Risk Analyzer

Purpose

Portfolio risk analysis including Value at Risk (parametric, historical, Monte Carlo), Conditional VaR, stress testing, drawdown analysis, and factor exposure assessment.

Routing

• Use when: Use when the user asks about portfolio risk, Value at Risk, VaR, CVaR, stress testing, drawdown analysis, factor exposure, risk budgeting, beta, tracking error, or any risk measurement and management question.
• Do not use when: Do not use when the request is about portfolio construction/optimization (use Portfolio Optimizer), company valuation, or financial modeling.
• Outputs: Outcome from Risk Analyzer: comprehensive risk assessment with VaR/CVaR calculations, stress test results, factor exposures, drawdown analysis, and risk management recommendations.
• Success criteria: Returns quantified risk metrics at the specified confidence level and horizon, identifies key risk concentrations, provides stress test impacts, and recommends actionable risk mitigation steps.

Trigger Examples

Positive