Scenario Analysis Tool

Scenarios 4

Total probability is 0.5000. Metrics normalize when totals differ from 1.00.

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Expected Loss (normalized)

USD 108,000.00

Σ(pᵢ×impactᵢ) / Σ(pᵢ)

VaR at 95%

USD 250,000.00

Weighted percentile of impacts

CTE (tail mean beyond VaR)

USD 250,000.00

Average impact in the tail

P50 / P90 / P95 Impact

USD 90,000.00

USD 250,000.00 · USD 250,000.00

Std Dev of Impact (weighted)

USD 67,052.22

Dispersion around expected impact

Expected Risk Score (normalized)

12.4000

Σ(pᵢ×(Lᵢ×Sᵢ)) / Σ(pᵢ)

Scenario	Probability	Impact	Likelihood	Severity	Risk Score	Expected Loss
Cyber Incident	10.00%	USD 180,000.00	3	5	15.00	USD 18,000.00
FX Shock	15.00%	USD 90,000.00	3	4	12.00	USD 13,500.00
Regulatory Fine	5.00%	USD 250,000.00	2	5	10.00	USD 12,500.00
Supply Delay	20.00%	USD 50,000.00	4	3	12.00	USD 10,000.00

Scenario Inputs

Currency Code

Used for display only (e.g., USD, EUR, PKR).

Confidence Level (VaR)

Higher confidence focuses on more severe tail outcomes.

Tip: probabilities do not need to sum to 100%. The tool normalizes totals for metrics like expected loss and risk score.

Scenario	Probability	Impact	Likelihood	Severity	Risk Score
Supply Delay	20%	50,000	4	3	12
Cyber Incident	10%	180,000	3	5	15
FX Shock	15%	90,000	3	4	12
Regulatory Fine	5%	250,000	2	5	10

Use the “Load Example Data” button to populate the form.

Risk Score (per scenario): RiskScoreᵢ = Likelihoodᵢ × Severityᵢ (range 1–25)
Expected Loss (raw): EL = Σ(pᵢ × Impactᵢ)
Expected Loss (normalized): EL* = Σ(pᵢ × Impactᵢ) / Σ(pᵢ) when totals ≠ 1
Weighted Std Dev of Impact: σ = √( Σ(pᵢ × (Impactᵢ − EL*)²) / Σ(pᵢ) )
VaR at confidence c: weighted percentile of impacts at c
CTE beyond VaR: weighted average of impacts at or above VaR

This design is intentionally transparent: you can justify every metric directly from scenario inputs during reviews and audits.