Marginal VaR Analysis — Agentic Doc-Driven Orchestrator
OfficialDecompose VaR and visualize risk contributions.
Data & Analytics#risk-management#var#risk-visualization#marginal-var#var-analysis#risk-decomposition
AuthorSpecForgeAI
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill enables risk analysts to decompose a parent node's VaR into marginal contributions from its immediate child nodes and present the results with clear visualizations.
Core Features & Use Cases
- Phase 1: Query VaR data for the parent and each child using /calc_var and /calc_marginal_var, with a self-check to ensure data completeness.
- Phase 2: Compute relative contributions, diversification metrics, and concentration, then summarize results.
- Phase 3: Generate ASCII bar charts and a donut chart to illustrate each child's share of VaR and overall risk distribution.
- Phase 4: Present the analysis to users, including a concise summary, decomposition table, and visualizations.
Quick Start
Provide a node and date to begin the marginal VaR analysis.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 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: Marginal VaR Analysis — Agentic Doc-Driven Orchestrator Download link: https://github.com/SpecForgeAI/deepagent-bot/archive/main.zip#marginal-var-analysis-agentic-doc-driven-orchestrator Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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