Risk tanımlama konusunda bankaların uygulamada karşılaştıkları temel sorun çok fazla sayıda riskin tanımlanması yönündeki eğilimdir. Bu durum geniş risk yelpazesinde risk galaksisi olarak bilinmektedir. Monte Carlo RİSK modeli, samanyolu veya risk galaksisinin parlayan bir yıldızıdır.
The Monte Carlo method was invented by scientists working on the atomic bomb in the 1940s, who named it for the city in Monaco famed for its casinos and games of chance. Its core idea is to use random samples of parameters or inputs to explore the behavior of a complex system or process...! Faced physics problems, such as models of neutron diffusion, that were too complex for an analytical solution -- so they had to be evaluated numerically.
The Monte Carlo method is surprisingly ineffective and hence useless method in determining risk and uncertainty in risk management literature too.