Finance Risk Dashboard

Tier: Team | Type: Tool | Category: Finance | Version: 1.0.0

Portfolio risk analysis with Value-at-Risk calculations, stress testing scenarios, and risk-adjusted performance metrics. Designed for investment teams managing balanced portfolios with European securities.

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1. Overview

Plugin Name: Finance Risk Dashboard Slug: finance-risk-dashboard Required Tier: team Plugin Type: tool (REST API endpoints) Category: Finance Author: Dryade License: DSUL

What It Does

Provides comprehensive portfolio risk analytics including parametric VaR, historical stress testing against crisis scenarios, and risk-adjusted performance metrics (Sharpe, Sortino, alpha, beta). Extends the enterprise/finance plugin with structured risk modeling capabilities.

Key Capabilities

• Value-at-Risk calculation (parametric method, configurable confidence and horizon)
• Stress testing with 4 predefined scenarios (market crash, rate hike, credit crisis, sector rotation)
• Risk-adjusted metrics: Sharpe ratio, Sortino ratio, max drawdown, beta, alpha
• Risk summary with overall risk score and top risk contributors
• Risk limit monitoring with breach and warning detection

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2. User Stories

Primary User Stories

US-1: Daily Risk Monitoring

As a portfolio manager, I want to see my portfolio's VaR and risk summary so that I can make informed allocation decisions.

Acceptance Criteria:

• [ ] VaR calculated at 95% and 99% confidence levels
• [ ] Risk score and level (low/medium/high) clearly displayed
• [ ] Top risk contributing positions identified

US-2: Stress Test Scenarios

As a risk analyst, I want to run stress tests against historical crisis scenarios so that I can assess portfolio resilience.

Acceptance Criteria:

• [ ] Multiple predefined scenarios available
• [ ] Per-position impact breakdown
• [ ] Overall portfolio impact in absolute and percentage terms

Edge Cases

• Unknown scenario name: Returns clear error with list of available scenarios
• Empty portfolio: Returns success=false with descriptive message
• Extreme confidence levels: Clamped to valid z-score range

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3. Architecture

Component Diagram

+------------------+     +------------------+     +------------------+
|   Plugin Router  | --> |  Risk Engine     | --> |  Data Provider   |
|  /finance-risk-  |     |  routes.py       |     |  (mock / real)   |
|  dashboard/*     |     |  VaR, Stress,    |     +------------------+
+------------------+     |  Metrics         |            |
                         +------------------+     +------v------+
                                                  |  Demo Data  |
                                                  |  data/*.json|
                                                  +-------------+

Dependencies

• Internal: core.plugins.PluginProtocol, core.plugin_config_store.PluginConfigStore
• External: None (uses standard library math for calculations)
• Plugin: None

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4. API Spec

REST Endpoints

| Method | Path | Description | Auth | |--------|------|-------------|------| | POST | /api/plugins/finance-risk-dashboard/var | Calculate Value-at-Risk | Yes | | POST | /api/plugins/finance-risk-dashboard/stress-test | Run stress test scenario | Yes | | POST | /api/plugins/finance-risk-dashboard/metrics | Risk-adjusted metrics | Yes | | GET | /api/plugins/finance-risk-dashboard/summary | Overall risk summary | Yes | | GET | /api/plugins/finance-risk-dashboard/scenarios | List available scenarios | No | | GET | /api/plugins/finance-risk-dashboard/status | Health check | No |

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5. Data Flow

Processing Pipeline

1. Request arrives with portfolio ID, parameters
2. Mock mode loads portfolio holdings and returns from data/
3. Risk engine computes VaR / stress impact / metrics
4. Results formatted with position-level breakdown
5. Response returned with success status and computed values

Demo Data Description

The data/ directory contains:

• portfolio_holdings.json: 12-position balanced EUR portfolio (EUR 1M)
• historical_returns.json: 24 daily returns for VaR calculation
• stress_scenarios.json: 4 crisis scenarios with asset class shocks
• performance_metrics.json: Pre-computed metrics for 5 periods
• risk_limits.json: Portfolio risk limits and current usage

Total: 5 demo files with realistic European portfolio data.

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6. Security Considerations

• PII: No - demo data uses fictional portfolio only
• Encryption: N/A in mock mode
• Data Retention: Stateless request/response, no data persisted

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7. Test Plan

Test Classes

| Class | Tests | Coverage Target | |-------|-------|----------------| | TestPluginAttributes | 6 | 100% manifest fields | | TestPluginRouter | 7 | All routes | | TestPluginConfig | 2 | Config validation | | TestDemoData | 8 | All data files |

Running Tests

cd dryade-plugins
python -m pytest team/finance_risk_dashboard/tests/ -x -v --tb=short

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8. Deployment Notes

Configuration

{
    "data_source": "mock"
}

• Min Dryade Version: 1.0.0
• Python: >=3.11

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9. User Guide

Getting Started

1. Ensure your Dryade instance has a team tier license or higher
2. Install the plugin via the marketplace or dryade-pm push
3. Call /var to calculate your portfolio's Value-at-Risk
4. Use /stress-test to assess impact of market scenarios

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10. Screenshots

Screenshots will be added after UI integration.

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11. Changelog

1.0.0 (2026-03-05)

• Initial release
• Parametric VaR calculation engine
• 4 stress test scenarios
• Risk-adjusted performance metrics (5 periods)
• Risk summary with scoring

Future Roadmap

• [ ] Monte Carlo VaR simulation
• [ ] Custom stress test scenario builder
• [ ] Historical scenario backtesting
• [ ] Real-time market data integration