СОВРЕМЕННЫЕ КОНЦЕПЦИИ ОЦЕНКИ ФИНАНСОВЫХ РИСКОВ
Journal Title: INTERNATIONAL ACADEMY JOURNAL "Web of Scholar" - Year 2018, Vol 6, Issue 6
Abstract
The main methods and models for assessing financial risk are discussedin this article. At present, there are many technologies for risk assessment. Among which we can distinguish: VaR, beta analysis, MAtheory of Stephen Ross, MODA and a number of other classical methods. One of the modern and most common methods for assessing financial risks is the concept of risk value (VaR-Value-at-Rick). The VaR-methodology was proposed by American researchers as a universal measure of risk. However, in the economic environment there is still no common opinion about the advisability of applying VaR-methodology in practice. There are different methods for assessing the risk value: analytical, historical and statistical, and ambiguous statements about the notion essence of "risk value". At the same time, in the financial world there are attempts to introduce VaR methodology in various sectors of the economy, for example, in the banking system of Kazakhstan. This article justifies the feasibility of the VaR method in the Kazakhstani economy.
Authors and Affiliations
Карлыгаш Мухтаровна Казбекова
Keywords
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- EP ID EP325735
- DOI 10.31435/rsglobal_wos/12062018/5786
- Views 160
- Downloads 0
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