摘要
针对我国金融业市场风险的表现和特点,分析研究了计量市场风险的VaR方法及其在我国金融市场的适用性,提出了我国风险计量工作中存在的问题和相应的调整解决方案,为我国风险计量和风险管理的设计体系提供了新思路.
According to the representation and characteristics of our country's financial market risk, we studied the VaR method of market risk measurement and analyzed the practicability in our country's financial market. The problems existing in our country's financial risk measurement working, the modified method and resolvent are proposed. We try to give references to the founding of financial risk measurement and management system.
出处
《哈尔滨理工大学学报》
CAS
2002年第4期67-69,73,共4页
Journal of Harbin University of Science and Technology
