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z Assess risk for user portfolio�
Portfolio Data: z
User Profile: z#
Risk Assessment Type: �
a}
Please perform a comprehensive risk assessment for the user's portfolio.
Analyze:
1. Portfolio risk metrics (VaR, CVaR, volatility, beta)
2. Concentration risk and diversification analysis
3. Liquidity risk assessment
4. Market risk exposure
5. Credit risk (if applicable)
6. User-specific risk tolerance alignment
7. Risk-adjusted performance measures
8. Stress testing under various scenarios
Provide personalized risk recommendations based on the user's profile.
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|� �� � d t |� � � �cY d}~S d}~ww xY w) z Run risk simulation scenariosr z#
Simulation Scenarios: r a
Please run scenario analysis and stress testing for the portfolio.
For each scenario, analyze:
1. Expected portfolio impact
2. Worst-case and best-case outcomes
3. Probability of occurrence
4. Portfolio resilience
5. Required hedging strategies
6. Recovery time estimates
7. Liquidity implications
Provide actionable recommendations for risk mitigation.
r r NzScenario Analysis (by r z Error in scenario simulation: z#Error running scenario simulation: r )r r r' r r r# r$ r% s r �simulate_scenariosz RiskTools.simulate_scenarios= s� � � � � B�� +�� �#,�� � �G�
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z'Analyze liquidity risk of the portfolio�Portfolio Data: a
Please analyze the liquidity risk characteristics of the portfolio.
Examine:
1. Asset liquidity profiles
2. Market depth and trading volumes
3. Bid-ask spreads and market impact
4. Liquidity during stress periods
5. Redemption and margin call risks
6. Liquidity diversification
7. Emergency liquidation strategies
Provide recommendations for liquidity management.
r r Nz Liquidity Risk Analysis (by r z"Error in liquidity risk analysis: z Error analyzing liquidity risk: r �r r r r r# r$ r% s r �liquidity_risk_analysisz!RiskTools.liquidity_risk_analysis` s� � � � � ?�9� �9�9�G�
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z$Analyze tail risk and extreme eventsr+ a<
Please analyze the tail risk characteristics of the portfolio.
Focus on:
1. Value at Risk (VaR) at different confidence levels
2. Conditional Value at Risk (CVaR/Expected Shortfall)
3. Maximum drawdown analysis
4. Fat tail and skewness characteristics
5. Extreme event probability estimation
6. Tail hedging strategies
7. Black swan event preparedness
Identify portfolio vulnerabilities to extreme market events.
r r NzTail Risk Analysis (by r z Error in tail risk analysis: zError analyzing tail risk: r r, s r �tail_risk_analysisz RiskTools.tail_risk_analysis� s� � � � � :�9� �9�9�G�
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