R packages for quantitative risk management


Tidyrisk is a collection of R packages for performing quantitative risk management using the OpenFAIR framework. Aspiring to the design ethos of the tidyverse, tidyrisk helps organizations walk through the following steps in performing a risk analysis:

  • formulating risk scenarios
  • collecting subject matter expert (SME) opinion with calibration
  • building parameterized distributions for SME responses
  • applying opinion pooling to SME distributions to generate a consensus view
  • creating quantitative scenario data structures
  • simulating risk outcomes via Monte Carlo sampling
  • reporting on risk exposure


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First learn how to make a reprex, then share it on Github.