菜单
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.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
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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.
