Risk Metrics Calculation Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. When to Use This Skill - Measuring portfolio risk - Implementing risk limits - Building risk dashboards - Calculating risk-adjusted returns - Setting position sizes - Regulatory reporting Core Concepts 1. Risk Metric Categories | Category | Metrics | Use Case | |----------|---------|----------| | Volatility | Std Dev, Beta | General risk | | Tail Risk | VaR, CVaR | Extreme losses | | Drawdown | Max DD, Calmar | Capital preservation | | R…