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现代金融市场受经济全球化和金融一体化影响,金融创新品种日新月异,金融市场波动性和系统风险大为加剧,控制金融风险成为各类金融机构面临的一个主要任务。VaR(Value at Risk)方法成为当前最为流行和实用的一个测量金融风险的方法。VaR风险管理技术是指在正常的市场条件和给定的置信水平下,用于评估和计量任何一种金融资产或证券投资组合在既定时期内所面临的市场风
Modern financial markets are affected by economic globalization and financial integration. The variety of financial innovations is changing with each passing day. The volatility and systemic risk in financial markets are greatly aggravated. Controlling financial risks has become a major task faced by various financial institutions. VaR (Value at Risk) method has become the most popular and practical measure of financial risk. VaR risk management technology is used to assess and measure the market winds of any kind of financial asset or portfolio in a given period under normal market conditions and given levels of confidence