Continuous or discrete, symmetrical or skewed, limited or open in the range of values. Risk Kit offers you a spectrum of distributions that can be used to describe all risks. Selected and parameterised by experts or automatically calibrated.
With Risk Maps you make your risk inventory transparent in two dimensions. Risk Kit introduces a third dimension to the risk map with the size of the bubbles. This allows financial losses to be shown in combination with reputational damage or risk concentrations.
Multiple distributions in a graph can be plotted transparently to reveal their overlapping area.
Alternatively, each distribution can be represented by a different type.
The compound distribution models the sum of a random number of random losses. This situation often exists for operational risks.
This method is supplemented by the possibility of insurance through the CompoundWithInsurance function, in which deductibles and maximum limits can be specified for each individual loss and for the total sum of losses. The method returns the total damage, the insurance benefit and the own contribution.
Loans, promissory notes, bonds. Many payment obligations are known long in advance, but follow complicated rules. With Risk Kit you can calculate the cash flows of your entire investment and refinancing structure in one call. This shows you the cash flows and removes a high hurdle for the management of market and liquidity risks.
Show the course of a result distribution and its statistics at a glance in a graph.