Features of the Use of Imitation Modelign For Estimation of Risks of Investment Projects of Industrial Enterprise

This article describes the peculiarities of using simulation Monte-Carlo for the analysis of investment risks, the advantages of this type of simulation, the algorithm of simulation modeling for risk analysis of investment projects in industrial enterprises. The application of analysis to identify the determinants of Net Cash Flow and Net Present Value of an established relationship between key variables such as: price, variable costs and sales volume. In this article using simulation proposed to evaluate the risk factors of the investment project on the basis of simulation model. The results of the probabilistic analysis using the methods of sensitivity analysis and Monte-Carlo simulation allowed us to obtain more detailed information about the most risk factors that affect the success of the project. The proposed approach allows obtaining information on risk areas, and existing based on output and result indicators for further adjustments in management decisions at the stage of realization of the project concerning the definition and prevention of risks of the project.