{"enrichment":{"faq":[{"a":"Risk-analysis computes Value at Risk and Conditional Value at Risk (expected shortfall) using both historical and parametric methods. VaR measures the maximum loss at a given confidence level, while CVaR captures the expected loss beyond that threshold. The skill supports multiple calculation approaches to suit different portfolio structures and risk profiles.","q":"How does risk-analysis calculate VaR and CVaR for portfolio risk?"},{"a":"Risk-analysis runs Monte Carlo simulations to model tail risk and extreme scenarios across your portfolio. By generating thousands of potential price paths, it reveals how your holdings behave under stress conditions and helps identify tail-risk exposures that traditional metrics might miss.","q":"What monte carlo simulation capabilities does risk-analysis offer?"},{"a":"Yes. Risk-analysis includes stress-testing frameworks that replay historical market shocks\u2014such as the 2008 crisis\u2014against your current portfolio. It also supports hypothetical scenario analysis, letting you model custom shocks to interest rates, volatility, or asset correlations to assess resilience.","q":"Can risk-analysis stress test my portfolio against historical crises?"},{"a":"Risk-analysis applies extreme value theory and Generalized Pareto Distribution (GPD) fitting to analyze tail behavior. This approach captures fat-tail risk and rare events more accurately than normal-distribution assumptions, helping you understand the true probability and magnitude of extreme losses.","q":"How does risk-analysis analyze tail behavior and extreme value theory?"},{"a":"Risk-analysis generates actionable risk-control recommendations based on drawdown analysis, volatility metrics, and stress-test results. These suggestions help you rebalance, hedge, or adjust position sizes to align your portfolio with your risk tolerance and performance objectives.","q":"What risk-control recommendations does risk-analysis generate?"},{"a":"Risk-analysis measures maximum drawdown to quantify the largest peak-to-trough decline in your equity curve. It also analyzes recovery patterns, helping you understand how long portfolios typically take to bounce back from losses and informing your risk-management strategy.","q":"Does risk-analysis support maximum drawdown and recovery analysis?"}],"shadow_tags":["quantitative-risk","tail-risk-modeling","monte-carlo-methods","drawdown-analysis","stress-scenario-testing","extreme-value-theory","portfolio-risk-metrics","risk-decomposition","market-shock-analysis","risk-budgeting"],"summary_rewrite":"Risk-analysis provides quantitative methods for measuring portfolio risk through Value at Risk, Conditional Value at Risk, maximum drawdown analysis, and Monte Carlo simulation. It includes historical and parametric VaR calculation, tail-risk analysis via extreme value theory, and stress-testing frameworks using both historical scenarios and hypothetical shock models."},"files":[{"bytes":11011,"path":"agent/src/skills/risk-analysis/SKILL.md","sha256":"b9f4696fe645584e1bc5174f508963066cd5b062ceab21c2b89a1f6e71c4a599","url":"https://skillfed.io/files/HKUDS/Vibe-Trading/risk-analysis/b44d3e38/SKILL.md"}],"id":"HKUDS/Vibe-Trading/risk-analysis","links":{"html":"https://skillfed.io/HKUDS/Vibe-Trading/risk-analysis","md":"https://skillfed.io/HKUDS/Vibe-Trading/risk-analysis.md","repo":"https://github.com/HKUDS/Vibe-Trading"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4557,"language":"Python","last_updated":"2026-07-27","license":"MIT","name":"risk-analysis","publisher":"HKUDS","stars":28096},"relations":{"similar":[{"id":"winstonkoh87/Athena-Public/zenith-execution"},{"id":"JoelLewis/finance_skills/forward-risk"},{"id":"datadrivenconstruction/DDC_Skills_for_AI_Agents_in_Construction/cwicr-risk-calculator"},{"id":"CoWork-OS/CoWork-OS/risk-analyzer"},{"id":"agiprolabs/claude-trading-skills/portfolio-analytics"},{"id":"AojdevStudio/Finance-Guru/MonteCarlo"},{"id":"agiprolabs/claude-trading-skills/risk-management"},{"id":"anthropics/claude-cookbooks/creating-financial-models"},{"id":"TradersPost/pinescript-agents/pine-backtester"},{"id":"lyndonkl/claude/matchup-win-probability-sim"}]},"slug":{"owner":"HKUDS","repo":"Vibe-Trading","skill":"risk-analysis"},"version":"b44d3e38"}