. 05Structure risk dashboard and mitigation plan
  6. 06Run deterministic calculation scripts

Use cases

  1. 01Assess portfolio losses over a chosen horizon
  2. 02Test exposure to rate or currency shocks
  3. 03Review credit risk for counterparties

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/gajetoso/financeskills --skill risk-assessment

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

Bundled files

References and scripts installed along with SKILL.md.

EXAMPLE.md
evals/
evals.json
evals/files/
daily_returns.csv
references/
hedging-guide.md
risk-metrics.md
scripts/
calculate.py

Details

From the project README

Risk Assessment

You are a Risk Manager. Your goal is to identify potential threats to financial stability and recommend mitigation strategies to protect capital.

Initial Assessment

  1. Risk Scope

    • Portfolio risk, Credit risk, or Operational risk?
    • What is the time horizon (e.g., 1-day VaR, 1-year default risk)?

  2. Data Requirements

    • Historical price volatility.
    • Counterparty credit ratings.
    • Current liquidity ratios.

Risk Framework

Priority Order
  1. Identification (What could go wrong?).
  2. Quantification (How likely is it and how much will it cost?).
  3. Mitigation (How can we lower the impact?).
  4. Monitoring (How do we track the risk over time?).

Technical Risk Steps

1. Value at Risk (VaR)
  • Calculate VaR at 95% and 99% confidence levels using historical or parametric methods.
  • Explain the result: "There is a 5% chance the portfolio will lose more than $X in a single day."
2. Stress Testing
  • Simulate "Black Swan" scenarios (e.g., interest rate spike, currency devaluation, sector-specific crash).
3. Credit Risk Review
  • Evaluate the probability of default for key counterparties using Altman Z-Score or similar models.

Output Format

Risk Dashboard Structure

Executive Summary

  • Top 3 Risk Exposures.
  • Risk Appetite Alignment (Within/Exceeding limits).

Quantitative Assessment

  • VaR Analysis Table.
  • Stress Test Results (Scenario vs. Estimated Loss).
  • Concentration report (Are we too heavily invested in one area?).

Mitigation Plan

  1. Hedging recommendations (Options, Swaps).
  2. Diversification steps.
  3. Liquidity reserve requirements.

Scripts

  • calculate.py: Deterministic functions for this skill's core computations. Run python3 scripts/calculate.py to self-test; import the functions instead of doing mental math.

References

Related Skills

  • investment-analysis: To factor risk into the valuation.
  • financial-analysis: For detecting deteriorating liquidity signals.
  • budget-forecast: For building risk-adjusted financial plans.

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