摘要
金融风险管理的基础和核心是对金融风险的定量分析和评估,即风险测量。风险价值模型是目前风险测量的主流方法。VaR模型具有概念简单、对风险的测量科学、实用、准确和综合等许多优点,因而获得了广泛的应用。
The base and core of financial risk management is the quantitative analysis and value on financial risk. Now VaR model is the main method to measure financial risk, and is of simple concept. VaR model is provided with many advantages of scientificness, practicalness and accurateness to financial risk management, so it is applied widely.
出处
《上海金融学院学报》
2005年第2期18-21,共4页
Journal of Shanhai Finance University
关键词
金融风险
定量模型
风险价值
financial risk, quantitative model
Value at Risk(VaR)
