用VaR模型计量金融业市场风险的研究

The study of financial market risk measurement by VaR model

研究了计量市场风险的VaR模型,对计算方法、适用条件、应用评价等方面的内容进行了详细的分析,对中国金融机构应用VaR控制市场风险具有指导意义。

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.