When constructing a multi-asset portfolio risk model, accurately capturing complex dependencies between assets is critical, as traditional correlation-based approaches may prove insufficient. Describe how Copula models address this challenge. How would you select an appropriate Copula type? Briefly explain their parameter calibration methods and their application in Value at Risk (VaR) or Expected Shortfall (ES) calculations.

在构建一个多资产组合的风险模型时，你需要精确地捕捉资产之间的复杂依赖关系。传统的基于相关性的方法可能不足。请阐述Copula模型如何解决这一挑战。你将如何选择合适的Copula类型，并简要说明其参数校准方法和在风险价值(VaR)或预期亏空(ES)计算中的应用。