--- name: risk-return-matching-calculation-8dc83fa41e8a description: 用于适当性匹配的风险收益匹配计算原子 skill，适用于通用行业金融计算场景。 --- # 风险收益匹配计算 Skill ## 数据来源 本 Skill 支持多种金融数据输入格式，核心数据来源包括： ### 1. 产品数据 - **产品收益率**：历史收益率序列、预期收益率 - **产品风险指标**：波动率、最大回撤、VaR等 - **产品特征**：产品类型、投资范围、风险等级 - **产品评级**：风险评级、收益评级 ### 2. 客户数据 - **客户风险承受能力**：风险测评结果、风险等级 - **客户投资目标**：收益目标、投资期限 - **客户投资经验**：投资经验年限、投资品种经验 - **客户财务状况**：资产规模、收入水平 ### 3. 匹配规则数据 - **适当性规则**：监管规定的适当性匹配规则 - **风险等级映射**：产品风险等级与客户风险承受能力映射 - **匹配阈值**：风险收益匹配的阈值标准 ### 4. 数据格式要求 - **CSV格式**：标准产品和客户数据 - **Excel格式**：支持多工作表数据 - **JSON格式**：结构化匹配数据 - **数据库连接**：支持SQL数据库直接查询 > 说明：本 Skill 不包含数据采集功能，需要用户提供清洗后的产品和客户数据。建议数据完整且符合监管要求，以便进行准确的风险收益匹配。 --- ## 功能 本 Skill 提供全面的风险收益匹配计算能力，涵盖多种匹配方法： ### 1. 风险匹配计算 - **风险等级匹配**：产品风险等级与客户风险承受能力匹配 - **风险指标匹配**：基于风险指标的匹配度计算 - **风险偏好匹配**：基于客户风险偏好的匹配分析 - **风险限额匹配**：基于客户风险限额的匹配检查 ### 2. 收益匹配计算 - **收益目标匹配**：产品预期收益与客户收益目标匹配 - **收益风险比匹配**：基于收益风险比的匹配分析 - **历史收益匹配**：基于历史收益的匹配度计算 ### 3. 综合匹配计算 - **综合匹配度**：综合考虑风险和收益的匹配度 - **匹配评分**：计算匹配评分和匹配等级 - **匹配建议**：生成匹配建议和不匹配原因 ### 4. 匹配报告生成 - **匹配报告**：生成详细的匹配分析报告 - **匹配清单**：生成匹配和不匹配的清单 - **可视化图表**：生成匹配结果的可视化图表 ### 5. 数据处理能力 - **缺失值处理**：支持前向填充、默认值填充等方法 - **异常值检测**：基于统计方法识别和处理异常数据 - **数据标准化**：支持不同数据源的格式统一 - **规则验证**：自动验证匹配规则的有效性 --- ## 使用示例 ### 输出示例 ```json { "customer_id": "CUST001", "product_id": "PROD001", "matching_result": { "risk_matching": { "product_risk_level": "R4", "customer_risk_tolerance": "R4", "risk_match": true, "risk_match_score": 1.0 }, "return_matching": { "product_expected_return": 8.5, "customer_return_target": 8.0, "return_match": true, "return_match_score": 0.95 }, "comprehensive_matching": { "overall_score": 0.975, "match_level": "high", "match_status": "matched", "recommendation": "推荐" } }, "matching_details": { "strengths": ["风险等级匹配", "收益目标匹配"], "warnings": [], "mismatches": [] } } ``` --- ## 注意事项与限制 ### 1. 数据质量要求 - 产品和客户数据需要经过清洗和验证 - 风险等级需要符合监管标准 - 匹配规则需要符合监管要求 ### 2. 匹配方法选择 - 不同匹配方法的结果可能不同 - 匹配规则需要定期更新 - 匹配结果需要人工复核 ### 3. 监管合规要求 - 匹配计算需要符合适当性管理要求 - 匹配结果需要可追溯和可审计 - 不匹配情况需要记录和报告 ### 4. 综合判断原则 - 单一匹配指标不能全面反映匹配情况 - 需要结合客户具体情况进行分析 - 应结合专业判断和监管要求进行判断 ### 5. 使用限制 - 本 Skill 输出为技术分析结果，不构成投资建议 - 使用者应结合专业判断和具体业务场景 - 对于重大决策，建议咨询专业合规顾问 --- ## 参考资料 - 见 references/ 目录中的相关文档，包括： - 风险收益匹配计算方法手册 - 适当性管理规则说明 - 匹配规则配置指南 - 数据处理方法说明文档 ## License - 本 skill 代码部分采用 MIT License，详见 `LICENSE` 文件 - 依赖与运行环境以 `requirements.txt` 为准 - 文档内容采用 CC BY 4.0 许可 --- Source attribution: aifinlab Original project: https://github.com/aifinlab/FinClaw/blob/9e62862d1412157fa03ffd1f0b74969dcf0ed66c/skills/archive/risk-return-matching-calculation/SKILL.md License: Apache-2.0 License information: https://www.apache.org/licenses/LICENSE-2.0 Original upstream instructions; downloaded from Mega AI Hub. ## Upstream license notice Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. 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