Управување со ризици Calculators
Квантитативни калкулатори за ризик: VaR, CVaR, Монте Карло симулација и кредитен ризик.
All Управување со ризици 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 Тестing
Calculate portfolio loss under historical and hypothetical stress scenarios. Free risk management tool.
Asset Корелација Калкулатор
Calculate pairwise correlations between assets for portfolio diversification analysis. Free investment tool.
Hedging Сооднос Калкулатор
Calculate optimal hedge ratio using futures contracts for portfolio risk reduction. Free derivatives tool.
Credit Default Веројатност
Estimate probability of default from credit spreads and recovery rates using structural models. Free credit tool.
Expected Loss Калкулатор
Calculate expected credit loss from PD, LGD, and EAD. Basel III regulatory capital tool. Free.
Осигурување Premium Калкулатор
Calculate actuarially fair insurance premium from loss probability, severity, and expense loading. Free tool.
VaR Backtesting Калкулатор
Validate VaR model accuracy using Kupiec and Christoffersen backtesting frameworks. Free risk tool.
Kelly Criterion Калкулатор
Calculate optimal bet size / position sizing using the Kelly Criterion. Free trading and investment tool.
Risk-Reward Сооднос Калкулатор
Calculate risk-reward ratio and minimum win rate needed for profitability. Free trading tool.
Position Sizing Калкулатор
Calculate optimal position size from account size, risk per trade, and stop loss. Free trading risk tool.
Ruin Веројатност Калкулатор
Calculate probability of ruin for a trading strategy given win rate, payoff ratio, and drawdown tolerance. Free.
Operational Risk Калкулатор
Estimate operational risk capital using Loss Distribution Approach. Calculate VaR from loss data. Free banking tool.
Risk-Adjusted Принос (RAROC)
Calculate Risk-Adjusted Return on Capital (RAROC) for banking and investment decisions. Free finance tool.