The Study of the VaR System of Market Risk Measurement and its Application to the Financial Industry of our Country
Yan Zhang · Harbin Ligong Daxue xuebao · 2002
According to the representation and characteristics of our country's financial market risk, we studied the VaR method of market risk measurement and analyzed the practicability in our country's financial market. The problems existing in our country's financial risk measurement working, the modified method and resolvent are proposed. We try to give references to the founding of financial risk measurement and management system.