> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Risk Module

> VaR, stress testing, CVA - Pro tier

# Risk Module

**Tier:** Pro | **Cost:** 5 credits | **Endpoints:** 25

Comprehensive risk measurement: VaR, stress testing, CVA, copulas, and extreme value theory.

## Key Features

* 📊 VaR (parametric, historical, Monte Carlo)
* 🎯 Component/Incremental/Marginal VaR
* 💥 Stress testing & scenario analysis
* 🔗 Copulas (Gaussian, Student-t, Archimedean)
* 📉 Extreme Value Theory (GPD, GEV)
* 💰 XVA calculations (CVA, PFE)
* 🎲 Sensitivities & Greeks
* 🛡️ Optimal hedging

## Popular Endpoints

**Parametric VaR:**

```bash theme={null}
POST /quantlib/risk/var-parametric
{
  "returns": [-0.02, 0.01, -0.015, 0.03],
  "confidence_level": 0.95,
  "method": "normal"
}
```

**CVA Calculation:**

```bash theme={null}
POST /quantlib/risk/cva
{
  "exposure": [...],
  "default_probability": 0.02,
  "recovery_rate": 0.4,
  "discount_curve": [...]
}
```

[Full API Reference →](/api-reference/quantlib-risk)