Risk Metrics Calculation
Calculates key risk metrics from data to provide quantifiable insights and inform decision-making regarding potential threats.
Install on your platform
We auto-selected Claude Code based on this skill’s supported platforms.
Run in terminal (recommended)
claude mcp add risk-metrics-calculation npx -- -y @trustedskills/risk-metrics-calculation
Or manually add to ~/.claude/settings.json
{
"mcpServers": {
"risk-metrics-calculation": {
"command": "npx",
"args": [
"-y",
"@trustedskills/risk-metrics-calculation"
]
}
}
}Requires Claude Code (claude CLI). Run claude --version to verify your install.
About This Skill
What it does
The risk-metrics-calculation skill enables AI agents to compute and analyze various financial and operational risk metrics. It supports calculations such as Value at Risk (VaR), Expected Shortfall, volatility measures, and other quantitative tools used in risk management.
When to use it
- To assess potential losses in investment portfolios under different market conditions.
- For evaluating the risk exposure of a business operation or financial product.
- When generating reports for compliance with regulatory requirements in finance or insurance.
- During scenario analysis to understand how risks might impact decision-making processes.
Key capabilities
- Calculation of Value at Risk (VaR) and Expected Shortfall
- Computation of volatility metrics
- Integration with historical data for risk modeling
- Support for stress testing scenarios
Example prompts
- "Calculate the VaR for a stock portfolio over a 10-day period with 95% confidence."
- "Compute the expected shortfall for this financial instrument under a market crash scenario."
- "Analyze the volatility of this dataset and provide risk metrics."
Tips & gotchas
- Ensure input data is clean, complete, and relevant to the metric being calculated.
- Some advanced features may require access to historical or real-time financial data sources.
Tags
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