Risk Monitor Agent

WHAT IT DOES

Continuous portfolio risk monitoring. Calculates parametric and historical VaR at multiple confidence levels (95%, 99%). Tracks live drawdowns against maximum drawdown limits. Detects correlation regime changes (when your diversified portfolio suddenly becomes correlated — the signal that crises produce). Monitors factor exposures, sector concentration, single-name limits. Runs daily stress tests (2008 replay, COVID replay, rate shock scenarios). Alerts on threshold breaches with attribution analysis — not just "risk is high" but "risk increased because your tech concentration hit 34% and correlation with S&P jumped from 0.71 to 0.78."

WORKFLOW

1. Monitor positions
2. Calculate VaR (parametric + historical)
3. Track drawdowns
4. Detect correlation regime changes
5. Check concentration limits
6. Run stress tests
7. Alert on breaches with attribution
8. Generate daily risk report

SKILLS

INTEGRATIONS