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Office Add-in that provides a collection of custom functions for quantitative risk calculations. It enables you to estimate value-at-risk and expected shortfall, perform linear and logistic regression, and much more using only Excel formulas.
QRS Toolbox for Excel
Custom functions for quantitative risk calculations in Excel
Wynn Tee
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When I was working in the financial risk industry, I noticed quantitative work (e,g. risk modelling, risk estimation) was first done in software like SAS/R/Matlab and the results then copy-and-pasted into Excel to be shared with stakeholders (e.g. managers, decision makers, regulators).
Oftentimes, stakeholders would like to see what happens if a parameter is changed. But since the...
QRS Toolbox for Excel
Custom functions for quantitative risk calculations in Excel