Contact:  Daniel Fylstra
Frontline Systems 775-831-0300

News Release

Risk Solver™ V7.0 Fact Sheet

INCLINE VILLAGE, NV -- April 27, 2007 -- Frontline Systems' new Risk Solver™, is the first new 'industrial strength' Monte Carlo simulation tool for Excel in 15 years.  This fact sheet briefly summarizes its capabilities.  A fully functional, free trial version can be downloaded at Frontline's Website

Special Capabilities:  High-speed Interactive Simulation, support for Probability Management, breakthrough performance on simulation optimization, runtime support with Risk Solver Engine.

Excel Versions and Features:  Excel 2007, Excel 2003, Excel XP, Excel 2000 on Windows Vista, XP, 2000. Models may have unlimited worksheets, rows and columns in one workbook.

Random Number Generators:  Park-Miller, CMRG, WELL1024, Mersenne Twister.

Sampling:  Standard Monte Carlo, Latin Hypercube, Sobol numbers (randomized QMC).

Probability Distributions:



Statistics and Risk Measures:

PercentilesStd. DeviationMaxSemi VarianceMean Confidence
MeanSkewnessRangeSemi DeviationStd. Dev. Conf.
ModeKurtosisTargetValue at RiskTrials for Conf.
VarianceMinMean Abs. DevConditional VaRPercentiles


Correlation:  Multiple rank-order correlation matrices for dissimilar distributions. Automatic adjustment to positive semidefinite matrices prioritizes user-specified correlations.

Sensitivity Analysis:  Tornado charts based on Moment Correlation or Rank Correlation. Error Filtering: Trials with errors are excluded from charts, statistics and percentiles. Normal or error trials can be displayed. Users can include/exclude trials satisfying any conditional tests. Charts:  2-D and 3-D charts of PDF, CDF, Reverse CDF for uncertain variables; Frequency, Cumulative Frequency, Reverse Cumulative Frequency, Sensitivity for uncertain functions, with colors, titles, legends, gridlines, axis labels and formatting. Automatic or manual bin counts.

Distribution Fitting:  Fit user-supplied data (for uncertain variables), or simulation results (for uncertain functions) to any of 27 continuous and discrete probability distributions, using Chi Square, Kolmogorov Smirnov or Anderson Darling goodness-of-fit tests. Display fitted overlay, P P, Q Q, and Difference charts.

Excel Functions:  80 new functions for probability distributions, statistics and risk measures.

VBA Object Model:  Problem, Model, Solver, Engine, Parameter, Variable, Function, Statistic, Sparse Matrix, Distribution objects with a full set of properties and methods.

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