liquidity-risk

Community

Predict and mitigate liquidity risk in PE portfolios.

Authorbolnet
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the challenge of identifying and mitigating liquidity risk in private equity portfolios by using machine learning regression models.

Core Features & Use Cases

  • Model Training: Train regression models on portfolio data to predict liquidity risk.
  • Individual Prediction: Predict liquidity risk scores for specific companies.
  • Portfolio Scan: Scan the entire portfolio and rank companies by risk.
  • Risk Factor Analysis: Analyze the key drivers of liquidity risk.
  • Stress Testing: Simulate downside scenarios to understand the impact of adverse conditions.

Quick Start

Run the liquidity_predictor script with the 'portfolio_data_fy24.csv' file to train the liquidity risk model.

Dependency Matrix

Required Modules

pandasnumpyscikit-learnxgboost

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: liquidity-risk
Download link: https://github.com/bolnet/private-equity/archive/main.zip#liquidity-risk

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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