Financial Risk Assessor
Comprehensive portfolio risk analysis with Monte Carlo simulation, stress testing, credit evaluation, and Basel III/IV compliance validation
Enterprise Risk Management
Financial Risk Assessor provides comprehensive portfolio analysis, calculating VaR, CVaR, Sharpe ratios, and beta metrics. The system performs Monte Carlo simulations with 1000+ iterations, stress testing across multiple scenarios, and credit risk assessment with ESG compliance.
Built with Python and Prisma ORM for type-safe database queries, featuring automated regulatory compliance checks for Basel III, Basel IV, and IFRS frameworks with violation detection and warning systems.
Analysis Capabilities
Core Capabilities
Portfolio Analysis
VaR, CVaR, Sharpe ratio, beta calculation with concentration and liquidity risk identification.
Monte Carlo Simulation
1000+ iterations with distribution analysis, VaR/CVaR calculations, and best/base/worst case scenarios.
Stress Testing
Predefined scenarios for interest rate hikes, recessions, credit defaults, and custom shock parameters.
Credit Analysis
Credit rating conversion, financial ratio analysis, repayment history tracking, and ESG compliance.
Regulatory Compliance
Basel III/IV and IFRS framework validation with automated violation detection and warnings.
Report Generation
Markdown, JSON, and HTML reports with tables, risk flags, and prioritized recommendations.
Technical Specifications
Getting Started
Quick setup guide for Financial Risk Assessor
Install Dependencies
pip install -r requirements.txt
Import and Initialize
from agent import FinancialRiskAssessorAgent
agent = FinancialRiskAssessorAgent()
Run Analysis
risk_analysis = agent.assess_portfolio_risk(portfolio_data)
stress_results = agent.run_stress_test(portfolio_data, scenarios)
Generate Reports
report_path = agent.generate_full_report(portfolio_data, stress_scenarios)
Ready to Assess Financial Risk?
Comprehensive portfolio analysis with regulatory compliance validation