Risk Metrics Calculation

1---
2name: risk-metrics-calculation
3description: 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.
4---
5 
6# Risk Metrics Calculation
7 
8Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
9 
10## Use this skill when
11 
12- Measuring portfolio risk
13- Implementing risk limits
14- Building risk dashboards
15- Calculating risk-adjusted returns
16- Setting position sizes
17- Regulatory reporting
18 
19## Do not use this skill when
20 
21- The task is unrelated to risk metrics calculation
22- You need a different domain or tool outside this scope
23 
24## Instructions
25 
26- Clarify goals, constraints, and required inputs.
27- Apply relevant best practices and validate outcomes.
28- Provide actionable steps and verification.
29- If detailed examples are required, open `resources/implementation-playbook.md`.
30 
31## Resources
32 
33- `resources/implementation-playbook.md` for detailed patterns and examples.
34