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Software & Downloads
Software & Downloads

Value at Risk

Value at Risk (VaR) is a form of risk measurement which gives management some idea of the amount of money at risk at a certain probability level over a period of time.

Many companies adopts VaR due to the simplicity in interpreting the outcome (say, it is 5% chance that company X will make less than USD1 million). At the same time, there are many flaws with the methodology if the results were not used with care. VaR is only as good as it's underlying financial models. Also, VaR does not give information regarding catastrophic risks (i.e. huge losses at very small probabilities) so often management who rely solely on VaR are ill-equipped to extreme events.

At Real Consulting, we assist clients to assess their risks through our comprehensive risk analysis service using a variety of risk assessment techniques. We assist clients run Monte-Carlos simulations through properly constructed financial models and sound assumptions. We help clients to construct their financial models, leave behind the models and to train your own analysts to run them. Our Risk Simulator is one of the most advanced Excel-based risk simulation software in the market. While it is powerful, fast and flexible enough to adapt to any financial models - it is simple enough to use for the common man.

  • Risk Simulator is used for running multiple scenarios and simulating uncertainties for the purposes of forecasting and risk analysis. We pride ourselves on a simple easy-to-use interface backed by highly sophisticated computational and simulation engines. This software is also used for forecasting time-series and cross-sectional data, as well as for portfolio optimisation.
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