risk-management-review
NewAI agent skill for portfolio / strategy / position risk review — volatility, drawdown, VaR/CVaR, Sharpe/Sortino/Calmar/UPI, Kelly & vol-targeted sizing, concentration & leverage caps, stress tests. Works with Claude Code, Codex, Cursor. By Viprasol Tech.
Summary
This skill enables Claude Code to perform comprehensive risk management reviews of financial portfolios, strategies, and positions.
- It calculates key metrics like volatility, drawdown, VaR/CVaR, Sharpe/ Sortino/Calmar/UPI ratios, and applies Kelly and volatility-targeted sizing, concentration and leverage caps, and stress tests to help developers identify and mitigate risks in their trading or investment systems.
Install & Usage
mkdir -p .claude/skillsmkdir -p .claude/skills && curl -o .claude/skills/risk-management-review.md https://raw.githubusercontent.com/Viprasol-Tech/risk-management-review/main/SKILL.md/risk-management-reviewUse Cases
Usage Examples
/risk-management-review analyze portfolio risk for tickers AAPL, MSFT, GOOG with equal weights and $1M capital
/risk-management-review calculate VaR and CVaR for strategy returns in data.csv at 95% and 99% confidence levels
/risk-management-review stress test portfolio against 2008 financial crisis scenario and report max drawdown
Security Audits
Frequently Asked Questions
What is risk-management-review?
This skill enables Claude Code to perform comprehensive risk management reviews of financial portfolios, strategies, and positions. It calculates key metrics like volatility, drawdown, VaR/CVaR, Sharpe/ Sortino/Calmar/UPI ratios, and applies Kelly and volatility-targeted sizing, concentration and leverage caps, and stress tests to help developers identify and mitigate risks in their trading or investment systems.
How to install risk-management-review?
To install risk-management-review: create the skills directory (mkdir -p .claude/skills), then run: mkdir -p .claude/skills && curl -o .claude/skills/risk-management-review.md https://raw.githubusercontent.com/Viprasol-Tech/risk-management-review/main/SKILL.md. Finally, /risk-management-review in Claude Code.
What is risk-management-review best for?
risk-management-review is a skill categorized under General. It is designed for: testing, code-review, agent. Created by Viprasol-Tech.
What can I use risk-management-review for?
risk-management-review is useful for: Review a portfolio's risk metrics including VaR, CVaR, and maximum drawdown to assess downside exposure.; Calculate and compare Sharpe, Sortino, Calmar, and UPI ratios for a trading strategy to evaluate risk-adjusted returns.; Apply Kelly Criterion and volatility-targeted position sizing to optimize capital allocation.; Check concentration and leverage caps to ensure compliance with risk management rules.; Run stress tests on a portfolio under historical or hypothetical scenarios to gauge resilience.; Audit a risk management system's code for correct implementation of VaR, drawdown, and sizing algorithms..