# risk

Enterprise risk management for HFT.

## Kill Switch

`AtomicKillSwitch` provides immediate trading cessation, coordinated via Redis. Supports local, remote, and Unix socket triggers.

## Value at Risk

Four VaR methods plus Expected Shortfall:

- Historical Simulation
- Monte Carlo
- Parametric (variance-covariance)
- Expected Shortfall (CVaR)

## Key Types

| Type | Purpose |
|------|---------|
| `RiskEngine` | Central risk evaluation and enforcement |
| `AtomicKillSwitch` | Atomic trading halt with Redis coordination |
| `KellySizer` | Kelly criterion position sizing |
| `StressTester` | Extreme market scenario simulation |
| `ComplianceValidator` | SOX, MiFID II regulatory checks |
| `DrawdownMonitor` | Peak-to-trough equity tracking |
| `CircuitBreaker` | Threshold-based trading pauses |
| `CorrelationMonitor` | Cross-asset correlation tracking |

## Config Presets

- `development_config()` -- relaxed limits for local testing
- `production_config()` -- 5ms safety check timeout, strict position limits

## Testing

```bash
SQLX_OFFLINE=true cargo test -p risk --lib  # ~209 tests
```