UDC 330

IMPLEMENTING VAR FOR ENTERPRISES

Razuvayev Vladimir Vitayevich
Russian Presidential Academy of National Economy and Public Administration
professor, d-r in political sciences

Abstract
Financial risk management is a relatively new discipline, especially financial risk management of an enterprise. Value at Risk (VaR) measures the potential loss in value of a risky asset over defined period for a given confidence interval. It is difficult to use this instrument for enterprises. This article is focused on this problem.

Keywords: enterprise, evaluation of risk, limitations of VaR, measurement of risk, Value at Risk


Article reference:
Implementing VaR for enterprises // Economics and innovations management. 2016. № 3 [Electronic journal]. URL: https://ekonomika.snauka.ru/en/2016/03/10977

View this article in Russian

Sorry, this article is only available in Русский.



Artice view count: Please wait

All articles of author «Разуваев Владимир Витальевич»


© If you have found a violation of copyrights please notify us immediately by e-mail or feedback form.

Contact author (comments/reviews)

Write comment

You must authorise to write a comment.

Если Вы еще не зарегистрированы на сайте, то Вам необходимо зарегистрироваться:
  • Register