Gestão de riscos Calculadoras

Calculate Conditional Value at Risk (Expected Shortfall) for tail risk beyond VaR. Free risk management tool.

Estimate portfolio VaR using Monte Carlo simulation with correlated asset returns. Free quantitative finance tool.

Calculate portfolio loss under historical and hypothetical stress scenarios. Free risk management tool.

Calculate pairwise correlations between assets for portfolio diversification analysis. Free investment tool.

Calculate optimal hedge ratio using futures contracts for portfolio risk reduction. Free derivatives tool.

Estimate probability of default from credit spreads and recovery rates using structural models. Free credit tool.

Calculate expected credit loss from PD, LGD, and EAD. Basel III regulatory capital tool. Free.

Calculate actuarially fair insurance premium from loss probability, severity, and expense loading. Free tool.

Validate VaR model accuracy using Kupiec and Christoffersen backtesting frameworks. Free risk tool.

Calculate optimal bet size / position sizing using the Kelly Criterion. Free trading and investment tool.

Calculate risk-reward ratio and minimum win rate needed for profitability. Free trading tool.

Calculate optimal position size from account size, risk per trade, and stop loss. Free trading risk tool.

Calculate probability of ruin for a trading strategy given win rate, payoff ratio, and drawdown tolerance. Free.

Estimate operational risk capital using Loss Distribution Approach. Calculate VaR from loss data. Free banking tool.

Calculate Risk-Adjusted Return on Capital (RAROC) for banking and investment decisions. Free finance tool.