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Excel > Excel Stuff > Monte Carlo Simulation > Uncertainty and Risk Analysis

Excel > Excel Stuff > Monte Carlo Simulation > Uncertainty and Risk Analysis

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03/18/2014

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Uncertainty & Risk Analysis
A practical guide from Business Dynamics
PricewaterhouseCoopers, MCS
Business Dynamics
Uncertainty & Risk Analysis
by
Chris Rodger and Jason Petch
BUSINESS DYNAMICS
April 1999
Copyright\u00a9Business Dynamics, PricewaterhouseCoopers United Kingdom firm. All rights reserved.
For more information contact Chris Rodger via e-mail or Tel. + 44 (0) 171 213 3519
Uncertainty and Risk Analysis
Copyright 1999 Business Dynamics PricewaterhouseCoopers United Kingdom firm. All rights reserved.
Table of Contents
1
Introduction..................................................................................................................1
2
Phases of risk analysis..................................................................................................2
3
Identifying the risks.......................................................................................................4

Introduction............................................................................................................................. 4 Initial risk identification workshops....................................................................................... 4 The risk register...................................................................................................................... 8 Using a model to identify risks................................................................................................ 9

4
Quantifying risks.........................................................................................................10

Which risks should be quantified?........................................................................................ 10 Theoretical background to quantifying risks....................................................................... 11 Separating risks out............................................................................................................... 20 A review of the issues that arise when quantifying risks with experts................................. 21

5
Risk analysis...............................................................................................................24

Introduction to Monte Carlo analysis................................................................................... 24 Identifying the significant risks............................................................................................. 28 A practical example of the identification of key risks.......................................................... 31

6
Presenting the results.................................................................................................32

Graphical presentation.......................................................................................................... 32 Statistical measures............................................................................................................... 35 Presenting it in English......................................................................................................... 37

7
Beyond presentation....................................................................................................38

Introduction........................................................................................................................... 38 Valuing risk........................................................................................................................... 38 What does a distribution of NPVs mean?............................................................................. 40

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