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Silvia
Quantitative modeling and simulationsPrompt 057

Estimate value at risk

Adds a quantified downside lens with explicit limitations.

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Prompt text

Ask Silvia
“Estimate one-day and one-month Value at Risk and Conditional Value at Risk for my portfolio using historical and parametric methods. Explain why these measures can understate extreme losses.”

Context Silvia can use

Portfolio weights and historical return data.

What a strong answer includes

VaR/CVaR table and tail-risk caveats.

Useful follow-ups

  • Use 95% and 99% confidence.
  • Compare calm and stressed periods.

Ask Silvia about your actual financial life

Connect the relevant accounts, add the goal or constraint that matters, and ask Silvia to show the evidence and assumptions behind the answer.

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