RiskEdge

Quantify uncertainty — don't just list it.

Monte Carlo, VaR/CVaR, stress tests, and sensitivities with full traceability.

At a glance

Monte Carlo simulation

Up to 2M paths with correlations

Tornado & spider charts

Visual sensitivity analysis and stress scenarios

Loss metrics

VaR/CVaR for NPV and lender ratios (DSCR/LLCR)

Who it's for

Risk & finance teams that must turn uncertainty into clear, defensible numbers for boards and lenders.

What you can do in 30 minutes

  1. Define uncertainty distributions for key drivers
  2. Run Monte Carlo with correlations
  3. Generate VaR/CVaR metrics
  4. Export risk report with methodology

Key capabilities

Simulation engine

GBM/OU prices, volume & cost shocks, FX/inflation

Correlations

Preserve joint behavior; avoid fake diversification

Sensitivities

Rank value drivers; show elasticities

Loss view

VaR/CVaR on NPV, equity returns, lender ratios

Stress testing

Define and test extreme scenarios

Audit trail

Seeded RNG, configs, version stamps

How it works

1

Define

Pick drivers and distributions

2

Simulate

Run thousands of correlated paths

3

Analyze

Calculate risk metrics and sensitivities

4

Report

Export committee-ready exhibits

Monte Carlo Simulation Paths

Visualize thousands of correlated price scenarios for robust risk assessment

Monte Carlo price path simulations showing thousands of correlated scenarios

Monte Carlo price path simulation with correlation modeling
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Risk Distribution Analysis

Probability density functions and risk metrics for comprehensive uncertainty quantification

Probability density functions showing risk distributions and VaR calculations

Probability distributions with VaR/CVaR risk metrics
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Outputs you'll export

  • NPV distributions
  • VaR/CVaR reports
  • Sensitivity waterfalls
  • Tornado charts
  • Stress test results

Governance & Security

Versioned packs, approvers, immutable logs; SSO/SAML; SOC2-aligned controls; GDPR & DPA available.

FAQs

How many simulations?

Up to 2 million paths in seconds

Which distributions?

Normal, LogNormal, Triangular, Beta, Custom

Can I trace results?

Every simulation is seeded and reproducible

Ready to quantify your uncertainty?

Join leading risk teams already using RiskEdge

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