Quantify financial risk exposure using probability distributions.
Expected Annual Loss
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Value at Risk (95%)
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Value at Risk (99%)
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Maximum Loss
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Click "Run Simulation" to generate risk distribution
What is this? A Monte Carlo simulation runs 10,000 "what if" scenarios based on your agent vulnerabilities. Each bar shows how likely that loss amount is.
VaR 95% (Amber): There's a 95% chance your annual losses will be below this amount. Only 5% of scenarios exceeded this threshold.
VaR 99% (Red): The "worst case" threshold. 99% of scenarios stayed below this. The 1% that exceeded it represent catastrophic breach scenarios.