AgentSkillsCN

Assess Operational Risk

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SKILL.md

Skill: Assess Operational Risk

Domain

financial_services

Description

Assesses operational risk using Basel framework methodology including loss event analysis, risk control self-assessment, and capital calculation.

Tags

operational-risk, Basel, banking, compliance, risk-management, RCSA

Use Cases

  • •Operational loss analysis
  • •Risk control assessment
  • •Capital requirement calculation
  • •Key risk indicator monitoring

Proprietary Business Rules

Rule 1: Loss Event Classification

Basel event type categorization and root cause analysis.

Rule 2: RCSA Scoring

Risk and control self-assessment methodology.

Rule 3: Capital Calculation

Operational risk capital requirement using standardized approach.

Rule 4: KRI Threshold Monitoring

Key risk indicator breach detection.

Input Parameters

  • •assessment_id (string): Assessment identifier
  • •loss_events (list): Historical loss event data
  • •control_assessments (list): RCSA results
  • •business_line_data (dict): Revenue by business line
  • •kri_data (dict): Key risk indicator values
  • •assessment_period (dict): Assessment time range

Output

  • •risk_score (float): Overall operational risk score
  • •loss_analysis (dict): Loss event analysis
  • •control_effectiveness (dict): Control assessment results
  • •capital_requirement (float): Required capital
  • •kri_breaches (list): KRI threshold breaches

Implementation

The assessment logic is implemented in oprisk_assessor.py and references data from oprisk_framework.json.

Usage Example

python
from oprisk_assessor import assess_operational_risk

result = assess_operational_risk(
    assessment_id="ORA-2026-001",
    loss_events=[{"type": "execution", "amount": 50000, "date": "2025-06-15"}],
    control_assessments=[{"control_id": "CTL-001", "effectiveness": 0.85}],
    business_line_data={"trading": 100000000, "retail_banking": 200000000},
    kri_data={"system_downtime_hours": 5, "failed_transactions": 150},
    assessment_period={"start": "2025-01-01", "end": "2025-12-31"}
)

print(f"Risk Score: {result['risk_score']}")

Test Execution

python
from oprisk_assessor import assess_operational_risk

result = assess_operational_risk(
    assessment_id=input_data.get('assessment_id'),
    loss_events=input_data.get('loss_events', []),
    control_assessments=input_data.get('control_assessments', []),
    business_line_data=input_data.get('business_line_data', {}),
    kri_data=input_data.get('kri_data', {}),
    assessment_period=input_data.get('assessment_period', {})
)