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ERROR CHECK & MODEL
INTEGRITY |
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Automated Validation
& Audit Trail |
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MODEL INTEGRITY CHECKS |
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No. |
Check Description |
Result |
Expected |
Formula/Logic |
Status |
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1 |
Scenario
probabilities sum to 100% |
100.0% |
100.00% |
SUM(Scenario
Probabilities) |
✓ PASS |
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2 |
Correlation matrix
diagonal equals 1 |
TRUE |
TRUE |
All diagonal elements
= 1 |
✓ PASS |
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3 |
Simulation Engine has
1,000 iterations |
1,000 |
1,000 |
COUNT(Iteration
column) |
✓ PASS |
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4 |
Year 1 Revenue
positive in all iterations |
1,000 |
1,000 |
COUNTIF(Revenue >
0) |
✓ PASS |
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5 |
Portfolio Value =
Debt + Equity |
$50,000,000 |
$50,000,000 |
Portfolio Value vs
Sum check |
✓ PASS |
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6 |
VaR 99% >= VaR 95%
(higher confidence) |
$17,447,609 |
$12,336,402 |
VaR(99%) >=
VaR(95%) |
✓ PASS |
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7 |
Simulated mean return
near assumed mean |
9.64% |
10.00% |
Deviation < 5%
absolute |
✓ PASS |
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8 |
No negative COGS % in
simulation |
0 |
0 |
COUNTIF(COGS % <
0) |
✓ PASS |
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9 |
All tornado swing
values are positive |
$720,000 |
> 0 |
MIN(Swing values)
> 0 |
✓ PASS |
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10 |
All random draws
within [0,1] range |
TRUE |
TRUE |
0 <= RAND() <=
1 |
✓ PASS |
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OVERALL MODEL STATUS |
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Total Checks |
10 |
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Passed |
10 |
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Failed / Warnings |
0 |
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Pass Rate |
100.0% |
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Model Status |
✓ ALL CHECKS PASSED |
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MODEL METADATA & AUDIT TRAIL |
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Model Name |
Monte Carlo Financial Risk Analysis |
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Model Version |
1 |
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Creation Date |
2/12/2026 |
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Number of
Sheets |
11 |
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Simulation
Iterations |
1000 |
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Methodology |
Monte Carlo Simulation with
Normal/Lognormal/Triangular/Uniform Distributions |
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Disclaimer |
Sample data for illustrative purposes
only. Replace with actual data for analysis. |
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