Capability Description
What this is: The master skill for FX risk scenarios, integrating FX exposure management, hedging strategy execution, exposure limit breach handling, and model failure response, providing the treasury team with complete FX risk management capabilities.
What problem it solves: When users need to manage FX exposure, execute hedging strategies, handle exposure limit breaches, or respond to exchange rate forecast failures, this skill is invoked to obtain a complete FX risk management solution.
Boundaries: Does not involve specific import/export business execution; focuses on hedging and management of FX risk.
Trigger Conditions
Invoke this skill when any of the following scenarios is met:
- User mentions "FX exposure", "hedging strategy", "forward FX", "exchange rate risk"
- User mentions "exposure limit breach", "hedging loss", "FX warning"
- User requests to "manage FX risk", "execute hedging", "analyze exposure"
Examples
→ Example: The user says "The RMB has been very volatile recently; we need to assess our FX exposure and hedging plan." The system should invoke this skill and enter the exposure management path.
→ Example: The user says "The EUR receipt hedging contract is about to expire; we need to decide whether to roll it over." The system should invoke this skill and enter the hedging execution path.
→ Example: The user says "Hedging losses have exceeded the warning line; we need to explain the reasons to the CFO and propose adjustment recommendations." The system should invoke this skill and enter the limit breach handling path.
Input
□ 场景类型：[敞口管理/对冲执行/超限处理/模型失效]
□ 涉及币种：[USD/EUR/其他]
□ 敞口金额：[X] 万美元等值
□ 当前汇率：[X.XX]
□ 已获取信息：[描述]
Atomic Capability Invocation Sequence
路径一：日常敞口管理
Step 1 → [外汇敞口计算]（fx-exposure-calculation）
→ 输出：敞口报告
Step 2 → [对冲比例建议]（hedge-ratio-advice）
→ 输出：对冲建议
Step 3 → [对冲工具选择]（hedge-instrument-selection）
→ 输出：工具建议
Step 4 → [对冲执行]（hedge-execution）
→ 输出：执行确认
路径二：敞口超限处理
Step 1 → [外汇敞口计算]（fx-exposure-calculation）
→ 输出：超限确认
Step 2 → [超限应急处理]（exposure-exceed-handling）
→ 输出：应急方案
Step 3 → [对冲执行]（hedge-execution）
→ 输出：新增对冲
Step 4 → [政策调整建议]（policy-adjustment-advice）
→ 输出：限额调整建议
路径三：模型失效应对
Step 1 → [模型失效识别]（model-failure-identification）
→ 输出：失效确认
Step 2 → [对冲策略临时调整]（hedge-temp-adjustment）
→ 输出：临时策略
Step 3 → [模型改进]（model-improvement）
→ 输出：改进方案
Step 4 → 汇总输出模型失效应对报告
Output Format
外汇风险管理报告
====================
【敞口概览】
□ 币种：[USD/EUR/其他]
□ 总敞口：[X] 万美元等值
□ 已对冲：[X] 万美元等值
□ 未对冲：[X] 万美元等值
□ 对冲比例：[X%]
【敞口明细】
| 敞口类型 | 金额 | 对冲金额 | 未对冲 |
|---|---|---|---|
| 贸易敞口 | [X]万 | [X]万 | [X]万 |
| 金融敞口 | [X]万 | [X]万 | [X]万 |
【对冲现状】
□ 工具类型：[远期/期权/掉期]
□ 在手合约：[X] 份
□ 合约金额：[X] 万
□ 平均汇率：[X.XX]
□ 账面盈亏：[±XXX万]
【VaR 分析】
□ 置信水平：[95%/99%]
□ VaR：[XXX万]
□ 压力测试损失：[XXX万]（汇率±10%）
【超限处理】（如有）
□ 超限金额：[X] 万
□ 超限原因：[描述]
□ 应急措施：[描述]
□ 执行时间：[YYYY-MM-DD]
【对冲建议】
□ 建议对冲量：[X] 万
□ 建议工具：[描述]
□ 预计成本：[X] 万
Escalation Conditions
Escalate immediately when any of the following conditions is met:
- Exposure limit breach → Escalate immediately to CFO
- Hedging loss > [X] ten thousand → CFO + CEO approval
- Repeated model failures → CFO approval for replacement
Atomic Skill List
| Atomic Skill | Purpose |
|---|---|
| fx-exposure-calculation | FX Exposure Calculation |
| hedge-ratio-advice | Hedging Ratio Recommendation |
| hedge-instrument-selection | Hedging Instrument Selection |
| hedge-execution | Hedging Execution |
| exposure-exceed-handling | Exposure Limit Breach Emergency Handling |
| policy-adjustment-advice | Policy Adjustment Recommendation |
| model-failure-identification | Model Failure Identification |
| hedge-temp-adjustment | Temporary Hedging Strategy Adjustment |
| model-improvement | Model Improvement |
Finance Skills — fx-risk master skill