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.md for detailed patterns and examples.
1---2name: risk-metrics-calculation3description: Risk Metrics Calculation4---5# Risk Metrics Calculation67Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.89## Use this skill when1011- Measuring portfolio risk12- Implementing risk limits13- Building risk dashboards14- Calculating risk-adjusted returns15- Setting position sizes16- Regulatory reporting1718## Do not use this skill when1920- The task is unrelated to risk metrics calculation21- You need a different domain or tool outside this scope2223## Instructions2425- Clarify goals, constraints, and required inputs.26- Apply relevant best practices and validate outcomes.27- Provide actionable steps and verification.28- If detailed examples are required, open `resources/implementation-playbook.md`.2930## Resources3132- `resources/implementation-playbook.md` for detailed patterns and examples.
Run npx skillmds@latest add comeonoliver/risk-metrics-calculation in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.
Risk Metrics Calculation It is listed under Coding & Dev Tools on SkillMD.
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ComeOnOliver (@comeonoliver) published this skill. Their other Agent Skills are listed on their SkillMD profile.