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Calculates parametric Value at Risk (VaR) and Conditional Value at Risk (CVaR, Expected Shortfall) for investment portfolios with multi-confidence levels of 90%, 95%, and 99%. Users input their portfolio's historical returns and risk-free rate to estimate potential losses under various confidence intervals. Financial professionals, investors, and portfolio managers use this tool to assess and manage risk by understanding the probability and impact of significant financial losses. It aids in making informed decisions about asset allocation, hedging strategies, and overall investment portfolios.
