# genpark-value-at-risk-cvar-expected-shortfall-skill

> genpark-value-at-risk-cvar-expected-shortfall-skill — alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill. Use this tool when you need to calculate tail risk for investment portfolios, solving problems of potential loss estimation and risk management. It takes in portfolio data and loss distributions as inputs, outputting Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) metrics. Ideal for use in financial analysis and risk assessment contexts, such as portfolio optimization and stress testing.

Canonical page: https://skillsregistry.net/skills/alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill  
JSON: https://api.skillsregistry.net/v1/skills/alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill

## Description

Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.

## Trust

- **Trust score (0–1):** 0.50
- **Verification tier:** unverified

## Facts

- **Version:** 1.0.0
- **Skill type:** atomic
- **Execution layer:** container
- **Runtime environment:** vm
- **License:** MIT
- **Updated:** 2026-09-28

## Source

- **Source listing:** [GitHub](https://github.com/Alpha-Park/genpark-value-at-risk-cvar-expected-shortfall-skill)

## Use it

Resolve this record through the SkillsRegistry MCP server (no auth, read-only):

```
claude mcp add --transport http --scope user skillsregistry https://api.skillsregistry.net/mcp
```

```json
{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": {
    "name": "get_skill",
    "arguments": {
      "slug": "alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill"
    }
  }
}
```

REST: `GET https://api.skillsregistry.net/v1/skills/alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill` · pull for local use: `GET https://api.skillsregistry.net/v1/skills/alpha-park-genpark-value-at-risk-cvar-expected-shortfall-skill/pull`

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