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

Authors

  • Berdiqulova Sevinch Toxir qizi

Keywords:

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

Abstract

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

Author Biography

Berdiqulova Sevinch Toxir qizi

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

Ta'limning zamonaviy transformatsiyasi

Downloads

Published

2024-01-12

Issue

Vol. 3 No. 2 (2024): Ta'limda zamonaviy transfarmatsiyasi

Section

Статьи