Comprehensive volatility analysis including historical, implied, and realized volatility

Beta calculation, market correlation analysis, and systematic risk assessment

Statistical VaR calculation using multiple methodologies and confidence levels

Maximum drawdown analysis, recovery periods, and downside risk metrics

Correlation analysis with market indices, sectors, and individual securities

Analysis of trading liquidity, bid-ask spreads, and market impact costs

Credit risk assessment using financial ratios, credit ratings, and default probability

Analysis of business concentration risks including geographic, product, and customer concentration

Extreme event analysis, fat tail distributions, and black swan risk assessment

Scenario-based stress testing under various market conditions and economic scenarios