Thamani Hatari (VaR)
Thamani Hatari (Value at Risk - VaR) ni kipimo cha hatari ya kifedha kinachokadiria kiwango cha juu cha hasara ambacho nafasi au kwingineko inaweza kukumbana nacho kwa kipindi maalum cha umiliki, kwa kiwango fulani cha uhakika. Ni kiwango sanifu katika usimamizi wa hatari na mahesabu ya mtaji wa kikanuni, kilichoendelezwa katika misingi ya vitabu vya kiada kama vile cha Jorion (2007) na mfumo wa hatari ya soko wa Basel.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk (3rd ed.). McGraw-Hill. ISBN: 978-0071464956
- Basel Committee on Banking Supervision (2019). Minimum Capital Requirements for Market Risk. Bank for International Settlements. link ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 1). Value at Risk (Historical, Parametric, Monte Carlo). ScholarGate. https://scholargate.app/sw/finance/value-at-risk
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Mfumo wa ARIMA (Autoregressive Integrated Moving Average)Ekonometriki↔ compare
- Thibitisho la Thamani ya Hatari (Matarajio ya Upungufu)Fedha↔ compare
- Umuundo wa Kujirudia kwa Kujitegemea wenye Masharti ya Ugomvi (GARCH)Ekonometriki↔ compare
- Uiguzi wa Monte CarloUfanyaji Maamuzi↔ compare
- Nadharia ya Hisa Zinazotambulika na Muundo wa HARFedha↔ compare
Imerejelewa na
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