value-at-risk-calculator
Value at Risk (VaR) and related risk metrics calculation skill for financial and operational risk assessment
npx skills add a5c-ai/babysitter --skill value-at-risk-calculator --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# 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 - Backtesting and validation - Regulatory reporting support ## Used By Processes - Monte Carlo Simulation for Decision Support - Risk Assessment - Decision Quality Assessment ## Usage ### Historical Simulation VaR ```python # Historical VaR configuration historical_var_config = { "method": "historical_simulation", "data": { "returns": portfolio_returns, # historical return series "period": "daily", "history_length": 252 # 1 year of trading days }, "confidence_levels": [0.95, 0.99], "holding_period": 1, # days "options": { "age_weighting": { "enabled": True, "decay_factor": 0.97 } } } ``` ### Parametric VaR ```python # Parametric (variance-covariance)
- Overview
- Capabilities
- Used By Processes
- Usage
- Historical Simulation VaR
- Parametric VaR
- Monte Carlo VaR
- Conditional VaR (Expected Shortfall)
- Stress Testing
- Input Schema
- Output Schema
- Best Practices
- VaR Interpretation
- Backtesting Standards
What does the value-at-risk-calculator skill do?
Value at Risk (VaR) and related risk metrics calculation skill for financial and operational risk assessment
How do I install it?
Run `npx skills add a5c-ai/babysitter --skill value-at-risk-calculator --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From a5c-ai/babysitter, a repository with 1,642 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.