Risku pārvaldīšana Calculators
Kvantitatīvie risku kalkulatori: VaR, CVaR, Monte Carlo simulācija un kredīta risks.
All Risku pārvaldīšana Calculators
Conditional VaR (CVaR/ES)
Calculate Conditional Value at Risk (Expected Shortfall) for tail risk beyond VaR. Free risk management tool.
Monte Carlo VaR Simulator
Estimate portfolio VaR using Monte Carlo simulation with correlated asset returns. Free quantitative finance tool.
Portfolio Stress Testsing
Calculate portfolio loss under historical and hypothetical stress scenarios. Free risk management tool.
Asset Korelācija Kalkulators
Calculate pairwise correlations between assets for portfolio diversification analysis. Free investment tool.
Hedging Attiecība Kalkulators
Calculate optimal hedge ratio using futures contracts for portfolio risk reduction. Free derivatives tool.
Credit Default Varbūtība
Estimate probability of default from credit spreads and recovery rates using structural models. Free credit tool.
Expected Loss Kalkulators
Calculate expected credit loss from PD, LGD, and EAD. Basel III regulatory capital tool. Free.
Apdrošināšana Premium Kalkulators
Calculate actuarially fair insurance premium from loss probability, severity, and expense loading. Free tool.
VaR Backtesting Kalkulators
Validate VaR model accuracy using Kupiec and Christoffersen backtesting frameworks. Free risk tool.
Kelly Criterion Kalkulators
Calculate optimal bet size / position sizing using the Kelly Criterion. Free trading and investment tool.
Risk-Reward Attiecība Kalkulators
Calculate risk-reward ratio and minimum win rate needed for profitability. Free trading tool.
Position Sizing Kalkulators
Calculate optimal position size from account size, risk per trade, and stop loss. Free trading risk tool.
Ruin Varbūtība Kalkulators
Calculate probability of ruin for a trading strategy given win rate, payoff ratio, and drawdown tolerance. Free.
Operational Risk Kalkulators
Estimate operational risk capital using Loss Distribution Approach. Calculate VaR from loss data. Free banking tool.
Risk-Adjusted Ienesīgums (RAROC)
Calculate Risk-Adjusted Return on Capital (RAROC) for banking and investment decisions. Free finance tool.