Research on Quantitative Analysis Model of Financial Risk Value

DOI

10.2991/aebmr.k.220603.003How to use a DOI?

Keywords

Quantitative analysis; model; financial risk; value-at-risk

Abstract

With the continuous improvement of theoretical and practical research on financial development, especially under the condition of further innovation of China’s multi-level capital market system, there are more and more uncertain factors causing financial risk. It is very necessary to strengthen the research on the value of financial risk. This paper studies the quantitative model of financial value at risk from the perspective of factor pricing model and GARCH model. The research results can predict and prevent various risks in the process of financial development. The research results can also reduce the scope and degree of losses, and provide a more accurate reference basis for the construction and empirical analysis of the financial risk value quantitative model.

Copyright

© 2022 The Authors. Published by Atlantis Press International B.V.

Open Access

This is an open access article distributed under the CC BY-NC 4.0 license.

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TY  - CONF
AU  - Zhaowei Chen
PY  - 2022
DA  - 2022/07/01
TI  - Research on Quantitative Analysis Model of Financial Risk Value
BT  - Proceedings of the 2022 2nd International Conference on Enterprise Management and Economic Development (ICEMED 2022)
PB  - Atlantis Press
SP  - 10
EP  - 14
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.220603.003
DO  - 10.2991/aebmr.k.220603.003
ID  - Chen2022
ER  -