Risk Management Package - pyriskmgmt - Python

For a detailed summary of the package, please consult the README.md file located within the pyriskmgmt directory

The pyriskmgmt package is designed to offer a straightforward but comprehensive platform for risk assessment, targeting the calculation of Value at Risk (VaR) and Expected Shortfall (ES) across various financial instruments. While providing a solid foundation, the package also allows for more specialized development to meet users' specific investment strategies and risk requirements.

The package is structured into three core modules:

• The equity_models module specializes in the analysis of individual stocks and portfolios.
• The derivative_models module is tailored for evaluating risks associated with financial derivatives.
• The fixed_income_models module focuses on assessing fixed-income securities.

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Contact

• Email: gian.marco.oddo@usi.ch
• LinkedIn: https://www.linkedin.com/in/gian-marco-oddo-8a6b4b207/
• GitHub: https://github.com/GianMarcoOddo

Feel free to reach out for any questions or further clarification on this code.

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