摘要
市场风险是金融风险中最重要的一种风险 ,将其定量化分析 ,是当前银行、财务公司、公司管理人员、投资人及金融监管当局对评估和管理个别资产或资产组合的市场风险亟待解决的问题。VaR法是国外普遍采用的市场风险测定技术。
Market risk is the most important risk in financial risks. To make a quantitative analysis on this risk is an urgent problem for the banks, financial companies , managers , investors and financial supervision authorities in evaluating and managing the risks of some specific assets and assets portfolios. VaR method is a tool which is widely used in measuring the market risks abroad.
出处
《现代财经（天津财经大学学报）》
2001年第7期15-20,共6页
Modern Finance and Economics：Journal of Tianjin University of Finance and Economics
