risk-metrics-calculation
Calculer les métriques de risque de portefeuille incluant VaR, CVaR, Sharpe, Sortino et l'analyse des drawdowns. Utiliser lors de la mesure du risque de portefeuille, de la mise en œuvre de limites de risque ou de la construction de systèmes de surveillance des risques.
Le contenu de ce skill est dans sa langue d’origine (souvent l’anglais).
Risk Metrics Calculation
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Use this skill when
- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
- Calculating risk-adjusted returns
- Setting position sizes
- Regulatory reporting
Do not use this skill when
- The task is unrelated to risk metrics calculation
- You need a different domain or tool outside this scope
Instructions
- Clarify goals, constraints, and required inputs.
- Apply relevant best practices and validate outcomes.
- Provide actionable steps and verification.
- If detailed examples are required, open
resources/implementation-playbook.md.
Resources
resources/implementation-playbook.mdfor detailed patterns and examples.
Limitations
- Use this skill only when the task clearly matches the scope described above.
- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.