随着经济全球化以及市场一体化进程的逐渐的加快,我国金融市场迅猛发展,同时金融市场也出现了前所未有的风险,然而我国的风险管理一直处于传统的简单管理阶段,因此,利用现代风险管理理论对我国的股票市场风险进行有效控制显得十分重要。文章首先系统地分析了风险管理VaR方法(Value-at-Risk)的方法体系,然后利用三VaR方法对上证综合指数进行了实证研究。最后,对实证结果进行了检验。 With the gradual acceleration of economic globalization and market integration, China’s financial market has developed rapidly. At the same time, financial markets have seen unprecedented risks. However, our country’s risk management has always been in the traditional simple management stage. Therefore, the use of modern risk management It is very important that the theory controls the stock market risk in our country effectively. The article first systematically analyzes the VaR method of risk management and then uses the three-VaR method to test the SSE composite index. Finally, the empirical results were tested.