Loading...
Loading...
Found 56 Skills
Gatling Scenario Creator - Auto-activating skill for Performance Testing. Triggers on: gatling scenario creator, gatling scenario creator Part of the Performance Testing skill category.
Test application performance and load handling
Portfolio risk analysis including Value at Risk (parametric, historical, Monte Carlo), Conditional VaR, stress testing, drawdown analysis, and factor exposure assessment.
[BETA] Stress-test an existing implementation plan and selectively strengthen weak sections with targeted research. Use when a plan needs more confidence around decisions, sequencing, system-wide impact, risks, or verification. Best for Standard or Deep plans, or high-risk topics such as auth, payments, migrations, external APIs, and security. For structural or clarity improvements, prefer document-review instead.
Use this skill when > Conduct a comprehensive plan or design stress-test through systematic questioning. Interviews relentlessly about every decision point, resolves interdependencies progressively, and traverses the complete decision tree. Use when thoroughly vetting a proposal, design, or architecture before committing to it.
Estimate potential future losses using VaR, Expected Shortfall, Monte Carlo simulation, and stress testing. Use when the user asks about Value-at-Risk, CVaR, Expected Shortfall, scenario analysis, stress testing, or factor-based risk decomposition. Also trigger when users mention 'how much could I lose', 'worst-case scenario', 'tail risk', 'risk budget', 'component VaR', 'marginal VaR', '99% confidence loss', 'Monte Carlo simulation', or ask how to project portfolio risk forward.
Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle). Triggers: "风险分析", "VaR", "压力测试", "最大回撤", "夏普比率", "CVaR", "历史情景", "尾部风险", "风险测量", "風險分析", "壓力測試", "最大回撤", "夏普比率", "歷史情景", "尾部風險", "風險測量", "risk analysis", "VaR value at risk", "CVaR", "stress test", "max drawdown", "Sharpe ratio", "Calmar ratio", "tail risk", "historical scenario".
Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.