[package]
name = "risk-management"
version = "1.0.0"
description = "Comprehensive risk management system with VaR calculation, stress testing, credit risk, and market risk analysis"
category = "finance"
author = "ggen Marketplace"
license = "MIT"
tags = ["risk", "var", "stress-testing", "credit-risk", "market-risk", "compliance"]

[features]
value_at_risk = ["historical-var", "monte-carlo-var", "parametric-var"]
stress_testing = ["scenario-analysis", "reverse-stress-test", "sensitivity-analysis"]
credit_risk = ["probability-of-default", "loss-given-default", "exposure-at-default"]
market_risk = ["delta", "gamma", "vega", "theta", "rho"]
operational_risk = ["event-tracking", "loss-database", "kri-monitoring"]

[dependencies]
rdf_ontology = "ontology/risk_management.ttl"
sparql_templates = "templates/*.sparql"
rust_impl = "src/rust/"
typescript_impl = "src/typescript/"
python_impl = "src/python/"

[compliance]
regulations = ["Basel-III", "Dodd-Frank", "MiFID-II", "FRTB"]
frameworks = ["COSO-ERM", "ISO-31000"]
reporting = ["regulatory-reporting", "board-reporting", "limit-monitoring"]

[ontology]
entities = ["RiskFactor", "Portfolio", "Position", "Scenario", "LimitStructure", "RiskMetric"]
relations = ["exposes_to", "hedges", "correlates_with", "breaches", "monitors"]
complexity = "very_high"
