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Use this skill when the user asks about "concentration risk", "which positions need attention", or "position limit breaches". Retrieves thresholds from internal policy documents and applies them to portfolio positions.
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SOC 職業分類に基づく
Use this skill when the user asks to "prepare an RFP response", "draft an RFP", "respond to an RFP", or needs to compile firm capabilities, track record, investment process, and compliance content for a proposal. Also use when the user mentions "Request for Proposal", "mandate proposal", "tender response", or "client proposal".
Use this skill when the user asks about a borrower's default probability, credit risk drivers, PD scores, risk ratings, or wants to run what-if scenarios on credit metrics like "what if revenue drops 20%" or "recalculate PD with adjusted inputs". Also use when explaining why a borrower received a particular risk rating, SHAP analysis, or comparing risk across borrowers.
Use this skill when the user asks which factors are driving returns, wants to compare factor performance across periods, or requests ad-hoc factor exploration like "which factors are working this quarter", "compare momentum vs value", or "factor correlations". Also use when the user needs analysis beyond what pre-computed factor views provide.
Use this skill when the user wants to optimize portfolio weights, find the efficient frontier, construct a maximum Sharpe or minimum variance portfolio, or rebalance with specific constraints like position caps, sector limits, or ESG minimums. Also use when the user says "what's the optimal allocation" or "rebalance for minimum risk".
Use this skill when the user asks about anomalies, risk flags, style drift, attribution drift, concentration alerts, or anything unusual in attribution patterns. Also use proactively when generating reports to check for HIGH severity items before presenting findings.
Use this skill when the user asks to "generate an attribution report", "prepare attribution for the board", "write up quarterly performance", or wants a comprehensive multi-section attribution narrative. Orchestrates multiple tools into a complete report with audience-appropriate depth.
| name | concentration-risk-assessment |
| description | Use this skill when the user asks about "concentration risk", "which positions need attention", or "position limit breaches". Retrieves thresholds from internal policy documents and applies them to portfolio positions. |
Trigger when user asks about: "concentration risk", "position limits", "which positions need attention", "concentration breach", "portfolio concentration"
Tool: search_internal_docs
Query: "concentration risk limits", "issuer concentration", "position limits"
Extract from policy:
Tool: quantitative_analyzer
Query: "Current position weights for SAM [portfolio]"
Calculate: Position weight = Market Value / Total Portfolio Value
Apply policy thresholds to flag positions:
| Position | Weight | Status | Policy Reference |
|---|---|---|---|
| [Ticker] | X.X% | BREACH / WARNING / OK | Concentration Risk Policy §X |
Total flagged exposure: [sum of warning + breach positions]
Cite specific policy sections for all threshold references.
A concentration risk report with flagged positions table, severity classifications, and policy-aligned recommendations.