VaR模型在我国养老基金投资风险控制中的应用

VaR Model Applying in the Investment Risk Control of China Pension Fund

养老基金的投资面临多种风险,要实现其保值增值,必须进行风险度量和监控。VaR模型作为一种新的金融风险管理工具,因其有别于传统的金融风险管理工具的特点,在西方受到广泛青睐。探讨该模型在我国养老基金投资风险控制中的应用。

Because Of the investment of pension fund facing much risk. in older to preserve and accumulate its value by increments, the risk must be measured and controlled. As a new financial risk management tool, VaR has been widely paid much attention to Western nations. This article discusses its applying in pension fund investment to control the risk in China.