---
title: "Financial risk analysis"
canonical: "https://modelassist.epixanalytics.com/space/EA/26575604/Financial%20risk%20analysis"
format: markdown
---
This section offers a variety of techniques commonly used in the modeling of financial risk assessments of investment projects: for example, modeling of time series of exchange rates, markets, interest rates, etc. The section on [times series](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575444) offers additional examples.

  


We also include here a number of ways of evaluating the value of potential investment projects: NPV, eNPV, VaR (Value at Risk) and real options, and explain the difficulties associated with some other measures. The section on [NPV analysis ](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575608)offers some comments and guidelines on the error associated with giving distributions of NPV from a simulation model, and reconciling the difference in NPV between a baseline non-risked model and a risked model.


- [A stock or share price, or interest rate, modeled over time](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575606)
- [Growth in a market over time](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575607)
- [Variation of sales over time](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26577360)
- [Determining the NPV of a capital investment](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575608)
- [Modeling VaR - value at risk](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575609)
- [Real options](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575610)
- [Integrated Risk Management](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575611)
- [Modeling lognormal properties of stock prices](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575612)
- [Stock price with mean reversion](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575613)
- [Basel II - Credit risk](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575614)
- [Modeling a retirement plan](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575615)
- [Valuation of a financial call option](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26586589)
- [Valuation of a product with launch timing risk](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26586601)
- [Markov Chain simulation to estimate the VaR or CVaR of a bond portfolio](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26586629)