risk-analyzer
Risk Analyzer quantifies portfolio risk through Value at Risk calculations—parametric, historical, and Monte Carlo methods—alongside conditional VaR, stress testing, and drawdown analysis. It identifies key risk concentrations and factor exposures to guide mitigation decisions.
Risk Analyzer calculates Value at Risk and conditional VaR for your portfolio holdings.
AI-generated summary based on this skill's SKILL.md
Decision gist · record as of 2026-07-27
Risk Analyzer calculates Value at Risk and conditional VaR for your portfolio holdings. Risk Analyzer quantifies portfolio risk through Value at Risk calculations—parametric, historical, and Monte Carlo methods—alongside conditional VaR, stress testing, and drawdown analysis. It identifies key risk concentrations and factor exposures to guide mitigation decisions.
Use it when
- Risk Analyzer performs stress testing and scenario analysis by simulating how your portfolio responds to extreme market movements.
- Yes.
Verify before relying
Read SKILL.md below before installing (3 files). Open directory: indexed for reading, not audited.
Install
CoWork-OS/CoWork-OS/risk-analyzer · repository language: TypeScript
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Frequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
What's the value at risk for my portfolio with risk-analyzer?
Risk Analyzer calculates Value at Risk (VaR) using parametric, historical, and Monte Carlo methods to quantify potential portfolio losses at a specified confidence level. The tool computes how much you could lose under normal market conditions, helping you understand downside exposure and set risk limits aligned with your tolerance.
How does risk-analyzer stress test my investment portfolio?
Risk Analyzer performs stress testing and scenario analysis by simulating how your portfolio responds to extreme market movements, economic shocks, and adverse conditions. This reveals vulnerabilities in your holdings and helps you prepare for tail-risk events beyond historical norms.
Can risk-analyzer calculate conditional value at risk?
Yes. Risk Analyzer computes conditional VaR (expected shortfall), which measures the average loss when portfolio returns fall below the VaR threshold. This metric captures tail-risk severity better than standard VaR, showing what you'd lose in worst-case scenarios.
What is my portfolio's maximum drawdown according to risk-analyzer?
Risk Analyzer analyzes maximum drawdown—the steepest peak-to-trough decline your portfolio has experienced. This downside risk metric shows the largest cumulative loss from a historical high, helping you assess whether past volatility fits your risk capacity.
How does risk-analyzer identify risk concentrations in my holdings?
Risk Analyzer assesses portfolio factor exposure and risk concentrations by analyzing which sectors, asset classes, or risk factors drive your returns and losses. It highlights concentrated bets so you can diversify effectively and avoid unintended risk clustering.
Does risk-analyzer calculate beta and tracking error?
Risk Analyzer evaluates portfolio beta, tracking error, and risk budgeting to measure systematic risk relative to a benchmark and quantify active management deviation. These metrics help you align portfolio construction with your benchmark mandate and risk allocation targets.
SKILL.md
Rendered from the published skill. Quoted content, verbatim.
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
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File tree — 3 files
resources/skills/risk-analyzer/SKILL.md
resources/skills/risk-analyzer/references/full-guidance.md
resources/skills/risk-analyzer/scripts/.gitkeep
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