Control obligations.
See exposure clearly.
Model annual commitments, renewal deadlines, and conditional loss exposure with a transparent, local-first simulator.
Renewal exposure · next 12 months
Upcoming annualized amounts by renewal month
Exposure by category
Annual commitment across active contracts
Priority notice deadlines
Contractual opt-out or renegotiation notices
Largest conditional losses
Simple probability × impact exposure ranking
Stress-test the portfolio.
Change assumptions, see the difference versus baseline, and explore bounded simulated loss outcomes.
Estimated annual exposure · comparison
Scenario assumptions, not contract forecasts
Simulated incident-loss distribution
400 seeded independent draws · illustrative P10 / P50 / P90
One registry. Clear actions.
Edit fictional agreements, preserve archived records, and export your working assumptions as portable files.
| Contract / counterparty | Category | Annual USD | Renewal | Notice window | Loss exposure | Actions |
|---|
Prepare before deadlines.
See the notice deadlines and renewal concentration of active contracts. The dashboard calculates dates; it does not issue reminders.
Contract renewal calendar
Count and value of agreements renewing within each coming month
Notice deadline tracker
Notice deadline = renewal date − contract notice days
| Agreement | Notice deadline | Days remaining | Renewal | Annual USD | Priority |
|---|
Dates are computed using UTC calendar days to avoid local daylight-saving shifts. Always confirm real contractual notice terms independently.
Transparent by design.
Every display and simulated result follows explicit formulas. Nothing uses external data or constitutes legal advice.
Calculation rules
Σ annual_value over active contractsContract values are simplified annual USD equivalents, not accrued expenses or a cash flow forecast.
Σ (annual_incident_probability × conditional_loss_amount)Assumes one independent binary loss event per agreement during the modeled year. No correlations.
annual_value' = annual_value × (1 + price_delta / 100)
p' = clamp(p + probability_delta, 0, 100)
loss' = loss_amount × (1 + severity_delta / 100)Scenarios modify all active records uniformly and do not forecast contractual terms.
notice_deadline = renewal_date − notice_daysOnly the first supplied renewal date is shown. Automatic renewal, extension and termination clauses are not modeled.
Responsible interpretation
Eight entirely invented contract records and counterparties. No real pricing, legal terms, renewal schedules or incidents.
400 seeded draws sample a Bernoulli loss event for each active contract, with illustrative severity variation of ±10%. P10/P50/P90 summarize those draws, not a statistical confidence interval.
No server or remote API; browser localStorage is not encrypted. Backups contain plain JSON. Avoid confidential contractual terms. Imported names are escaped before HTML display and CSV is protected against formula execution.
This is a self-contained educational decision-support demonstrator. Validate notice obligations, applicable law, pricing, risk probabilities, contract rights and interdependencies separately before taking action.