risk-assessment

Risk Assessment

Risk assessment workflow with parallel market, credit, and operational risk analysis via FORK_JOIN.

Input: portfolioId, assessmentDate | Timeout: 60s

Pipeline

rsk_collect_factors
    │
    ┌─────────────────┬─────────────────┬──────────────────────┐
    │ rsk_market_risk │ rsk_credit_risk │ rsk_operational_risk │
    └─────────────────┴─────────────────┴──────────────────────┘
rsk_aggregate

Workers

AggregateWorker (rsk_aggregate): Aggregates market, credit, and operational risk scores into an overall assessment.

int overall = (int) Math.round(market * 0.4 + credit * 0.35 + ops * 0.25);
String category = overall >= 60 ? "High" : overall >= 30 ? "Moderate" : "Low";

Reads creditRisk, marketRisk, operationalRisk. Outputs overallRisk, riskCategory, var95, capitalAdequate.

CollectFactorsWorker (rsk_collect_factors): Collects risk factors for the portfolio.

Reads portfolioId. Outputs marketData, creditData, operationalData.

CreditRiskWorker (rsk_credit_risk): Analyzes credit risk using default rates and concentration data.

int riskScore = (int) Math.round(defaultRate * 20 + concentration / 2);

Reads creditData. Outputs riskScore, expectedLoss, unexpectedLoss, methodology.

MarketRiskWorker (rsk_market_risk): Analyzes market risk using volatility, beta, and correlation data.

int riskScore = (int) Math.round((volatility / 30 + beta / 2) * 50);

Reads marketData. Outputs riskScore, var95, stressTestLoss, methodology.

OperationalRiskWorker (rsk_operational_risk): Analyzes operational risk from incident, control gap, and maturity data.

int riskScore = (int) Math.round(incidents * 10 + controlGaps * 5 + (100 - processMaturity) / 5.0);

Reads operationalData. Outputs riskScore, capitalCharge, methodology.

Tests

7 tests cover valid inputs, boundary values, null handling, and error paths.

mvn test

---

Run this example: see RUNNING.md for setup, build, and CLI instructions.