Monte Carlo Cash-Flow Risk Simulator

Fast, client-side simulator with uncertainty bands, shortfall probability, VaR, and sensitivity.

Inputs

Months Simulations Seed (optional)

Demand & Revenue

Demand distribution Demand mean / λ Demand std (ignored for Poisson) Average order value ($)

COGS & Costs

COGS (% of revenue) Variable Opex (% of revenue) Fixed monthly cost ($) Starting cash ($)

Cash Timing & Taxes

DSO (days sales outstanding) Late pay share (% shifted +1 mo) Tax rate (% on positive PBT) Shortfall threshold ($)

Idle.

Results

Any shortfall

–

End cash < 0

–

VaR₅% (End Cash)

–

Median End Cash

–

Sensitivity — Tornado (ΔP(Shortfall))

Model Notes (transparent by design)

Revenue_t = Demand_t × AOV
COGS_t = COGS% × Revenue_t
VarOpex_t = VarCost% × Revenue_t
Fixed_t = Fixed monthly cost
PBT_t = Revenue_t − (COGS_t + VarOpex_t + Fixed_t)
Tax_t = Tax% × max(PBT_t, 0)

Cash in: Revenue collected after DSO months; LatePay% is delayed by +1 month.
Cash_t = Cash_{t−1} + CashIn_t − (COGS_t + VarOpex_t + Fixed_t − Tax_t)