Thursday, August 11, 2011

World-Class Risk Analysis Modeling for Excel

  • Object-based modeling that greatly simplifies models
  • Run and control multiple simulations
  • Univariate and multivariate data exploration tools, including time series with video mode
  • Informative input error messages for all functions
  • Library to organize models, simulation results, assumptions, and references
  • Categorization of ModelRisk functions for easy access
  • Aggregate modeling
  • Statistical uncertainty analysis for fitted models
  • Database linking tools
  • Bounding and shifting of distributions
  • All common multivariate distributions
  • 'View functions' toolbar to browse model components visually
  • Very extensive help file including videos, example models, and complete text on risk analysis
  • Customizable graphical presentation of results including histograms, cumulative plots, various tornado and spider plots, and stochastic dominance analysis
  • Automated exporting of results
  • Bootstrap functions
  • Splicing distributions
  • Risk event modeling
  • Expert elicitation tool for better estimation
  • Tool for combining expert estimates
  • Bayesian model averaging tools to combine fitted models
  • Extreme value calculations and simulation (min, max, min and max sets, and range)
  • Stop sum and sum product modeling
  • Statistical analysis of results directly within the spreadsheet
  • Correlation matrix calculations
  • Markov chain modeling
  • Moment calculations
  • Interpolation, summation, and integration functions
  • Log-likelihood and information criteria calculations for fitted models
  • Parameter description function
  • Statistical and rolling statistical functions
  • Probability calculation tools
  • Data random sampling and shuffling tools
  • Call ModelRisk functions via VBA
  • Matrix calculations
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