摘要
近年来 ,金融市场的波动性增加 ,金融机构需要准确的测量其市场风险。对市场风险的正确测量构成了市场风险管理的基础。在介绍广泛应用于测量市场风险的VaR的实质、计算方法及发展方向的基础上 。
In recent years the fluctuation of finance market have been increasing and financial institutions need to precisely measure the market risk. The correct measurement of market risk forms the fundamental part of market risk management. The main purpose of this article is to introduce what the VaR is, which is widely used in market risk measurement, its calculation method and development, and to discuss its application in finance market risk management in our country.
出处
《商业研究》
北大核心
2002年第22期109-111,共3页
Commercial Research
