{
  "id": "workflow:market-risk-daily-report",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-financial-risk.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Market Risk Daily Report",
    "workflowKind": "operational",
    "triggerType": "scheduled",
    "typicalCadence": "daily",
    "complexity": "cross-team",
    "description": "Produces the daily market risk report -- calculating Value-at-Risk\nacross portfolios using historical simulation and Monte Carlo methods,\ncomputing Greeks exposures (delta, gamma, vega, theta) for derivatives\nbooks, running overnight stress tests against predefined and ad-hoc\nscenarios, monitoring position and P&L limit utilization against risk\nappetite thresholds, flagging limit breaches for immediate escalation,\nand reconciling end-of-day risk figures with front-office marks.\nDelivers risk dashboard, limit utilization summary, and stress-test\nexception report. Excludes risk model calibration and new scenario\ndesign.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:market-risk-daily-report",
      "to": "role:risk-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "role:compliance-officer",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "skill-area:observability-pipeline",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "domain:capital-markets",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "responsibility:risk-reporting",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "responsibility:model-validation",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "org-unit:market-risk-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "org-unit:trading-desk",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}