usd-reserve-loss-gold-revaluation

Compute implied gold prices under reserve-loss scenarios across currencies and monetary aggregates.

3|1|Updated Jan 12, 2026
One-click install
npx skills add https://github.com/fatfingererr/macro-skills --skill usd-reserve-loss-gold-revaluation
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: usd-reserve-loss-gold-revaluation
Source: https://github.com/fatfingererr/macro-skills/tree/main/skills/usd-reserve-loss-gold-revaluation
Command: npx skills add https://github.com/fatfingererr/macro-skills --skill usd-reserve-loss-gold-revaluation

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, requests, yfinance, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill models extreme balance-sheet stress by replacing fiat anchors with gold, estimating the implied gold price needed to back money liabilities under a reserve-loss scenario.

Core Features & Use Cases

  • Multi-currency exposure: Evaluate USD, EUR, JPY, CNY, GBP and others under M0 or M2.
  • Backed leverage insights: Produce backing ratios, leverage multiples, and per-entity rankings.
  • Use Case: Risk teams can stress-test central-bank balance sheets or explore implications of de-dollarization narratives.

Quick Start

Run the quick analysis with defaults to see headline implied price and top-leveraged currencies, then customize with the full workflow.

Frequently Asked Questions about usd-reserve-loss-gold-revaluation

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

FAQPage Schema
How do I calculate the implied gold price needed to back fiat money liabilities during a central bank reserve-loss scenario?

To calculate the implied gold price under a reserve-loss scenario, divide money liabilities by gold reserves across selected currencies. This generates a headline implied price, per-entity backing ratios, leverages, and a ranked stress map.

What monetary aggregates can I use for gold backing stress tests?

You can apply multiple monetary aggregates such as M0 or M2 for gold backing stress tests. The analysis uses weighting schemes like FX turnover or reserve-share to produce per-entity backing ratios and leverage multiples.

How do I stress-test central bank balance sheets by replacing fiat anchors with gold?

Stress-testing central bank balance sheets involves evaluating multi-currency exposure like USD, EUR, JPY, and CNY under M0 or M2. It models extreme balance-sheet stress by replacing fiat anchors with gold to estimate implied prices.

Does this gold revaluation analysis require Python dependencies like pandas and yfinance?

Yes, the gold revaluation analysis requires Python dependencies including pandas, numpy, requests, and yfinance. The included Python scripts use these libraries to fetch data and perform the reserve-loss calculations.

What output formats are generated when computing implied gold prices for de-dollarization scenarios?

When computing implied gold prices for de-dollarization scenarios, outputs are generated in structured JSON or Markdown format. The results include a headline implied price, backing ratios, and a ranked stress map with optional visualizations.

Can I evaluate multiple currencies like CNY and GBP in a macro gold revaluation scenario analysis?

Yes, you can evaluate multiple currencies like CNY and GBP in a macro gold revaluation scenario analysis. The tool supports multi-currency exposure across USD, EUR, JPY, CNY, GBP and others to produce leverage insights and rankings.