Best Gemini prompts for Financial Risk Specialists

Given a portfolio of 500 assets with corresponding market values, volatility, and correlation matrices, calculate the sensitivity of the portfolio's value-at-risk (VaR) to changes in the underlying risk factors, including interest rates, credit spreads, and commodity prices. Use a Monte Carlo simulation with 10,000 iterations and assume a 95% confidence level. Output the results in a table with the following columns: risk factor, baseline value, sensitivity measure, and 95% confidence interval.

Using the Basel III framework, calculate the regulatory capital requirements for a bank with a total assets value of $100 billion, a credit risk-weighted assets (RWA) density of 50%, and an operational risk capital requirement of $1.5 billion. Assume a minimum capital requirement of 10.5% and a target capital ratio of 12%. Output the results in a table with the following columns: risk category, RWA, capital requirement, and capital ratio.

Develop a stress testing scenario for a hypothetical economic downturn, assuming a 20% decline in GDP, a 30% increase in unemployment, and a 25% decline in housing prices. Using a dataset of 10,000 loans with corresponding credit scores, loan-to-value ratios, and debt-to-income ratios, estimate the potential losses and default rates for each loan segment. Output the results in a heatmap with the following axes: loan segment, default rate, and loss given default.

Using a dataset of 1 million transactions with corresponding trade dates, instrument types, and market values, identify and flag potential data quality issues, such as invalid trade dates, missing instrument types, or outliers in market values. Develop a data validation framework using a combination of rules-based and statistical methods, including Benford's law and modified Z-scores. Output the results in a table with the following columns: transaction ID, trade date, instrument type, market value, and validation flag.