Xpersona
agentCLAWHUBUnverified

Security Portfolio Risk

Provides AI-driven portfolio risk analysis for China A-shares with VaR, stress testing, tail risk, factor exposure, and risk attribution for fund managers. Skill: Security Portfolio Risk Owner: gechengling Summary: Provides AI-driven portfolio risk analysis for China A-shares with VaR, stress testing, tail risk, factor exposure, and risk attribution for fund managers. Tags: latest:3.0.4, security-portfolio-risk:3.0.4 Version history: v3.0.4 | 2026-10-08T05:05:40.894Z | user 3.0.4: content update v3.0.3 | 2026-09-30T07:04:59.412Z | user v3.0.3: narrow triggers (SQP-1), c

OpenClaw
View on ClawHubHomepage

Rank

62

Safety

84

Downloads

1.2k

Updated

Oct 10, 2026

Version

3.0.4

Source

CLAWHUB

About

What it does, and when to use it.

Capability contract not published. No trust telemetry is available yet. 1.2K downloads reported by the source. Last updated 10/10/2026.

Avoid when

  • Contract metadata is missing or unavailable for deterministic execution.

Risk flags: missing_or_unavailable_contract, trust_data_unavailable, schema_references_missing

Public facts

Every fact links back to the source it came from.

Vendor
Clawhubvendor · observed Oct 10, 2026
Protocol compatibility
OpenClawcompatibility · observed Oct 10, 2026
Adoption signal
1.2K downloadsadoption · observed Oct 10, 2026
Latest release
3.0.4release · observed Oct 8, 2026
Handshake status
UNKNOWNsecurity

Install and run

Setup complexity: low.

clawhub skill install s17ewqc4f2s6gpcbm88hy7fgvn85kg1g:security-portfolio-risk
  1. Setup complexity is classified as HIGH. You must provision dedicated cloud infrastructure or an isolated VM. Do not run this directly on your local workstation.
  2. Final validation: Expose the agent to a mock request payload inside a sandbox and trace the network egress before allowing access to real customer data.

Contract: missing

curl -s "https://www.xpersona.co/api/v1/agents/clawhub-gechengling-security-portfolio-risk/snapshot"

Documentation

CLAWHUB

100,782 characters of source documentation, loaded on request.

Extracted files

3 files captured from the source.

SKILL.md

---
name: Portfolio Risk Analysis Expert
slug: security-portfolio-risk
description: AI-powered portfolio risk analysis expert for China market — quantifies risk on a given holdings portfolio: VaR/CVaR, stress testing, tail risk, factor exposure and risk-contribution decomposition. Scope: portfolio-level quantitative risk measurement only; not general risk-management consultancy, not single-name research, not asset-allocation theory. Keywords: portfolio VaR, CVaR, stress testing, risk contribution, risk decomposition, factor exposure, tail risk, China A-share, 组合风险分析, 组合VaR, CVaR计算, 组合压力测试, 风险归因, 风险贡献分解, 因子敞口, 尾部风险, 集中度风险检查, 风险预算.
version: "3.0.4"
---

# Portfolio Risk Analysis Expert / 组合风险分析专家

> **English:** AI-powered portfolio risk analysis expert — covers VaR calculation, stress testing, tail risk measurement, factor exposure, and risk attribution. Built for fund managers and risk analysts.
>
> **中文:** 组合风险分析专家——覆盖VaR计算、压力测试、尾部风险度量、因子敞口分析、风险归因。适用：基金经理、风险分析师、机构投资者。


---

## 数据最小化声明与执行边界 / Data Minimisation & Execution Boundary

**数据最小化前置声明：** 使用本技能时，请只提供风险测算所必需的输入——标的代码、权重、收益率或净值序列、已脱敏的组合规模（可用“1000万”这类量级，无需精确金额）。**不要**粘贴账户号、身份证号、实际成交明细、客户身份信息或未公开的持仓数据；个人持仓请用“标的+权重”的脱敏形式提供。

**保存与预览确认：** 本技能不执行任何保存动作。若你在自己环境中依据本技能生成风险报告、压力测试结论或风险预算表，请在落盘或对外报送前**先预览结果、确认口径与阈值无误，再保存或提交**。

**代码块性质与执行边界**

| 内容 | 性质 | 谁来执行 |
|------|------|---------|
| `PortfolioRiskAnalyzer` 类（VaR/CVaR/回撤/因子归因） | 风险指标的计算口径说明 | 由风险分析师在自有风控系统中取数复现；技能不取数、不运行 |
| `StressTestScenarios` 情景库与 `run_stress_test()` | 情景参数与冲击传导的示意 | 由风险分析师在自有系统中配置并运行 |
| `risk_contribution_by_asset()` | 边际风险贡献（MCTR）的算法表达 | 同上，属教学示意 |
| 口径登记表、阈值表、处置清单 | 管理用模板 | 由风控人员在机构流程中落实 |

本技能未配置任何工具调用权限，不执行代码、不读写文件、不访问行情或持仓数据源，也不生成可直接报送的监管报表。文中代码块均为指标口径的教学示意，读者可在自己环境中参考实现；风险测算结果须经独立复核后方可用于决策。

