Economics, Econometrics and Finance
6 years ago

New Study Reveals Effective Ways to Manage Financial Risks in China

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Procedia Computer Science
Two Ways of Calculating VaR in Risk Management ——An Empirical Study Based on CSI 300 Index
Yun-si Li, Aihua Li, Zhidong Liu

Paper Summary

The article explores how to manage risks in China's financial market using a method called VaR. By analyzing data from the CSI 300 Index over five years, the researchers calculated VaR using two methods: Monte Carlo simulation and historical simulation. They found that VaR is effective in measuring financial risks and provided suggestions for managing risks in China's market economy.

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