The Application of VaR Methods in Financial Risk Management Research

Abstract:

With the development of financial markets, financial products innovation and global competition intensifies, the risk of financial market in China will be more complex and varied. How to deal with these risks and effective management has become the crucial problem of the financial institutions and regulators. VaR model as a tool to measure market risk, is increasingly becoming the current international financial mainstream risk management and financial supervision method, wide support and recognition by the international financial community. This paper introduces the background and meaning of the VaR method and studied the VaR method in the application of all kinds of financial risk management.

• Periodical: Advanced Materials Research (Volumes 1044-1045)
• Pages: 1799-1802
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.1044-1045.1799
• Online since: October 2014
• Authors: Ruo Min Liu*
• Keywords: Financial Markets, Risk Management (RM), VaR Method

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