---


### 证券监管最新动态 [2026-10-08更新]

| 动态类型 | 内容摘要 | 影响范围 | 风险侧应对动作 | 责任岗 | 优先级 | 复核频率 | |
|---------|---------|---------|--------------|-------|-------|---|
| 证券监管 | 2026年Q1：市场波动加剧，组合风险管理要求提升 | 组合风险模型需增加量化冲击和ESG风险维度 | 风险报告增设极端情景专项说明 | 风控 | 高 | 每季 |
| 证券监管 | 量化资金共振风险增加，极端行情止损策略需更新 | 组合风险模型需增加量化冲击和ESG风险维度 | 压力测试新增流动性枯竭情景 | 风控 | 高 | 每季 |
| 证券监管 | ESG投资分析要求扩大，组合风险需纳入ESG因素 | 组合风险模型需增加量化冲击和ESG风险维度 | 风险分解单列ESG敞口维度 | 风控 | 中 | 每季 |
| 程序化交易 | 程序化交易报告与异常交易监控要求细化 | 极端行情下的流动性与波动归因 | 压力测试中区分程序化交易影响部分 | 风控 | 中 | 每月 |
| 信息披露 | 上市公司信息披露质量监管强化 | 风险模型的财务输入数据 | 模型输入须标注报告期与数据来源 | 风控 | 高 | 每季 |
| 估值与净值 | 净值化管理要求下风险指标披露趋严 | 产品风险报告与定期披露 | 波动率、回撤、VaR口径固定并留档 | 合规 | 高 | 每月 |
| 投资者保护 | 风险揭示与适当性匹配要求提升 | 产品风险等级与客户匹配 | 风险报告附适当性匹配说明 | 合规 | 高 | 每季 |
| 集中度管理 | 单一标的与单一行业集中度关注度提升 | 组合集中度指标 | 集中度阈值纳入日常监控与预警 | 风控 | 高 | 日 |
| 估值与净值 | 2026年9月下旬：净值化产品的风险指标披露口径一致性要求进一步强化 | 定期报告、产品风险揭示书 | 波动率/回撤/VaR三项口径写进口径登记表并随报告留档 | 合规 | 高 | 每月 |
| 集中度管理 | 2026年三季度：单一标的与单一行业集中度的日常监控要求细化 | 组合集中度指标 | 集中度监控改为日频，超限当日报送投资经理 | 风控 | 高 | 日 |
| 风险揭示 | 2026年10月上旬：净值型产品风险指标与业绩展示口径的一致性检查趋严，报告值与宣传值须同源 | 风险报告、产品宣传材料 | 波动率/回撤/VaR的报告数值与对外展示数值差异须书面说明 | 合规 | 高 | 每月 |
| 模型风险管理 | 2026年四季度初：机构风险模型的验证与留痕要求细化，模型版本与参数来源须可追溯 | 风险模型、参数与情景库 | 建立模型台账，登记模型版本、参数来源、

_meta.json

{
  "ownerId": "kn74e704j3ygjcygnpf02rdvd185js13",
  "slug": "security-portfolio-risk",
  "version": "3.0.4",
  "publishedAt": 1791435940894
}

skill-card.md

## Description:

Helps analysts assess China-market portfolio risk using VaR, stress tests, tail-risk measures, factor exposures, and risk-contribution analysis.

This skill is ready for commercial/non-commercial use.

## Publisher:

[gechengling](https://clawhub.ai/user/gechengling)

### License/Terms of Use:

MIT-0

## Use Case:

Fund managers and risk analysts use this skill to assess a holdings portfolio's VaR, stress losses, concentration, factor exposures, and risk contributions. Its methods and examples require independent validation before investment or reporting decisions.

### Deployment Geography for Use:

China (market focus)

## Known Risks and Mitigations:

Risk: Historical data and model assumptions can produce misleading portfolio risk estimates.

Mitigation: Independently validate inputs, assumptions, and results through established risk-review procedures before relying on them.

Risk: Portfolio details or unverified regulatory claims could be exposed or relied on inappropriately.

Mitigation: Provide only anonymized holdings, weights, and return data; verify regulatory claims and reportable results with the appropriate compliance team.

## Reference(s):

- [Security Portfolio Risk on ClawHub](https://clawhub.ai/gechengling/skills/security-portfolio-risk)

## Skill Output:

**Output Type(s):** [Text, Markdown, Code, Guidance]

**Output Format:** [Markdown analysis, tables, and illustrative Python code]

**Output Parameters:** [1D]

**Other Properties Related to Output:** [No direct market-data access or code execution; independently review results before use.]

## Skill Version(s):

3.0.4 (source: skill frontmatter and server release metadata)

## Ethical Considerations:

Users should evaluate whether this skill is appropriate for their environment, review any generated or modified files before relying on them, and apply their organization's safety, security, and compliance requirements before deployment.

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Machine-readable data

The same record, as JSON, for agents and crawlers.

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Record generated Oct 11, 2026.

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