AgentSkillsCN

CF Plugin Financial Risk

配备投资组合风险评分、异常检测、市场制度分类，以及合规报告功能的金融风险分析插件。适用于对投资组合风险进行评分、检测金融异常、分类市场制度、生成合规报告，或对投资组合进行压力测试时使用。

SKILL.md
--- frontmatter
name: "CF Plugin Financial Risk"
description: "Financial risk analysis plugin with portfolio risk scoring, anomaly detection, market regime classification, and compliance reporting. Use when scoring portfolio risk, detecting financial anomalies, classifying market regimes, generating compliance reports, or stress-testing portfolios."

CF Plugin Financial Risk

High-performance financial risk analysis plugin providing portfolio risk scoring, anomaly detection, market regime classification, and compliance reporting for financial applications and regulatory workflows.

Quick Command Reference

TaskCommand
Enable pluginnpx @claude-flow/cli@latest plugins toggle --enable financial-risk
Disable pluginnpx @claude-flow/cli@latest plugins toggle --disable financial-risk
Plugin infonpx @claude-flow/cli@latest plugins info financial-risk
List toolsnpx @claude-flow/cli@latest mcp tools
Check statusnpx @claude-flow/cli@latest plugins list

Installation

Via claude-flow: Already included with npx @claude-flow/cli@latest init Standalone: npx @claude-flow/plugin-financial-risk@latest

Activation

bash
# Enable the plugin
npx @claude-flow/cli@latest plugins toggle --enable financial-risk

# Verify activation
npx @claude-flow/cli@latest plugins info financial-risk

Plugin Capabilities

Portfolio Risk Scoring

Computes VaR (Value at Risk), CVaR, Sharpe ratio, and composite risk scores for portfolio positions using historical simulation and parametric methods.

bash
npx @claude-flow/cli@latest mcp exec financial-risk.score \
  --portfolio positions.json --method historical --confidence 0.99

Anomaly Detection

Detects unusual trading patterns, price movements, and volume spikes using statistical and ML-based anomaly detection.

bash
npx @claude-flow/cli@latest mcp exec financial-risk.anomaly \
  --data market-data.json --method isolation-forest --sensitivity high

Market Regime Classification

Classifies current market conditions (bull, bear, sideways, high-volatility) using regime-switching models to adjust risk parameters.

bash
npx @claude-flow/cli@latest mcp exec financial-risk.regime \
  --data market-data.json --lookback 252 --output regime-report.json

Compliance Reporting

Generates regulatory compliance reports (Basel III, Dodd-Frank, MiFID II) with automated threshold checking and exception flagging.

bash
npx @claude-flow/cli@latest mcp exec financial-risk.compliance \
  --framework basel3 --portfolio positions.json --output compliance-report.json

Stress Testing

Runs portfolio stress tests under historical and hypothetical scenarios to assess potential losses under adverse conditions.

bash
npx @claude-flow/cli@latest mcp exec financial-risk.stress-test \
  --portfolio positions.json --scenarios "2008-crisis,rate-shock,pandemic"

Common Patterns

Daily Risk Report

bash
npx @claude-flow/cli@latest plugins toggle --enable financial-risk
npx @claude-flow/cli@latest mcp exec financial-risk.score \
  --portfolio positions.json --method historical --confidence 0.99
npx @claude-flow/cli@latest mcp exec financial-risk.regime \
  --data market-data.json --lookback 252
npx @claude-flow/cli@latest mcp exec financial-risk.anomaly \
  --data market-data.json --method isolation-forest

Regulatory Compliance Check

bash
npx @claude-flow/cli@latest mcp exec financial-risk.compliance \
  --framework basel3 --portfolio positions.json --check-thresholds --fail-on-breach

Pre-Trade Risk Assessment

bash
npx @claude-flow/cli@latest mcp exec financial-risk.score \
  --portfolio positions.json --proposed-trade trade.json --impact-analysis
npx @claude-flow/cli@latest mcp exec financial-risk.stress-test \
  --portfolio positions.json --proposed-trade trade.json --scenarios worst-case

RAN DDD Context

Bounded Context: RANO Optimization

References