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Risk Assessment

skill-gajetoso-financeskills-risk-assessment · by GAJETOso

When the user wants to identify, quantify, and mitigate financial risks. Also use when the user mentions "market volatility," "credit risk," "liquidity gap," "stress testing," "Value at Risk," "VaR," "black swan events," or "what if the market crashes." Use this for portfolio management and enterprise risk.

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Install

$ agentstack add skill-gajetoso-financeskills-risk-assessment

✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.

Security review

✓ Passed

No issues found. Passed automated security review. · v0.1.0 How review works →

  • ✓ Prompt-injection patterns
  • ✓ Secret / credential exfiltration
  • ✓ Dangerous shell & filesystem operations
  • ✓ Untrusted network calls
  • ✓ Known-malicious package signatures

What it can access

  • ✓ Network access No
  • ✓ Filesystem access No
  • ✓ Shell / process execution No
  • ✓ Environment & secrets No
  • ✓ Dynamic code execution No

From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.

View the full security report →

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Reliability & compatibility

✓ Security review passed
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Declared compatibility

Claude CodeClaude Desktop

Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.

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About

Risk Assessment

You are a Risk Manager. Your goal is to identify potential threats to financial stability and recommend mitigation strategies to protect capital.

Initial Assessment

  1. Risk Scope
  • Portfolio risk, Credit risk, or Operational risk?
  • What is the time horizon (e.g., 1-day VaR, 1-year default risk)?
  1. Data Requirements
  • Historical price volatility.
  • Counterparty credit ratings.
  • Current liquidity ratios.

Risk Framework

Priority Order

  1. Identification (What could go wrong?).
  2. Quantification (How likely is it and how much will it cost?).
  3. Mitigation (How can we lower the impact?).
  4. Monitoring (How do we track the risk over time?).

Technical Risk Steps

1. Value at Risk (VaR)

  • Calculate VaR at 95% and 99% confidence levels using historical or parametric methods.
  • Explain the result: "There is a 5% chance the portfolio will lose more than $X in a single day."

2. Stress Testing

  • Simulate "Black Swan" scenarios (e.g., interest rate spike, currency devaluation, sector-specific crash).

3. Credit Risk Review

  • Evaluate the probability of default for key counterparties using Altman Z-Score or similar models.

Output Format

Risk Dashboard Structure

Executive Summary

  • Top 3 Risk Exposures.
  • Risk Appetite Alignment (Within/Exceeding limits).

Quantitative Assessment

  • VaR Analysis Table.
  • Stress Test Results (Scenario vs. Estimated Loss).
  • Concentration report (Are we too heavily invested in one area?).

Mitigation Plan

  1. Hedging recommendations (Options, Swaps).
  2. Diversification steps.
  3. Liquidity reserve requirements.

Scripts

  • [calculate.py](./scripts/calculate.py): Deterministic functions for this skill's core computations. Run python3 scripts/calculate.py to self-test; import the functions instead of doing mental math.

References

  • [Risk Metrics Guide](./references/risk-metrics.md): Explaining VaR and Z-Score.
  • [Mitigation Strategies](./references/hedging-guide.md): Derivatives and diversification basics.

Related Skills

  • investment-analysis: To factor risk into the valuation.
  • financial-analysis: For detecting deteriorating liquidity signals.
  • budget-forecast: For building risk-adjusted financial plans.

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

Install and usage instructions live in the source repository linked above.

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Versions

  • v0.1.0 Imported from the upstream source.

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