风险价值在证券投资基金风险管理中的应用

The Application of Value-at-Risk in Risk Management of Securities Investment Fund

风险价值是用于测量和控制金融风险的量化模型,它在证券投资基金的投资决策、绩效评估、风险限额分配等方面具有独特优势。本文分析证券投资基金实施风险价值方法的动因,并结合中国的实际情况,探讨风险价值在证券投资基金风险管理中的具体应用。

Value-at-Risk model is a mathematical model to measure and monitor risk, which has unique advantages in securities investment fund such as investment decision-making, performance evaluation and distribution of risk quota. This paper analyzes the reasons of implementing VaR method in the securities investment fund, and discusses its specific application in the risk management with the consideration of Chinese practical situation.