Dynamic Financial Risk Matrix with Conditional Probability Modeling

Design a comprehensive financial risk assessment spreadsheet that dynamically calculates probabilistic risk scenarios using Monte Carlo simulations. The model should incorporate multiple risk variables including market volatility, credit default probabilities, and liquidity risk. Implement advanced statistical techniques like bootstrapping and generate heat maps that visualize potential financial exposure across different confidence intervals (90%, 95%, 99%). Include automated VaR (Value at Risk) calculations and create interactive dashboard elements that allow real-time scenario adjustments.