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Feasibility Research of VaR in China’s Money Market Risk Management

Author: YiXia
Tutor: ShenWei
School: North China Electric Power University (Beijing)
Course: Technology Economics and Management
Keywords: Financial market risks VaR Feasibility
CLC: F832.51
Type: Master's thesis
Year: 2006
Downloads: 436
Quote: 4
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Abstract


China 's financial markets as a development in emerging markets , market risk With the development of the financial markets will gradually increase, the increase in market risk proposed new requirements for risk management . Widespread international acceptance and adoption of risk management standards , developed in the last century , 90 years after the new risk management tools - VaR . The content of this paper is the feasibility of the application of VaR approach in the management of China 's financial markets . Firstly VaR method with traditional financial market risk management methods compared Secondly, the the VaR model system and model test method , the next expounded the necessity of the introduction of financial market risk management VaR method , VaR method in our use of process the problems and countermeasures . Finally, the empirical analysis of China's securities market , stock index , to verify the applicability of the the VaR method of China's financial market risk management .

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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