Financial Management
Silicon Valley Bank
This is a conceptual model to describe how interrelated interest rates, customers and bond valuations could impact a bank like SVB. It is not meant to simulate the balance sheet of banks in general.
Blog: Silicon Valley Bank - The Sound of Two Hands Clapping Incoherently? by Matthew Raphaelson
Probability Management in Financial Planning
by Sam L.Savage and Shayne Kavanagh.
These SIPmath models demonstrate the examples of scheduling, surplus and deficit, and reserves. The Dice calculator is available on our Models page.
The Sum of the Sandbags Doesn't Equal the Sandbag of the Sum: How Probability Management Helps Solve Age-Old Problems in Budgeting and Forecasting
Article: How to Profit from Probability Management by Matthew Raphaelson and Sam Savage. BAI.org, May 2018.
SandbagCalc.xlsx
Demonstrates basic sandbag math
BAI_Model.xlsx
Banking example with revenues
Portfolio Model
This model is based on the Mean Variance model of Nobel Laureate Harry Markowitz. It demonstrates how multiple SLURPs may be swapped into an existing workbook. Every change in the portfolio or library selection results in 1,000 trials being run instantly through the model.
Interactive Retirement Simulation Model
This model was created to accompany an article on probability management in ORMS Today. It was created before the SIPmath standard, which meant it required thousands of formulas.
