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/vkkm:var-calc

Calculate VaR and CVaR for financial portfolios using Monte Carlo or delta-normal methods.

2|Updated Mar 6, 2026
Search Tags:#financial modeling#risk management#monte carlo#portfolio risk#var#cvar
One-click install
npx skills add https://github.com/Vaibhavkkm/vkkm-aegis-plugin --skill vkkm-var-calc
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: /vkkm:var-calc
Source: https://github.com/Vaibhavkkm/vkkm-aegis-plugin/tree/main/skills/var-calc
Command: npx skills add https://github.com/Vaibhavkkm/vkkm-aegis-plugin --skill vkkm-var-calc

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill quantifies the potential worst-case financial losses for a portfolio over a specified time horizon and confidence level, enabling proactive risk management.

Core Features & Use Cases

  • VaR & CVaR Calculation: Computes Value at Risk (VaR) and Conditional VaR (CVaR) using Monte Carlo simulations or parametric methods.
  • Portfolio Analysis: Analyzes various portfolio compositions, including equities, bonds, and cash, considering expected returns, volatilities, and correlations.
  • Risk Contribution: Identifies which assets contribute most to the overall portfolio risk, flagging concentration risks.
  • Use Case: A portfolio manager can input their current holdings and risk parameters to understand the potential downside risk before market-moving news, allowing for timely hedging or rebalancing.

Quick Start

Calculate the 1-day 99% VaR for a portfolio with 60% equities, 30% bonds, and 10% cash.

Frequently Asked Questions about /vkkm:var-calc

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

FAQPage Schema
How do I calculate Value at Risk and Conditional VaR for a portfolio?▼

Calculate Value at Risk (VaR) and Conditional VaR by inputting your portfolio composition, expected returns, volatilities, and correlations to compute potential worst-case financial losses over a specified time horizon and confidence level.

What is the difference between Monte Carlo and parametric methods for portfolio risk management?▼

Monte Carlo portfolio risk management simulates asset prices using Geometric Brownian Motion, while the parametric method uses a delta-normal approach to calculate VaR and CVaR based on expected returns and volatilities.

How do I identify which assets contribute most to overall portfolio risk?▼

Identify assets contributing most to portfolio risk by analyzing the portfolio composition, which flags concentration risks and calculates the specific risk contribution of equities, bonds, and cash holdings.

Can I use different input formats for portfolio data and simulation parameters?▼

Yes, you can use various input formats for portfolio data and simulation parameters, allowing you to specify confidence levels, time horizons, and asset compositions for timely hedging and rebalancing decisions.

When should I use Monte Carlo simulation vs delta-normal method for VaR calculation?▼

Use Monte Carlo simulation with Geometric Brownian Motion for complex portfolio risk modeling, or choose the parametric delta-normal method for faster VaR and CVaR calculation based on expected returns and volatilities.

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