Study of the Economic Importance of the VaR Method and its Application in the Financial Sector


  • Berdiqulova Sevinch Toxir qizi

Ключевые слова:

Value at Risk (VaR), Historical method, Variance-Covariance method, Monte Carlo simulation, Risk measurement, Portfolio diversification, Financial stability


This article examines the economic nature and importance of the Value at Risk (VaR) method and its potential applications in finance. VaR is an important parameter in the calculation of potential financial losses and is analyzed through three different methods of risk management and evaluation. It also enables financial organizations to generate valuable resources and information for decision-making

Биография автора

Berdiqulova Sevinch Toxir qizi

Master’s student, The University of World Economy and Diplomacy

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