{"enrichment":{"faq":[{"a":"forward-risk quantifies potential portfolio losses across normal and extreme market conditions using parametric VaR, Monte Carlo simulation, Expected Shortfall, and scenario analysis. The skill estimates losses at specified confidence levels (such as 99%), decomposing risk by individual positions and factors to show which holdings drive your portfolio's volatility and downside exposure.","q":"How much could I lose in my portfolio with forward-risk?"},{"a":"Yes. forward-risk computes both Value at Risk (VaR) and Expected Shortfall (CVaR) to estimate potential losses. VaR shows maximum loss at a given confidence level under normal conditions, while Expected Shortfall captures tail risk\u2014the average loss when VaR is breached. Both metrics help you understand downside exposure across confidence thresholds.","q":"Can forward-risk calculate value at risk and expected shortfall?"},{"a":"forward-risk assesses tail risk and expected losses beyond standard confidence thresholds through scenario analysis and stress testing. You can test your portfolio against historical market crises or custom hypothetical shocks to understand worst-case outcomes. Monte Carlo simulation and parametric methods reveal how extreme market moves impact your holdings.","q":"What's my worst case scenario loss with forward-risk?"},{"a":"forward-risk decomposes and attributes portfolio risk to individual positions and factors through component VaR and marginal VaR analysis. This breakdown identifies which holdings and risk factors drive overall portfolio volatility, enabling you to understand idiosyncratic versus systematic risk and optimize position sizing based on marginal risk contribution.","q":"How does forward-risk decompose portfolio risk by position?"},{"a":"Yes. forward-risk stress-tests portfolio resilience using historical scenarios (past market crises) and hypothetical custom shocks. You can model correlation breakdowns, liquidity stress, multi-day VaR scaling, and factor-based market moves to project portfolio risk forward and evaluate how your positions withstand extreme conditions.","q":"Can I stress test my investments with forward-risk?"},{"a":"forward-risk employs parametric VaR, Monte Carlo simulation, and scenario analysis to quantify risk. Parametric methods assume normal distributions for speed; Monte Carlo captures non-linear exposures and tail behavior; scenario analysis applies historical or custom shocks. Together, these approaches provide comprehensive forward-looking risk estimates across market conditions.","q":"What methods does forward-risk use for risk calculation?"}],"shadow_tags":["tail-loss-estimation","risk-decomposition","scenario-modeling","forward-looking-metrics","portfolio-stress-testing","quantitative-risk-framework","extreme-event-analysis","position-contribution-analysis","market-shock-simulation","risk-attribution"],"summary_rewrite":"Quantify potential portfolio losses across normal and extreme market conditions using parametric VaR, Monte Carlo simulation, Expected Shortfall, and scenario analysis. Decompose risk by position and factor to identify which holdings drive portfolio volatility. Stress-test portfolios against historical crises and custom market shocks."},"files":[{"bytes":10393,"path":"plugins/wealth-management/skills/forward-risk/SKILL.md","sha256":"8556455fdc986345e370558a4c537f8ba57ddd2bb35f6ee803c2febb1c6fd018","url":"https://skillfed.io/files/JoelLewis/finance_skills/forward-risk/d8a423b3/SKILL.md"}],"id":"JoelLewis/finance_skills/forward-risk","links":{"html":"https://skillfed.io/JoelLewis/finance_skills/forward-risk","md":"https://skillfed.io/JoelLewis/finance_skills/forward-risk.md","repo":"https://github.com/JoelLewis/finance_skills"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":32,"language":"Python","last_updated":"2026-07-18","license":"MIT","name":"forward-risk","publisher":"JoelLewis","stars":159},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/risk-analysis"},{"id":"JoelLewis/finance_skills/diversification"},{"id":"JoelLewis/finance_skills/asset-allocation"},{"id":"CoWork-OS/CoWork-OS/risk-analyzer"},{"id":"JoelLewis/finance_skills/bet-sizing"},{"id":"K-Dense-AI/scientific-agent-skills/uncertainty-and-units"},{"id":"AojdevStudio/Finance-Guru/fin-core"},{"id":"JoelLewis/finance_skills/statistics-fundamentals"},{"id":"JoelLewis/finance_skills/performance-metrics"},{"id":"JoelLewis/finance_skills/volatility-modeling"}]},"slug":{"owner":"JoelLewis","repo":"finance_skills","skill":"forward-risk"},"version":"d8a423b3"}