Calculating Value at Risk | Agent Skills Atlas

About this skill

Computes VaR using parametric, historical simulation, and Monte Carlo methods with backtesting validation. Use when calculating VaR, comparing risk methodologies, or backtesting risk models.

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0 potential findings · Scanned 11/4/2026 · Scanner 0.2.1

Content SHA-256: 9cecbe04cc2dab0efd24a47120efe6f1f67134f52a4cf2f75c67fd0609b2baca

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Original listing metadata

Original name

calculating-value-at-risk

Original description

Computes VaR using parametric, historical simulation, and Monte Carlo methods with backtesting validation. Use when calculating VaR, comparing risk methodologies, or backtesting risk models.

About this listing

Category: Engineering
Reported license: Apache-2.0
Listing language (estimated): English
Review status: Not individually reviewed
Agent compatibility: Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.