Tcx Risk

Review Risk

Use this skill before order ticket creation, approval, sizing/hedge decisions, or policy-sensitive escalation.

Codex-native state access:

• Prefer TradingCodex MCP read/status tools such as get_order_ticket, list_broker_connections, get_broker_connection_status, get_portfolio_snapshot, and list_reconciliation_runs.
• Treat failed checks, stale market state, broker drift, missing instrument mapping, and reconciliation mismatch as explicit approval-readiness blockers or warnings.

Universe method:

• Identify asset universe, instrument, intended exposure, unwanted risk, and installed workflow support.
• For public equity and ETF/index, review downside, catalyst risk, drawdown, stress scenarios, liquidity, concentration, factor/sector exposure, tail risk, and policy constraints.
• For crypto, macro/rates/FX/commodities, options, credit signals, and cross-asset overlays, name instrument-specific risk inputs that are missing, such as funding, roll, duration, basis, venue, custody, borrow, margin, spread, or Greeks.
• Use VaR/CVaR, scenario loss, or stress language only when the data and assumptions are explicit; otherwise name the missing inputs.
• If the universe or instrument is not supported by installed skills, data, policy, and adapter boundaries, classify as not-decision-ready or blocked.

Expected output:

• Universe, instrument, and risk posture
• Downside case
• Thesis break conditions
• Position sizing limit
• Liquidity and volatility risk
• Stress, drawdown, tail-risk, VaR/CVaR, or scenario-loss notes when supportable
• Policy constraints
• Approval readiness concerns
• Go, revise, or reject recommendation
• Source/as-of posture and implementation-readiness gaps

Decision quality fields when applicable:

• evidence_grade, source_freshness, source_quality
• decision_quality_required, decision_readiness, confidence
• investor_context_gate_required, investor_context_gaps
• forecast_required, forecast_allowed, forecast_block_reason
• contrary_evidence, update_triggers, invalidation_conditions

Role-specific quality:

• State the largest failure mode first.
• Distinguish investment risk, portfolio risk, policy risk, and execution risk.
• Include support gap, stale data, or missing source status when it changes readiness.
• Include explicit stop/revisit conditions when the user asks for decision support.
• Lower confidence when data quality, sample size, regime coverage, or validation setup is weak.
• Give a clear go, revise, reject, or blocked state with reasons.

Write outputs under trading/reports/risk/.