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risk-analyzer

Calculates VaR, CVaR, maximum drawdowns, and stress tests for investment portfolios.

Updated Apr 20, 2026
Search Tags:#risk management#portfolio#stress testing#risk#VaR#drawdown
One-click install
npx skills add https://github.com/silva2kand/silva-ide --skill risk-analyzer-silva2kand
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: risk-analyzer
Source: https://github.com/silva2kand/silva-ide/tree/main/_cowork_os_pack/package/resources/skills/risk-analyzer
Command: npx skills add https://github.com/silva2kand/silva-ide --skill risk-analyzer-silva2kand

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill helps users evaluate and understand the risks associated with their investment portfolios, enabling better risk management decisions.

Core Features & Use Cases

  • Risk Metric Analysis: Calculate Value at Risk (VaR), Conditional VaR (CVaR), and stress test portfolio resilience under various scenarios.
  • Tail Risk and Drawdown Insights: Analyze maximum drawdowns, recovery periods, and the depth of historical and hypothetical losses.
  • Use Case: An analyst can assess the potential losses in a diversified portfolio during market downturns and identify exposures that need hedging.

Quick Start

Use the risk-analyzer to evaluate your portfolio's VaR and stress test it against historical crisis scenarios.

Frequently Asked Questions about risk-analyzer

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate Value at Risk and maximum drawdowns for an investment portfolio?▼

Portfolio risk analysis calculates Value at Risk (VaR), Conditional VaR (CVaR), and maximum drawdowns by applying statistical and historical models to your investment data. This process identifies vulnerabilities and measures potential losses during market downturns.

What is the best way to stress test my portfolio against historical crisis scenarios?▼

Stress testing portfolio resilience involves simulating various historical and hypothetical crisis scenarios to evaluate potential losses. This approach targets tail risk analysis, revealing exposures that require hedging and guiding risk mitigation strategies.

Can I use statistical models to measure tail risk and recovery periods in a diversified portfolio?▼

Yes, measuring tail risk and recovery periods in a diversified portfolio uses statistical models to analyze the depth of historical and hypothetical losses. This targets tail risk insights to identify vulnerabilities and guide mitigation strategies.

Does portfolio risk management require specific data inputs to evaluate CVaR?▼

Evaluating Conditional VaR (CVaR) requires historical portfolio return data to apply statistical and historical models effectively. This quantitative risk metric targets portfolio managers needing scenario insights to identify vulnerabilities and guide mitigation.

When do I need quantitative risk metrics for investment portfolio management?▼

Quantitative risk metrics are needed when assessing portfolio vulnerabilities during market downturns to identify exposures requiring hedging. Portfolio managers use these metrics, including VaR and maximum drawdowns, to guide risk mitigation strategies.

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