Portfolio Risk Engine Task
portfolio_risk_engine_taskRead-only
Analyze a multi-position FX book for concentration, stress exposure, and event-driven catalyst risk. Returns analysis in the tool response. Access: requires an FXMacroData API key; an anonymous call returns subscription_required with a subscribe link.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| horizon_events | No | Maximum release events to consider per currency leg. | |
| positions_json | Yes | JSON array of FX positions. Each item should include base, quote, side (long/short), and notional. Example: [{"base":"eur","quote":"usd","side":"long","notional":100000}] | |
| stress_shock_pct | No | Stress shock in percent applied to each pair. |