risk-model-config

Name: risk-model-config
Availability: InStock
Author: hvkshetry

Configure risk model parameters for illiquid assets using finance-graph metadata.

15|7|Updated Aug 6, 2025

Search Tags:#risk management #stress testing #valuation #real estate #private equity #illiquid assets #portfolio analytics

Ready to run

npx skills add https://github.com/hvkshetry/StewardOS --skill risk-model-config

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: risk-model-config
Source: https://github.com/hvkshetry/StewardOS/tree/main/skills/personas/investment-officer/risk-model-config
Command: npx skills add https://github.com/hvkshetry/StewardOS --skill risk-model-config

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill addresses the challenge of accurately assessing portfolio risk when illiquid or private assets lack standard market data, preventing risk calculations from being understated.

Core Features & Use Cases

Illiquid Asset Risk Estimation: Estimates volatility and correlation for private equity, real estate, and other illiquid holdings.
Valuation Staleness Detection: Identifies and applies risk uplifts for stale valuation data.
Regime-Conditional Stress Testing: Adjusts risk parameters based on market volatility regimes (elevated, crisis).
Use Case: Before running a portfolio risk analysis, use this skill to ensure that private equity and real estate holdings are properly accounted for with appropriate risk adjustments, even without direct market tickers.

Quick Start

Invoke risk-model-config before analyze_portfolio_risk when the portfolio contains illiquid holdings.

Frequently Asked Questions about risk-model-config

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

FAQPage Schema

How do I adjust portfolio risk calculations for illiquid assets like private equity?▼

To adjust portfolio risk calculations for illiquid assets, you configure risk model parameters that estimate volatility and correlation for private equity and real estate holdings lacking standard market data, preventing risk calculations from being understated.

How do I detect stale valuation data for real estate in portfolio analytics?▼

You detect stale valuation data for real estate by applying valuation staleness detection mechanisms that identify outdated appraisals and automatically apply risk uplifts to ensure accurate portfolio analytics risk assessment.

What is regime-conditional stress testing for illiquid holdings?▼

Regime-conditional stress testing for illiquid holdings adjusts risk parameters based on market volatility regimes, specifically applying elevated or crisis adjustments to ensure accurate risk assessment during periods of market stress.

When do I need to configure illiquid risk overlays before portfolio risk analysis?▼

You need to configure illiquid risk overlays before portfolio risk analysis whenever your portfolio contains non-publicly traded securities such as private equity, real estate, or other illiquid holdings without direct market tickers.

Can I use standard market tickers to assess risk for non-publicly traded securities?▼

You cannot use standard market tickers to assess risk for non-publicly traded securities because illiquid assets lack standard market data, requiring illiquid_overrides parameters to estimate volatility and correlation for accurate risk assessment.

Does querying finance-graph provide the metadata needed for illiquid asset risk estimation?▼

Querying finance-graph provides the asset metadata and valuation history needed for illiquid asset risk estimation, which is then assembled into the illiquid_overrides parameter for portfolio-analytics risk analysis.