{
  "id": "domain:financial-risk-management",
  "_kind": "Domain",
  "_file": "domain/domains/capital-markets-domains.yaml",
  "_cluster": "domain",
  "attributes": {
    "displayName": "Financial Risk Management",
    "description": "Market risk, credit risk, liquidity risk, counterparty risk, and\nVaR/CVaR modeling.\n"
  },
  "outgoingEdges": [
    {
      "from": "domain:financial-risk-management",
      "to": "specialization:statistical-methods",
      "kind": "contains"
    },
    {
      "from": "domain:financial-risk-management",
      "to": "specialization:computational-mathematics",
      "kind": "contains"
    }
  ],
  "incomingEdges": [
    {
      "from": "skill-area:risk-metrics-VaR",
      "to": "domain:financial-risk-management",
      "kind": "applies_to",
      "attributes": {
        "confidence": "primary"
      }
    },
    {
      "from": "skill-area:stress-testing-financial",
      "to": "domain:financial-risk-management",
      "kind": "applies_to",
      "attributes": {
        "confidence": "primary"
      }
    },
    {
      "from": "skill-area:regulatory-capital",
      "to": "domain:financial-risk-management",
      "kind": "applies_to",
      "attributes": {
        "confidence": "secondary"
      }
    },
    {
      "from": "skill-area:credit-risk-modeling",
      "to": "domain:financial-risk-management",
      "kind": "applies_to",
      "attributes": {
        "confidence": "secondary"
      }
    },
    {
      "from": "skill-area:financial-risk-modeling",
      "to": "domain:financial-risk-management",
      "kind": "applies_to",
      "attributes": {
        "confidence": "primary"
      }
    },
    {
      "from": "workflow:market-making-parameter-tuning",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:market-risk-daily-report",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:credit-risk-assessment",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:liquidity-risk-monitoring",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:model-risk-management-review",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:stress-testing-scenario-design",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:portfolio-risk-attribution",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:asset-allocation-strategy-review",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    },
    {
      "from": "workflow:quant-model-peer-review",
      "to": "domain:financial-risk-management",
      "kind": "applies_to_domain",
      "attributes": {}
    }
  ]
}