FAIR Quantitative Risk Calculator
Simplified FAIR: sample a Loss Event Frequency distribution and a Loss Magnitude distribution; ALE = LEF × LM per trial.
Setup
Run
Idle.
Results
Run a simulation to see results.
Mean (ALE) —
Mean —
P10 —
P50 (Median) —
P90 —
Max —
Median —
P95 —
P99 —
P99.9 —
Annualized Loss Histogram
Histogram of Annualized Loss Exposure (ALE)
Frequency distribution of per-trial ALE values; bins computed by Freedman–Diaconis.
Loss Exceedance Curve
Loss Exceedance Curve
Probability of annualized loss exceeding a given currency value, descending from near 1.0 at the minimum to 0 at the maximum.