p = [0.5,0.1,0.05,0.025,0.01,0.001];
VaR = -norminv(p)
ES = normpdf(norminv(p))./p
from scipy import stats
p = [0.5, 0.1, 0.05, 0.025, 0.01, 0.001]
VaR = -stats.norm.ppf(p)
ES = stats.norm.pdf(stats.norm.ppf(p))/p
for i in range(len(p)):
print("VaR " + str(round(p[i]*100,3)) + "%: " + str(round(VaR[i],3)))
print("ES " + str(round(p[i]*100,3)) + "%: " + str(round(ES[i],3)), "\n")