/vkkm:var-calc
CommunityQuantify portfolio risk in seconds.
AuthorVaibhavkkm
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill quantifies the potential worst-case financial losses for a portfolio over a specified time horizon and confidence level, enabling proactive risk management.
Core Features & Use Cases
- VaR & CVaR Calculation: Computes Value at Risk (VaR) and Conditional VaR (CVaR) using Monte Carlo simulations or parametric methods.
- Portfolio Analysis: Analyzes various portfolio compositions, including equities, bonds, and cash, considering expected returns, volatilities, and correlations.
- Risk Contribution: Identifies which assets contribute most to the overall portfolio risk, flagging concentration risks.
- Use Case: A portfolio manager can input their current holdings and risk parameters to understand the potential downside risk before market-moving news, allowing for timely hedging or rebalancing.
Quick Start
Calculate the 1-day 99% VaR for a portfolio with 60% equities, 30% bonds, and 10% cash.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: /vkkm:var-calc Download link: https://github.com/Vaibhavkkm/vkkm-aegis-plugin/archive/main.zip#vkkm-var-calc Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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