Title: The Measurement and Empirical Analysis About Market Risk of Rural Financial Institutions of Our Country Based on VaR
Abstract: Market risk is one of the key elements of rural financial institutions of our country risk management in recent years and VaR is the most effective way to measure risk value.This paper builds a model based on the VaR to measure the amount of the loss of market risk of China's rural financial institutions.It uses the sample data,monthly data,from 2003 to 2009 to analysis and calculate the VaR value at 99% significant level.Meanwhile it lays the foundation for market risk management for rural financial institutions.
Publication Year: 2011
Publication Date: 2011-01-01
Language: en
Type: article
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