Risk analysis and Empirical Study of CITIC Securities Based on VAR Method

Abstract

The subprime crisis has brought unprecedentedly unknown disaster to the global economy, in order to adjust the economic structure of the securities market to solve a series of problems, our country began to expand the scale of the securities company. There is an important relationship between securities risk and financial risk management, especially the risk identification and management. Therefore, a comprehensive study and research facing China's securities market risk, which can not only improve China's securities companies existing market risk, but also can carry out effective management.