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Study on Identification and Evaluation of Financial Risks of the Listed Company Based on VAR
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This paper describe briefly the current situation about identification of financial risks of the listed companies at first， generally analyze some factors which affect the financial risks of the listed companies， then lead VaR in it， the logistic model is constructed with VaR。 We used the model based on VaR to analyze some data of the listed conpanies， the sample data we used are selected from the announcement of the listed companies。 At last we compared the traditional model and the logistic model based on VaR， the results show clearly that the logistic model based on VaR can identify and warn the financial risks of the listed company better than these of the traditional model。
Financial risksVaRIdentify
YUE Yiding、TAN Jie
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School of Business, Central South University, Changsha Hunan, P.R.China, 410083
The International Conference on Management of Technology（2008太原技术管理国际研讨会）论文集
Taiyuan(CN)
The International Conference on Management of Technology（2008太原技术管理国际研讨会）
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