How can I build a simulation environment that assess different risk policies?

I work in fin-tech and would like to build some sort of simulation program to assess how different inputs will impact net revenue. For example, if we create new policies based on ML scores, how would those have impacted our loss and revenue metrics?

While we can and do run online experiments, it would be desirable to simulate these impacts ahead of time.

Aside from something like reinforcement learning, I was thinking that Monte Carlo simulations might be the best approach. Anyone do something similar before or have suggestions?