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