Monte Carlo Risk Simulation

Quantify financial risk exposure using probability distributions.

Expected Annual Loss

Value at Risk (95%)

Value at Risk (99%)

Maximum Loss

Loss Distribution (10,000 Simulations)

Click "Run Simulation" to generate risk distribution

Risk Scenarios

PII Data Breach
Probability: 15% • Impact: $500K - $5.00M
Privilege Escalation
Probability: 8% • Impact: $100K - $2.00M
API Key Theft
Probability: 12% • Impact: $200K - $1.50M
Service Disruption
Probability: 20% • Impact: $50K - $500K
Compliance Violation
Probability: 10% • Impact: $100K - $1.00M

Understanding the 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.