| | Vagin Ivan Stanislavovich, Vasyukhin Sergey Sergeevich, Zhornik Veronika Kirillovna, Perepelitsa Denis Grigorievich
VAR as a key instrument in risk assessment
ID number: J2020101
Abstract: Today, it is vital to choose the most accurate way of risk assessment in order to control and manage market risks. VAR – one of the most popular tools, used by lots of financial analytics. This article is connected with problem of accurate risk measurement and overview of different VAR methods. Moreover, practical examples will help to understand in details the concept of VAR.
Key-words: var, risk management, risk assessment, returns distribution function
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