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value-at-risk-calculator

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Value at Risk (VaR) and related risk metrics calculation skill for financial and operational risk assessment

library/specializations/domains/business/decision-intelligence/skills/value-at-risk-calculator/SKILL.md

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# Value at Risk Calculator

## Overview

The Value at Risk Calculator skill provides comprehensive capabilities for calculating VaR and related risk metrics using multiple methodologies. It supports financial risk assessment, operational risk quantification, and regulatory compliance through parametric, historical, and simulation-based approaches.

## Capabilities

- Historical simulation VaR
- Parametric VaR (variance-covariance)
- Monte Carlo VaR
- Conditional VaR (CVaR/Expected Shortfall)
- Incremental and component VaR
- Stress testing
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