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tem Introduction
2.1 The Definition And Classification Of Financial Risks
2.2 VAR Method Used Measurement Of Financial Market Risks
2.2.1 The definition of VAR
2.2.2 VAR calculation method
2.2.3 The latest development in VAR technology
3. The empirical research of the VAR model in on the China’s stock market
3.1 China's Stock Market Overview
3.1.1 Development of China's securities market
3.1.2 The development review of China’s stock market
3.2 The selection of sample
3.3 Using Historical Simulation Method to Test VRA Model
3.3.1 Hypothetical condition
3.3.2 Calculation
3.4 Using the VARiance - CoVARiance Method to Calculate the Value of VRA
3.4.1 Hypothetical condition
3.4.2 Calculation
3.4.3 Relevant statistical results of rate of return of the Shanghai Composite
3.4.4 Calculation of VAR
3.5 Conclusion
4. The application of VAR measurement in Chinese market
4.1 Status Quo of Risk Management of China’s Financial Institutions
4.1.1 China’s commercial banks financial risk management status
4.1.2 Risk management status of China’s securities sector
4.1.3 The status quo of China's Insurance Risk Management
4.2 The Significance of the Introduction of VRA Method in China
4.2.1 The feasibility of the introduction of VRA
4.2.2 The significance of the introduction of VRA risk management
4.3 The Application of VRA Method in China’s Financial Market
4.3.1 VRA method can be used to re-allocate resources
4.3.2 VRA method can be used for performance evaluation
4.3.3 VRA method can be used for financial regulation
4.3.4 VRA method can be used for information disclosure
5. The Core thinking of Risk Management about China’s Financial Market Based on VAR

Reference

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