fsi-command-review-fi-portfolio

name	fsi-command-review-fi-portfolio
description	Use when financial-services work requires review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis.
version	0.1.0
author	Changhochien
license	MIT
platforms	["linux","macos","windows"]
metadata	{"hermes":{"tags":["command","financial-services","lseg","review-fi-portfolio"],"related_skills":[]}}

FSI Command: /review-fi-portfolio

Overview

This is the Hermes profile equivalent of the original Cowork slash command /review-fi-portfolio from lseg. Invoke it explicitly with /skill fsi-command-review-fi-portfolio or ask in natural language for this workflow.

When to Use

• Use when the user asks for /review-fi-portfolio or a review fi portfolio financial-services workflow.
• Use when the user wants the command procedure rather than a free-form answer.

Command Procedure

Review Fixed Income Portfolio

This command uses LSEG bond pricing, YieldBook analytics, and yield curve tools. See CONNECTORS.md for available tools.

Produce a consolidated fixed income portfolio risk and return report by pricing all holdings, enriching with reference data, projecting cashflows, and stress testing under rate scenarios.

See the fixed-income-portfolio skill for domain knowledge on portfolio analytics and scenario analysis.

Workflow

1. Gather Portfolio Holdings

Ask the user for:

• Bond identifiers (required) — comma-separated ISINs, CUSIPs, or RICs
• Position sizes/weights (optional — if not provided, assume equal weight)
• Specific scenario to test (optional — e.g., "+100bp", defaults to standard grid)
• Valuation date (optional, defaults to today)

2. Price All Bonds

Call bond_price with all identifiers.

Extract per bond: clean/dirty price, yield, duration, convexity, DV01, currency.

Aggregate portfolio-level: weighted yield, weighted duration, total DV01, total market value.

3. Enrich with Reference Data

Call yieldbook_bond_reference for each bond.

Extract: security type, sector, ratings, coupon type, call features, issuer, country.

Build composition breakdowns: by sector, rating, maturity bucket, currency.

4. Project Cashflows

Call yieldbook_cashflow for each bond.

Aggregate into quarterly cashflow waterfall. Flag periods with concentrated maturities.

5. Run Scenario Analysis

Call yieldbook_scenario with rate shifts: -200bp, -100bp, -50bp, 0bp, +50bp, +100bp, +200bp.

Identify which bonds contribute most to upside and downside risk.

6. Curve Context

Call interest_rate_curve for the portfolio's primary currency.

Compute spread to curve for each bond. Assess curve environment.

7. Synthesize the Report

Present: portfolio summary metrics, composition breakdowns, cashflow waterfall, scenario P&L table with risk contributors, and curve exposure.

Output Format

Lead with the portfolio summary metrics, then detail composition, cashflows, and risk analysis in sections.

Hermes Invocation

• Explicit: /skill fsi-command-review-fi-portfolio
• Natural language: “Use the review-fi-portfolio command workflow for ...”

Verification Checklist

• The command intent, inputs, and output format are confirmed.
• The output cites sources or clearly labels assumptions.
• The final artifact is marked draft / for human review when appropriate.