??????????? ??????? ????????? ????????? ?????? ??? ?????????? ?????????? ???????
??????? ????????????? ??????? ????????? ????????? ?????? ??? ??????????? ?????????? ???????? ?? ?????????? ???????? ??????? ?? ?????? ????????? ?????????? ???????. ???????????? ?????? ????????? ???????? Value-at-Risk. ???????? ?????? ? ????? ????? ??????.
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The potential loss in value of a risky asset or portfolio over a defined period for a given confidence interval. Historical and Monte Carlo Simulation. Value at Risk as a risk assessment tool at banks and other financial service firms in the last decade.
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