Update README.md

Author: sensor-aae

README.md

@@ -1,5 +1,9 @@
 # Integrated Risk App (Python)
 
+Interactive Streamlit app for **market and credit risk**:
+
+![App Screenshot](docs/screenshot.png)
+
 Interactive Streamlit app for market & credit risk:
 - VaR/ES: Historical, Parametric (Normal), Monte Carlo, GARCH-lite (Filtered Historical)
 - Backtesting: rolling VaR with Kupiec POF test + multi-alpha calibration
@@ -15,4 +19,23 @@ Interactive Streamlit app for market & credit risk:
 python -m venv .venv && source .venv/bin/activate
 pip install -r requirements.txt
 streamlit run app/app.py
-        
+```
+Demo CSVs are included in data/ so you can click around immediately.
+
+## 📊 How it works
+
+VaR = loss threshold at confidence level α.
+
+ES = average loss beyond VaR.
+
+Kupiec test = checks if exceedances match expectation.
+
+FHS (GARCH-lite) = filters volatility for better tail calibration.
+
+ERC weights = equalize each asset’s risk contribution.
+
+## ⚠️ Disclaimer
+For educational use only. Not investment advice.
+
+
+