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Calcimator

Risk Assessment Calculator

Calculate Value at Risk (VaR), Conditional VaR, and risk metrics for actuarial risk assessment.

Inputs

Results

Value at Risk (VaR)

$420,125

Conditional VaR (CVaR)

$513,998.65

Risk Score

2.5 / 100

Expected Annual Loss$2,500
Maximum Probable Loss$420,125
Risk-Adjusted Return0.25%

Value at Risk (VaR)

$420,125

Conditional VaR (CVaR)

$513,998.65

Risk Score

2.5 / 100

How to Use This Calculator
  1. Start by filling in the input fields below. Results update instantly as you type, so you can experiment with different values to see how they affect the outcome.
  2. Exposure Amount — Total exposure or portfolio value default: 1,000,000.
  3. Probability of Loss — Probability of loss occurring default: 5.
  4. Expected Loss — Mean expected loss amount default: 50,000.
  5. Worst Case Loss — Maximum possible loss default: 500,000.
  6. Confidence Level — Confidence level for VaR calculation Choose from: 90%, 95%, 99%. default: 95.
  7. Once all inputs are set, review your results in the Results panel. Here's what each output means:
  8. Value at Risk (VaR) — shown as a dollar amount. This is the primary result of this calculator.
  9. Conditional VaR (CVaR) — shown as a dollar amount. This is the primary result of this calculator.
  10. Risk Score — shown as a numeric value. This is the primary result of this calculator.
  11. Expected Annual Loss — shown as a dollar amount.
  12. Maximum Probable Loss — shown as a dollar amount.
  13. Risk-Adjusted Return — shown as a percentage.
  14. Explore the related calculators below if you need deeper analysis or want to approach this topic from a different angle.
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Formula

VaR = μ + (z × σ)

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