| 外贸企业基于VaR模型的汇率风险评估 |
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| 引用本文： | 李进才. 外贸企业基于VaR模型的汇率风险评估[J]. 南京工业职业技术学院学报, 2008, 8(1): 12-14 |
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| 作者姓名： | 李进才 |
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| 作者单位： | 江苏信息职业技术学院,工商管理系,江苏,无锡,214101 |
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| 摘 要： | VaR模型基于一定的概率水平下，量化资产组合在未来特定一端时间内的最大可能损失。分析了该模型在外贸企业的应用，企业通过建立汇率风险评估模型，评估汇率波动给企业带来的潜在损失，并以此为依据结合其风险指标，采取措施，及时规避潜在损失风险。
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| 关 键 词： | 汇率风险 VaR模型 风险规避 评估 |
Evaluation for Exchange-rate Risk based on VaR Model in Foreign Trade Enterprise |
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| LI Jin-cai. Evaluation for Exchange-rate Risk based on VaR Model in Foreign Trade Enterprise[J]. Journal of Nanjing Institute of Industry Technology, 2008, 8(1): 12-14 |
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| Authors: | LI Jin-cai |
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| Affiliation: | LI Jin - cai ( Jiangsu College of Information Technology, Wuxi 214101, China) |
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| Abstract: | VaR is the model to qualify the future possible loss of assets allocation on the basis of certain probability, on which foreign trade enterprise establishes the evaluation model of exchange-rate risk based, evaluates the potential risk resulting from exchange-rate fluctuation, on the basis of which foreign trade enterprise takes some measures to avoid the risk according to enterprise＇s risk index. |
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| Keywords: | exchange-rate risk VaR model risk aversion evaluation |
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