usd-reserve-loss-gold-revaluation

Compute implied gold prices under reserve-loss scenarios across currencies and monetary aggregates.

3|1|Updated Jan 12, 2026
One-click install
npx skills add https://github.com/fatfingererr/macro-skills --skill usd-reserve-loss-gold-revaluation
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: usd-reserve-loss-gold-revaluation
Source: https://github.com/fatfingererr/macro-skills/tree/main/skills/usd-reserve-loss-gold-revaluation
Command: npx skills add https://github.com/fatfingererr/macro-skills --skill usd-reserve-loss-gold-revaluation

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, requests, yfinance, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill models extreme balance-sheet stress by replacing fiat anchors with gold, estimating the implied gold price needed to back money liabilities under a reserve-loss scenario.

Core Features & Use Cases

  • Multi-currency exposure: Evaluate USD, EUR, JPY, CNY, GBP and others under M0 or M2.
  • Backed leverage insights: Produce backing ratios, leverage multiples, and per-entity rankings.
  • Use Case: Risk teams can stress-test central-bank balance sheets or explore implications of de-dollarization narratives.

Quick Start

Run the quick analysis with defaults to see headline implied price and top-leveraged currencies, then customize with the full workflow.

Frequently Asked Questions about usd-reserve-loss-gold-revaluation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate the implied gold price needed to back fiat money liabilities during a central bank reserve-loss scenario?▼

To calculate the implied gold price under a reserve-loss scenario, divide money liabilities by gold reserves across selected currencies. This generates a headline implied price, per-entity backing ratios, leverages, and a ranked stress map.

What monetary aggregates can I use for gold backing stress tests?▼

You can apply multiple monetary aggregates such as M0 or M2 for gold backing stress tests. The analysis uses weighting schemes like FX turnover or reserve-share to produce per-entity backing ratios and leverage multiples.

How do I stress-test central bank balance sheets by replacing fiat anchors with gold?▼

Stress-testing central bank balance sheets involves evaluating multi-currency exposure like USD, EUR, JPY, and CNY under M0 or M2. It models extreme balance-sheet stress by replacing fiat anchors with gold to estimate implied prices.

Does this gold revaluation analysis require Python dependencies like pandas and yfinance?▼

Yes, the gold revaluation analysis requires Python dependencies including pandas, numpy, requests, and yfinance. The included Python scripts use these libraries to fetch data and perform the reserve-loss calculations.

What output formats are generated when computing implied gold prices for de-dollarization scenarios?▼

When computing implied gold prices for de-dollarization scenarios, outputs are generated in structured JSON or Markdown format. The results include a headline implied price, backing ratios, and a ranked stress map with optional visualizations.

Can I evaluate multiple currencies like CNY and GBP in a macro gold revaluation scenario analysis?▼

Yes, you can evaluate multiple currencies like CNY and GBP in a macro gold revaluation scenario analysis. The tool supports multi-currency exposure across USD, EUR, JPY, CNY, GBP and others to produce leverage insights and rankings.