financialkit.risk
=================

Historical, parametric, Cornish-Fisher, Monte Carlo, hybrid and filtered VaR, safety first, expected shortfall and coherence, Euler allocation, extreme value theory, VaR backtests, copulas and tail dependence, and drawdowns.

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   :gutter: 2

   .. grid-item-card:: History
      :link: /history/risk_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/risk/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/risk
      :link-type: doc

      Every public class and function.