risk-metrics-calculation

name	risk-metrics-calculation
description	Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
type	skill
created	2026-02-27T00:00:00.000Z
domain	security
category	compliance
risk	safe
source	community
tags	["skill","security","compliance","risk","metrics","calculation"]

Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

Use this skill when

• Measuring portfolio risk
• Implementing risk limits
• Building risk dashboards
• Calculating risk-adjusted returns
• Setting position sizes
• Regulatory reporting

Do not use this skill when

• The task is unrelated to risk metrics calculation
• You need a different domain or tool outside this scope

Instructions

• Clarify goals, constraints, and required inputs.
• Apply relevant best practices and validate outcomes.
• Provide actionable steps and verification.
• If detailed examples are required, open resources/implementation-playbook.md.

Resources

• resources/implementation-playbook.md for detailed patterns and examples.

Connections

• Domain: [[Sicherheit & Datenschutz]]
• Kategorie: [[Compliance & Datenschutz]]
• Navigation: [[Skills Uebersicht]], [[Home]]