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

> genpark-value-at-risk-cvar-expected-shortfall-skill — alphaparkinc-genpark-value-at-risk-cvar-expected-shortfall-skill. Use this tool when you need to calculate tail risk in financial portfolios, as it provides Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) calculations across parametric and historical loss distributions, solving risk management and portfolio optimization problems. It takes in portfolio data and loss distributions as inputs and outputs VaR and Expected Shortfall values. Use it in risk analysis and portfolio management contexts to quantify potential losses and make informed investment decisions.

Canonical page: https://skillsregistry.net/skills/alphaparkinc-genpark-value-at-risk-cvar-expected-shortfall-skill  
JSON: https://api.skillsregistry.net/v1/skills/alphaparkinc-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/alphaparkinc/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": "alphaparkinc-genpark-value-at-risk-cvar-expected-shortfall-skill"
    }
  }
}
```

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

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SkillsRegistry indexes agent skills from public registries and GitHub. Skills we have analysed are scanned with Circle-IR and scored on six dimensions; each listing states its scan coverage. More: https://skillsregistry.net/llms.txt