# Tcx Risk

> Review investment and order risk before drafting or approving an order, including downside cases, sizing limits, liquidity, volatility, policy constraints, and go/revise/reject decisions.

- Skill: `monarchjuno/tcx-risk` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds@latest add monarchjuno/tcx-risk`
- Raw SKILL.md: https://api.skillmd.com/api/skills/monarchjuno/tcx-risk/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: monarchjuno (https://skillmd.com/u/monarchjuno)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/monarchjuno/tcx-risk

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# 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/`.