"""
Risk measurement models for cryptocurrency portfolios.

Implements coherent risk measures:
- VaR: Value at Risk (parametric and historical)
- CVaR/ES: Expected Shortfall (coherent, subadditive)
- EVT: Extreme Value Theory for tail risk

Crypto-specific values:
- 99% daily VaR: -13% to -18%
- 99% ES: -20% to -27%
- Student-t df: 3-6 (heavy tails)
"""

from .var_es import RealTimeVaR

__all__ = ["RealTimeVaR"]