FAIR Quantitative Risk Calculator

Simplified FAIR: sample a Loss Event Frequency distribution and a Loss Magnitude distribution; ALE = LEF × LM per trial.

Setup

Loss Event Frequency (events / year)

Loss Magnitude ($ / event)

Run

Idle.

Results

StatisticValue
Mean
Median
P50
P90
P95
P99
P99.9

Annualized Loss Histogram

Histogram of Annualized Loss Exposure (ALE) Frequency distribution of per-trial ALE values; bins computed by Freedman-Diaconis.

Loss Exceedance Curve

Loss Exceedance Curve Probability of annualized loss exceeding a given value.