ModelRisk 是目前最先進的風險建模(Risk Modeling)軟體。能夠直接在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,藉由ModelRisk的廣泛工具可建立各式各樣的風險分析問題模型。
Monte Carlo simulation
Basic - Complete
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
Basic - Complete
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
Basic - Complete
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
Basic - Complete
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.
Database connectivity
Complete
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.
Ordinary Differential Equation tool
Complete
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
版本介紹
Comparison between Basic and Complete Editions of ModelRisk
The Basic Edition of ModelRisk is FREE and offers the following:
- Very fast Monte Carlo simulation in Excel
- Unrestricted simulation samples
- Automated multiple simulations
- Includes the nine probability distributions, correlation and time series most commonly used in risk analysis
- Allows fitting the available distributions, time series and correlation to data
- Comprehensive reporting of results in interactive, customizable charts, including: histogram, Pareto, cumulative ascending and descending, trend, scatter, tornado, box, as well as comprehensive statistical reports
- Exporting of results to PowerPoint, pdf, Word and Excel files
- Share results as electronic interactive reports without sharing the model
- Comprehensive help file with many example models
- Easy to use with graphical interfaces, error messages, one-click function view and compatible with Excel audit tools
- Fully compliant with Excel add-in standards
- Converters for models built in @RISK or Crystal Ball
- Models built in the Basic Edition can be run in the Complete Edition
- All functions available in the Basic edition
VoseBernoulli VoseBernoulliFit VoseBinomial VoseBinomialFit VoseCopulaMultiNormal VoseCopulaMultiNormalFit VoseCurrentSample |
VoseCurrentSim VoseDescription VoseExponential VoseExponentialFit VoseInput VoseLognormal VoseLognormalFit |
VoseModPERT VoseNormal VoseNormalFit VoseOutput VosePERT VosePoisson VosePoissonFit |
VoseSimMean VoseSimTable VoseTimeGBM VoseTimeGBMFit VoseTriangle VoseValidCorrmat VoseParameters |
The Complete Edition of ModelRisk requires payment of a license fee. It offers all of the features of the Basic Edition, plus:
- World’s most comprehensive risk analysis add-in for Excel with over 1200 functions
- 136 different probability distributions
- 34 time series models
- 14 correlation models
- Wealth of specialist modeling tools
- Interoperability with other Vose Software products
版本比較
Features | Basic | Complete | |
Simulation | Unrestricted speed and model size | V | V |
Monte Carlo simulation | V | V | |
Multiple simulation runs for scenarios | V | V | |
Run macros before, during or after simulation | V | V | |
VBA and C++ calls to ModelRisk functions | V | V | |
Control of precision of results | V | ||
Reporting | Full graphical simulation reports | V | V |
Full statistical reports | V | V | |
View simulation results statistics in spreadsheet | V | V | |
Export results to PowerPoint, Word, PDF or Excel | V | V | |
Share results using Results Viewer | V | V | |
Sensitivity and scenario analysis | V | V | |
Statistical reporting functions in spreadsheet | Mean only | V | |
Compatibility | Tamara (project risk) | V | |
Results Viewer (results sharing) | V | V | |
Pelican (enterprise risk management) | V | ||
ModelRisk Cloud (online sharing of models) | V | ||
Features by numbers |
Number of distributions | 8 | 136 |
Number of correlation models (copulas) | 1 | 14 | |
Number of time series | 1 | 34 | |
Total number of functions | 36 | 1203 | |
Fitting | Fitting distributions to data | V 6 | V 95 |
Fitting correlation structures to data | V 1 | V 11 | |
Fitting time series to data | V 1 | V 25 | |
Statistical fit results in spreadsheet | V | ||
Distribution splicing | V | ||
Bayesian averaging for fitted models | V | ||
Ease-of-use features |
One-click function view | V | V |
@RISK and Crystal Ball converters | V | V | |
Full help file and example models | V | V | |
Informative error messages | V | V | |
Function descriptions in spreadsheet | V | V | |
Parameter descriptions in spreadsheet | V | V | |
Technical tools | Assumption and result sharing between models (SIDs) | V | |
Expert elicitation tools | V | ||
Data Viewer | V | ||
Combining expert estimates | V | ||
Extreme Value tools | V | ||
Database connectivity | V | ||
Bounded, shifted distributions | V | V | |
Probability calculations | V | ||
ModelRisk objects | V | ||
Markov chain tools | V | ||
Bootstrap tools | V | ||
Stop Sum and Sum Product tools | V | ||
Risk Event tool | V | ||
Six Sigma support | V | ||
Ordinary differential equation simulation | V | ||
Numerical integration and Interpolation | V | ||
Industry tools |
Financial tools | V | |
Insurance tools | V | ||
PK/PD pharma tool | V |
PC installation
- System: Windows 7 / Windows 10 / Windows 11
- Processor: Pentium or compatible
- Memory: 4GB+
- Hard Drive: 10GB free space
- Screen: Resolution 1024x768 or more
- Spreadsheet: Microsoft Excel 2007/2010/2013/2016/2019/Office 365 (32 bit and 64 bit versions)
- Software pre-requisites: .NET Framework 4.8
- As for PC installation plus shared folder on the network