Market Risk Daily Report overview

Produces the daily market risk report -- calculating Value-at-Risk across portfolios using historical simulation and Monte Carlo methods, computing Greeks exposures (delta, gamma, vega, theta) for derivatives books, running overnight stress tests against predefined and ad-hoc scenarios, monitoring position and P&L limit utilization against risk appetite thresholds, flagging limit breaches for immediate escalation, and reconciling end-of-day risk figures with front-office marks. Delivers risk dashboard, limit utilization summary, and stress-test exception report. Excludes risk model calibration and new scenario design.