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The study of financial market risk measurement by VaR model

Shao Tie-zhu

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Abstract

VaR model of the market risk measurement was studied,the computing methods,applicable condition,and applied valuation etc are analyzed in detail.It is instructive for our financial institutions to use VaR to control market risk.

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What this paper is about

VaR model of the market risk measurement was studied,the computing methods,applicable condition,and applied valuation etc are analyzed in detail.It is instructive for our financial institutions to use VaR to control market risk.

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Available abstract

VaR model of the market risk measurement was studied,the computing methods,applicable condition,and applied valuation etc are analyzed in detail.It is instructive for our financial institutions to use VaR to control market risk.

Key concepts: Market risk, Valuation (finance), Financial risk, Vector autoregression, Value at risk, Business, Financial market, Financial risk management

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