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.