摘要
伴随着金融市场的产生和发展,如何防范金融风险成为金融界人士关注的焦点。作为一种新的防范金融风险的工具,理论上,外国学者认为,VAR在信息披露、资源配置与绩效评价三个方面发挥重要的作用;实践上,在国外已被广泛应用于各个领域。以纠正非对称金融衍生工具度量市场风险方法的缺陷。在我国,对VAR理论上的研究虽起步较晚,但仍有不少成果。随着我国金融业市场化程度的不断提高,VAR在我国金融业加强管理、防范投资组合风险、增强市场透明度等方面的应用前景将是十分广阔的。
With the emergence and development of financial market, how to control the financial risks has been the concerning focus of the financiers. Being a new tool controlling financial risks, VAR has been used in many fields. Both Foreign and Chinese scholars have made studies and investigations into the calculation and application of VAR. Based on a generalization of some previous studies and investigations, this paper analyzed the present situation of VAR in China and proposed some prospects of the application of VAR, also provided some information about future study and research in the area of VAR.
出处
《哈尔滨工业大学学报（社会科学版）》
2002年第3期55-58,共4页
Journal of Harbin Institute of Technology(Social Sciences Edition)
