基于VaR的金融风险度量分析-统计学专业论文.docx

become an international financial risk management standards. Using VaR method to measure the risks is not only greatly increased the transparency of bank risk, also contributed to the bank risk management of visualization. Vigorous development and application of VaR, has the very great significance to our country’s finance risk management technology thansform from qualitative analysis to quantify analysis. As Chinas capital market is becoming more open, market-oriented interest rates, and development of derivative financial instruments, the risks financial institutions confronting become more complex, so it is more and more necessary to management market risk, credit risk and operational risk comprehensively and integrally. VaR method can measure not only all aspects of risk in financial institutions, but also the quantification of risk; VaR method not only provided an incentive mechanism for financial institutions guarding against the risk of ,aslo provided a market standard for financial institutions measuring risks. VaR method in China has a vast space for development, its promotion and application can make contributing for our internal risk management and external regulatory capacity to enter a new stage, aslo in line with international practice. This article is Based on the principle of VaR ,and does a analysis of the current measurement technology of financial risks. At the same time ,the essay does a comprehensive exposition and empirical analysis with the VaR measurement methods and models of market risk, credit risk and operational risk. Finally, in combination with the present situation of the development of the financial institutions in China, we made detailed analysis of the status of the VaR risk management in our application of the practical problems faced,then provide a reference for VaR risk management techniques applied in China. Keywords:VaR,market risk,credit risk,operational risk.  独创性声明 本人卢咽fIt且. 亮的非住曹文曼本人在导师指导下遁臂的精纯正悻且草再曲  研自1.果.事提所知.酷了丈中精