Risk (FAIR Quantification)
Monte Carlo loss simulation across all open findings, with tail-risk scenarios under degraded controls (Red Swan).
Annual Loss Expectancy
$4,720,000
Value at Risk (95%)
$11,400,000
Value at Risk (99%)
$18,200,000
Conditional VaR (95%)
$15,700,000
Loss Exceedance Curve
Probability that annual loss exceeds a given threshold. Generated from 10,000 Monte Carlo iterations.
50% chance of exceeding
$6,180,000
Red Swan — Tail Risk Scenario
Stochastic control degradation: models the world where your strongest mitigating controls fail simultaneously on 5% of Monte Carlo iterations. This is your worst-plausible-case exposure.
Red Swan VaR (95%)
$24,500,000
Red Swan VaR (99%)
$39,100,000
Indicative Cyber Insurance Premium
$203,625 now → $193,957 after top-5 remediation.
−$9,668