| VaR方法对我国保险投资风险管理的借鉴及应用 |
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| 引用本文： | 张海红,张淑英. VaR方法对我国保险投资风险管理的借鉴及应用[J]. 价值工程, 2006, 25(10): 161-163 |
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| 作者姓名： | 张海红 张淑英 |
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| 作者单位： | 河北经贸大学,石家庄,050061;河北经贸大学,石家庄,050061 |
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| 摘 要： | 近20多年来金融市场迅猛发展,金融机构面临的主要风险已从信用风险转向了市场风险。我国金融市场作为一个发展中的新兴市场,市场风险必将随着金融市场的发展而逐渐加大。保险公司作为经营风险的企业,必将面临着这种金融风险。研究VaR对于保险投资风险管理的影响可以防患于未然,有效地避免由于信用风险和市场风险带来的损失。
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| 关 键 词： | VaR 投资风险 信用风险 市场风险 |
| 文章编号： | 1006-4311（2006）10-0161-03 |
The Model and the Application of the VaR Method to the Investment Risk Management in Our Country's Insures |
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| Zhang Haihong,Zhang Shuying. The Model and the Application of the VaR Method to the Investment Risk Management in Our Country's Insures[J]. Value Engineering, 2006, 25(10): 161-163 |
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| Authors: | Zhang Haihong Zhang Shuying |
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| Affiliation: | Hebei University of Economics and Business, Shijiazhuang 050061, China |
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| Abstract: | With the development of financial markets in recent 20 years, the main risk which the financial ognizafion faces has changed from credit risk to market risk. Financial market in our country is in the development,market risk will gradually come into concern in china. The insurance company which takes the management risk, will certainly face with this kind of financial risk. Studying VaR is possible to guard against the insurance investment risk, and avoid lossing which credit risk and market risk brings. |
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| Keywords: | VaR |
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