FT FinToolSuite

Mortgage Planning

Monte Carlo Simulation Mortgage Risk Explained

This plain-English explainer covers why the tool runs many possible futures, what randomness represents, how to read percentiles and default probability, and why your assumptions matter.

Published: January 1, 2026 · Updated: January 1, 2026 · By FinToolSuite Editorial

Open the stress tester

Run Monte Carlo scenarios, save them, and compare outputs side by side.

Try the Mortgage Stress Tester

Disclaimer

  • Educational only. Simulations are not predictions. No guarantees.
  • Examples are illustrative.
  • Results depend on inputs, assumptions, and randomness.

Monte Carlo simulation mortgage risk explained

The tool runs many possible futures with different rate, income, and cost draws. It shows how outcomes can spread instead of relying on one straight-line projection.

What randomness represents

Random shocks stand in for unknown future changes: interest rate moves, income changes, and cost variations such as taxes or maintenance. Assumptions set the ranges; changing them changes the outputs.

How to read distributions and percentiles

The DTI distribution shows a curve of possible DTIs. Mid percentiles show typical paths; higher percentiles highlight tougher tails. A fatter tail signals more stress under harsher shocks.

Default probability is not certainty

The model default probability shows how often simulated paths cross stressed thresholds. It is not a guarantee or lender decision. Use it to compare scenarios built on the same assumptions.

Limitations and assumptions

  • Simulations rely on ranges you choose. Different ranges give different outputs.
  • They do not capture every local lending rule.
  • They show direction, not exact predictions.

FAQs

How many simulations run?

Enough to show a stable distribution; the exact count is handled by the tool.

Can I change randomness?

You can change assumptions that shape ranges; randomness is generated within those ranges.

How should I compare scenarios?

Keep assumptions consistent, change one variable, save both, and compare safe loan, DTI percentiles, and default probability direction.

Where do I read about default probability?

See default probability explained for details.

Where is the Privacy Policy?

Review Privacy Policy before sharing exports.

See the distributions

Run the mortgage affordability stress tester and watch how the DTI curve and default probability change when you adjust inputs.

Open the stress tester