ModelRisk 風險分析軟體

ModelRisk 惟目前最先進的風險建模(Risk Modeling)軟體. 能直接在Excel裡使用蒙地卡羅模擬法(Monte Carlo simulations),來了解及管理企業的風險. 此軟體由超過20年的風險分析專家所開發, 能直接在Excle裡使用ModelRisk的功能, 藉由ModelRisk的廣泛工具可建立各式各樣的風險分析問題模型, 此外與同類型軟體比較, 較優惠的價格更是產品的競爭力之一~

ModelRisk is available in three versions:
ModelRisk Standard (STD):provides advanced Monte Carlo simulation in Excel.
ModelRisk Professional (PRO):adds 'objects' to ModelRisk Standard that greatly extend and simplify what you can model, as well as optimization and much more.
ModelRisk Industrial (IND):adds a range of advanced features to the Professional version that help solve common, more complex problems specific to various industries.
　

Some of the key features
Monte Carlo simulation
    STD - PRO - IND

ModelRisk has a comprehensive range of tools to run Monte Carlo simulations within Excel. Results are presented in a separate window that allows you to customize, save and share a comprehensive range of graphical and statistical analyses.
　

Distributions
    STD - PRO - IND

ModelRisk incorporates a truly complete range of distributions. Graphical interfaces, categorization by function, fitting to data and a detailed interactive guide on the theory and use of each distribution help ensure that you find the correct distribution for your problem. You can also create your own distribution using the shaper tool.

Correlation
    STD - PRO - IND

Modeling any correlated behavior between distributions is a critical component in risk analysis. ModelRisk allows the user to visualize and fit correlation structures to data through its copula tools. Through its unique approach to correlating variables, any number of distributions can be correlated. ModelRisk's own data copula offers a powerful way to replicate any unusual correlation pattern.

Time series
     PRO - IND

Uniquely, ModelRisk has built-in tools for simulating time series, together with graphical interfaces and fitting to data to ensure you understand and select the right time series model. The custom time series tools also let you create your own expert-based forecasts.

Optimizer
     PRO - IND

ModelRisk incorporates the world's leading simulation optimizer from OptTek Systems. Targets, constraints, decision variables and requirements are all defined with ModelRisk functions within the Excel spreadsheet. A graphical interface reports the optimizer's progress and allows the user to insert optimal solutions back into the model with one mouse click

Ordinary Differential Equation tool
     IND

ModelRisk’s Ordinary Differential Equation (ODE) tool numerically evaluates a system of ordinary differential equations. The user can specify any differential equations that can be described with Excel functions. One or more time stamps (specific points in time) can be specified for the evaluation of the variable(s). The interface will plot any variable against time or any two variables together.

Database connectivity
     IND

ModelRisk’s DataObject tool allows the user to create links to unopened Excel files or various types of databases. An SQL wizard guides the user to select what is required from the database, and a preview feature shows the selected data. The data can then be used in various ways within ModelRisk, including fitting to distributions, correlation structures and time series models.

Comparison list of ModelRisk versions