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Introduction
There are various types of risk, such as credit risk, financial risk and market risk. Market risk is the focus of this paper. It is a potential that the value of an investment will decrease due to moving into market factors. For example, the 代写德国风险管理毕业论文unexpected changes in market prices results in uncertainty of future earnings. In order to minimize market risk, risk management is necessary (Alexander, 2002).

Table contents

1 Background 3
1.1 The need for Risk management 3
1.2 The application of VaR in the market risk management………………………… 5
1.3 The advantages of VaR 6
1.4 The outline of the report 7
2 The method to calculate VaR in RiskMetrics 8
2.1 The history and development of VaR 8
2.2 The main VaR models 9
2.3 The RiskMetrics model 10
2.4 RM1996 and RM2006 13
3 The comparison of CVaR, ES and VaR 16
Conclusion and Perspectives 17
Reference 19

Reference

Alexander C, (2002). The handbook of risk management and analysis, The handbook of risk management and analysis.

David P and Kevin D, (2006). After VaR: the theory, estimation, and insurance applications of quantile-based risk measures, CRIS Discussion Paper Series.

Glyn A, (2002). History of Value-at-Risk: theory and practice, California: Academic Press.

Hari P, Dinesh K, and Julius A, (2004). Value-at-risk systems and their application in integrated risk management, Journal of Academy of Business and Economics.

Hull J, (2007). Risk Management and Financial Institution, Upper Saddle River: PEARSON Prentice Hall.

Jorion P, (2006). Value at Risk, New York: McGraw-Hill.

Longerstaey J, (1996). RiskMetrics Technical Document. New York: Martin Spencer.

Schmidt A, (2005). Quantitative https://www.51lunwen.org/riskmanagement/ Finance for Physicists, San Diego: Elsevier Academic Press, pp: 121.

Stulz R, (2002). Risk Management & Derivatives, Mason: South-Western, a division of Thomson Learning.

Szil´ard P and Kondor I, (2008). Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets, Budapest.

Thomas J and Neil D, (1996). Risk measurement: an introduction to value at risk, University of Illinois at Urbana-Champaign.

代写需求
论文题目：Value-at-Risk based Management of Market Risk using Risk Metrics
论文语种：英文
您的研究方向：金融风险管理
是否有数据处理要求：否
您的国家：德国
您的学校背景：德国一般大学
要求字数：5000
论文用途：硕士毕业论文 Master Degree
是否需要盲审（博士或硕士生有这个需要）：否
补充要求和说明：论文已经完成初稿，需要修改成如下结构：
1. Introduction
2. The need for Riskmanagement (根据 Basel II 标准）
3. Risk Management Methods
3.1 VaR(Value at risk)
3.2 其他 riskmanagement 方法
4. RiskMetrics
4.1 如何使用RiskMetrics计算VaR
4.2 比较 “RiskMetrics technical document 1996”和 “RiskMetrics technical document 2006” 在计算VaR上的不同之处
4.3 探讨RiskMetrics在计算VaR上的优点和劣势
5. 结论