Financial Risk Management Financial Models & Templates

Excel Calculators

Calculate Basel III Liquidity Coverage Ratio with this Excel template. Includes HQLA haircuts, Level 2...

Excel Calculators

Professional EVT tail risk calculator Excel template with live VaR and Expected Shortfall formulas using...

Excel Calculators

Range Volatility Calculator Excel template — Parkinson, Garman-Klass, and Rogers-Satchell estimators from OHLC data with...

Excel Calculators

Professional Merton credit model template with default probability, distance to default, and credit spread calculations....

Excel Calculators

Validate VaR models with the Kupiec POF test. Includes LR statistic, p-value, Basel zone, and...

Excel Calculators

Download the VaR Decomposition Calculator for Microsoft Excel. Interactive financial model with live formulas, fully...

Excel Calculators

Professional Excel template for bank interest rate risk analysis. Calculate Income Gap, Duration Gap, and...

Excel Calculators

Calculate expected loss, NPL ratio, Texas ratio, and 4 more credit risk metrics with this...

Excel Calculators

Download this editable Excel template to analyze financial crisis early warning indicators. Features 7 normalized...

Excel Calculators

Calculate component VaR, risk betas, and budget utilization for a 3-asset portfolio using Euler decomposition....

Excel Calculators

Calculate RAROC and capital allocation decisions with this Excel template. Includes hurdle rate comparison and...

Excel Calculators

Basel II Basic Indicator Approach (BIA) calculator for operational risk capital. Enter 3 years of...