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Risk Measures is a category devoted to how uncertainty is quantified, compared, and managed across finance, insurance, and other risk-intensive fields. Books here span foundations in probability and statistics to advanced treatments of metrics such as variance, Value-at-Risk (VaR), Expected Shortfall (CVaR), coherent and convex risk measures, tail-risk indicators, and dynamic or multivariate measures. Readers will find theory (axioms, dual representations, dependence via copulas, extreme value theory) alongside practice-focused methods for estimation, stress testing, scenario analysis, backtesting, risk aggregation, and capital allocation. Applications include market, credit, liquidity, and operational risk, actuarial and enterprise risk, as well as emerging areas like climate, cyber, and systemic risk. Many titles also address regulation and governance (e.g., Basel, Solvency II), model risk, and the link between measurement and decision-making. This category serves students, researchers, and practitioners seeking rigorous tools to measure, communicate, and control risk.

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