QuantEngineByItz/spec/risk

Risk Spec Split Plan

spec/03_risk_policy.yaml is now a compatibility index. The canonical risk rules are the split files in this directory.

Canonical split files:

• aggregate_risk.yaml: Total_Heat, portfolio hard stops, correlation shock, integrated risk engine
• circuit_breakers.yaml: weekly circuit breaker, trading cost control, concentration brake, sector crash protocol
• market_risk_cash.yaml: market risk score based cash rules and VIX/US10Y cash adjustment
• portfolio_exposure.yaml: duplicate exposure, target allocation, cash floor, ETF staged reduction
• risk_control.yaml: compatibility index only; do not add thresholds here
• quality_control.yaml: risk quality-control summary

Migration rule:

• Do not add numeric thresholds to spec/03_risk_policy.yaml or spec/risk/risk_control.yaml.
• Keep old paths valid only through compatibility indexes and spec/aliases.yaml.
• New documents must reference canonical split files directly.
• spec/00_execution_contract.yaml remains higher authority than all risk split files.