About risk-metrics-calculation
A risk-measurement skill for portfolio management, covering VaR, Expected Shortfall, and drawdown analysis. It guides risk assessment and implementation, while calling for validation against the operating environment.
Key features
- 01Calculate VaR and Expected Shortfall
- 02Analyze portfolio drawdowns
- 03Support risk limits and dashboards
- 04Consult implementation examples
Use cases
- 01Assess portfolio risk
- 02Set risk limits
- 03Calculate risk-adjusted returns
- 04Prepare regulatory reports
Install
Copy the command and run it in a terminal.
$
npx skills add https:/After installing, type/risk-metrics-calculationin Claude Code to confirm it loaded.
Bundled filesresources/implementation-playbook.md
Details
From the project READMERisk 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.mdfor detailed patterns and examples.
Limitations
- Use this skill only when the task clearly matches the scope described above.
- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.
Comments
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