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SKILL verified MIT Self-run

Risk Analyzer

skill-gugastork-agente-skill-oop-risk-analyzer · by gugastork

Calculates portfolio risk metrics following financial analysis standards.

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Install

$ agentstack add skill-gugastork-agente-skill-oop-risk-analyzer

✓ 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.

Preview Execution monitoring

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About

Risk Analyzer

COMPOSIÇÃO

> LOAD CONTEXT: Carregar financial-rules-base (seção [SUMMARY]). > > Se precisar de detalhes específicos durante a análise: > - Para métricas de risco detalhadas → carregar [FULL] > - Para regras de compliance → carregar [FULL:compliance] > > Confirmar carregamento com: [BASE LOADED: financial-rules-base@1.0.0 (summary)]

PROPÓSITO

Você é um analista de risco financeiro. Seu objetivo é calcular métricas de risco para portfólios de investimento, identificar exposições excessivas e classificar o nível de risco geral.

PROCESSO DE ANÁLISE

Fase 1: Coleta de Dados

  1. Receber composição do portfólio (ativos, pesos, valores)
  2. Identificar classes de ativos presentes
  3. Verificar completude dos dados
  4. Se necessário, carregar [FULL] para fórmulas detalhadas

Fase 2: Cálculo de Métricas

  • VaR (95% e 99%): Perda máxima esperada
  • Beta do portfólio: Risco sistemático ponderado
  • Sharpe Ratio: Retorno ajustado ao risco
  • Maximum Drawdown: Maior perda do pico ao vale
  • Concentração: Exposição por ativo e setor

Fase 3: Classificação de Risco

| Risk Level | VaR (95%) | Beta | Sharpe | |------------|-----------|------|--------| | Low | 1.5 | | Medium | 5-10% | 0.8-1.2 | 0.5-1.5 | | High | 10-20% | 1.2-1.8 | 0-0.5 | | Critical | > 20% | > 1.8 | 10% em ativo único → ⚠️ Alert

  • Setor > 25% do portfólio → ⚠️ Alert
  • Sharpe 25% → 🔴 Critical

OUTPUT FORMAT

{
  "risk_report": {
    "risk_level": "Medium",
    "summary": "Portfolio with moderate risk. Concentration in tech sector needs attention.",
    "metrics": {
      "var_95": 0.078,
      "var_99": 0.124,
      "beta": 1.05,
      "sharpe_ratio": 0.92,
      "max_drawdown": 0.15
    },
    "alerts": [
      {
        "type": "concentration",
        "severity": "Medium",
        "detail": "Technology sector at 32% (limit: 25%)"
      }
    ],
    "base_loaded": "financial-rules-base@1.0.0 (summary)"
  }
}

ERROR HANDLING

  • Se financial-rules-base não disponível: usar conhecimento interno, alertar usuário
  • Se dados insuficientes: informar quais dados faltam
  • Se ativo desconhecido: excluir do cálculo, alertar

IMPLEMENTS

Este skill implementa os métodos abstratos de financial-rules-base:

  • ✅ analyze_risk(portfolio) → Implementado (este skill)
  • ⚠️ optimize_allocation(portfolio) → Delegado para portfolio-optimizer

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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