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