Value at risk concept
Автор: Serova A.A.
Журнал: Экономика и социум @ekonomika-socium
Рубрика: Основной раздел
Статья в выпуске: 5-2 (36), 2017 года.
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The article considers a new risk criterion - VaR (Value at Risk), proposed in the 80s. He made it possible to comprehensively assess the possible losses in the future with the chosen probability and for a certain period of time. In practice, several methods are used to calculate the VaR risk measure. We will consider these methods in this article.
Value at risk, методы вычисления var, risk, measure of risk, organization, methods of calculating var, financial evaluation
Короткий адрес: https://sciup.org/140123890
IDR: 140123890
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