{
  "id": "workflow:portfolio-risk-attribution",
  "_kind": "Workflow",
  "_file": "workflows/workflows/workflows-portfolio-mgmt.yaml",
  "_cluster": "workflows",
  "attributes": {
    "displayName": "Portfolio Risk Attribution",
    "workflowKind": "operational",
    "triggerType": "scheduled",
    "typicalCadence": "daily",
    "complexity": "cross-team",
    "description": "Decomposes portfolio profit-and-loss into factor, sector, and\nidiosyncratic contributions — running multi-factor risk model\nattribution (Barra, Axioma) to isolate systematic versus\nstock-specific returns, performing sector and geography\nallocation/selection analysis, calculating marginal contribution to\nrisk for each position, stress-testing portfolio under historical and\nhypothetical scenarios, and generating risk budget utilization reports\nagainst allocated risk capital. Produces daily P&L attribution\nreports, risk factor exposure summaries, and risk limit utilization\ndashboards. Excludes trading execution and factor model construction.\n"
  },
  "outgoingEdges": [
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "role:risk-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "role:portfolio-manager",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "role:quantitative-analyst",
      "kind": "involves_role",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "skill-area:python-data-pipelines",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "skill-area:observability-pipeline",
      "kind": "requires_skill_area",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "domain:portfolio-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "domain:quantitative-finance",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "responsibility:risk-reporting",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "responsibility:portfolio-rebalancing",
      "kind": "triggers_responsibility",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "org-unit:market-risk-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "org-unit:portfolio-management-team",
      "kind": "performed_by_org_unit",
      "attributes": {}
    }
  ],
  "incomingEdges": []
}