If you want to know more about VaR model and its application in financial risk management, please recommend the bibliography by professionals, with a satisfactory answer of 50 points.

1 LV xiaorong stock index futures risk management research [journal papers]-China foreign investment 20 10(8)

2 Zhang Xianke's tracing back to the source of personal wealth management profits of commercial banks in China-based on the method of combining quantitative and qualitative analysis [journal paper]-Southwestern Finance 20 10( 10)

3 Yao Lushi. Xu Wenlong's Value at Risk Method and Its Application in Securities Investment [Journal Paper]-Value Engineering 2008(2)

VaR model and its application in financial risk management

Abstract: Value at Risk (VaR) is a widely used tool in the field of international financial risk management, and it is also a new technical standard to measure financial risks. This paper mainly introduces the concept, calculation and application of VaR, and points out the application prospect of VaR model as a standard to measure the risk of financial market in China. Authors: Zhang Huiyi, Xu Rongzhen, Jiang Yujie.

Author: Zhang Huiyi 15th Rong Zhen Jiang Yujie.

Authors: School of Economics and Management, Tianjin University of Science and Technology, Tianjin, 300022.

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