tools.montecarloplus.com

Regulatory capital tools built for practitioners.

Professional-grade calculators and frameworks for FCA-regulated investment firms. Free to use. Built on the same models we use with our clients.

MIFIDPRU / IFPR CRYPTOPRU Operational Risk FCA RegData Word & Excel output
Explore tools
3
Free regulatory
tools available
~5,500
MIFIDPRU firms
in scope
MIF007
RegData return
pre-populated
100%
Browser-based.
No data leaves your device.
Our tools

Three tools. One regulatory framework.

Each tool tackles a distinct challenge in the FCA's Investment Firms Prudential Regime — from annual ICARA preparation to moment-of-need capital calculations.

TOOL 01
📋
ICARA Builder
MIFIDPRU 7 — Annual ICARA process
Free access

The only end-to-end ICARA workflow tool purpose-built for UK investment firms. Takes firms from firm profile through to board-ready Word documents and a pre-populated MIF007 RegData return — in a single browser session.

11-section guided workflow covering all MIFIDPRU 7 requirements
Scenario correlation engine — driver overlap model with diversification toggle
Market VaR (parametric 99.5%) and counterparty CVaR (Vasicek model)
Live capital ladder, stress testing chart and wind-down planner
Generates ICARA Word doc, MiFIDPRU 8 disclosure and MIF007 input sheet
SNI / Non-SNI toggle — adapts all sections and outputs instantly
ICARA OFTR EWI Wind-down MIF007 MiFIDPRU 8 SNI
Launch ICARA Builder →
TOOL 02
🔗
OpRisk Correlation
Driver Overlap Model
Free access

Compute pairwise correlations between operational risk scenarios without historical loss data. Uses a weighted Jaccard driver overlap model — the same methodology embedded in the ICARA Builder — as a standalone tool.

Build a scenario library and assign common risk drivers
Driver weight calibration — reflect your firm's root cause priorities
Live correlation matrix with heatmap visualisation
Standalone and diversified capital aggregation (SRSS)
Excel download with full correlation matrix and methodology
Operational Risk Correlation Diversification Scenario Analysis SRSS
Launch OpRisk Tool →
TOOL 03
₿
CRYPTOPRU Calculator
FCA CP25/15 & CP25/42
Free access

Instant calculation of FCA CRYPTOPRU Own Funds Requirements for UK crypto-asset service providers. Based on the FCA's consultation papers CP25/15 and CP25/42 — know your capital requirement before you apply for authorisation.

Activity-based PMR selection across all CASP categories
K-factor calculation — K-QCS, K-SII, K-TTV, K-NCP, K-CCD and more
Fixed Overhead Requirement (FOR) calculator
Live OFR summary — binding constraint highlighted
Capital gap analysis against your current resources
CRYPTOPRU CP25/15 CP25/42 CASP K-Factors OFR
Launch CRYPTOPRU Tool →
Why Monte Carlo Plus

Practitioner tools,
not compliance theatre.

We build quantitative models for regulated firms. These tools are the same frameworks we use with clients — published here so firms of all sizes can access institutional-quality methodology without institutional-level fees.

🔒
Your data stays yours
All calculations run entirely in your browser. No data is uploaded, stored or transmitted. Export to Word or Excel and keep full control.
⚖️
Regulatory accuracy
Built directly from MIFIDPRU, the FCA's CP25/15 and CP25/42 consultation papers, and RegData reporting guidance — not generic risk templates.
📐
Sound methodology
Parametric VaR at 99.5%, Vasicek CVaR, weighted Jaccard scenario correlation — the same models used in institutional risk management.
📄
Board-ready outputs
Formatted Word documents, structured Excel workbooks and a pre-populated MIF007 RegData input sheet — ready to submit or present.
ICARA_Builder — OFTR calculation
// Section 6 — Own Funds Threshold Requirement
 
PMR = £75,000
FOR = £2,000,000
KFR (P1) = £950,000
Pillar 1 base = max(PMR, FOR, KFR)
              = £2,000,000 ← FOR binding
Scenario P2 = £563,150
Market VaR = £246,633
CVaR 99.5% = £600,000
OFTR = P1 base + add-ons
              = £3,409,783
 
Own funds = £15,000,000
Headroom = £11,590,217 ✓ OFAR met
 
// MIF007 ready — 37 fields pre-populated
Get started

Start your ICARA today.
No account needed.

All three tools are free to use directly in your browser. For bespoke support, white-label licensing or consulting, get in touch.

Open ICARA Builder → Talk to us