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risk-analytics

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Quantify and stress-test portfolio risk at scale.

Finance & Accounting#stress-testing#liquidity#attribution#risk#scenario-analysis#var#cvar
Authortmcga
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Risk analytics teams need to quantify, monitor, and communicate portfolio risk across asset classes, using VaR, CVaR, drawdown, stress tests, and scenario analysis.

Core Features & Use Cases

  • Factor risk decomposition and attribution to identify drivers of risk versus potential alpha
  • VaR, CVaR, drawdown, and tail-risk metrics with scenario and stress testing support
  • Liquidity risk assessment, limit monitoring, and ex-ante/ex-post risk reporting

Quick Start

Provide your portfolio composition and return history, and I will generate a comprehensive risk report with VaR, CVaR, and scenario analysis.

Dependency Matrix

Required Modules

None required

Components

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: risk-analytics
Download link: https://github.com/tmcga/alpha-stack/archive/main.zip#risk-analytics

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