Derivatives Exposure Metrics Summarizer

Synthesizes raw derivatives exposure data into a structured risk summary across four dimensions — concentration, counterparty, market, and liquidity — with computed metrics, threshold breach flags, top-exposure rankings, and a prioritized watch list. Use when summarizing a derivatives book's risk profile, preparing a daily exposure report, briefing risk committee, or diagnosing where concentration and counterparty risk is building across futures, options, swaps, or perpetuals.