EVALUAREA RISCULUI DE PIAŢĂ PENTRU PORTOFOLIUL DE ACTIVE FINANCIARE LA SIF BANAT-CRIŞANA
THE MARKET RISK EVALUATION FOR THE FINANCIAL ASSETS PORTFOLIO OF SIF BANAT – CRIŞANA

Summary/Abstract: Risk management is the process through which organizations methodically approach the risks associated with their activities, with the purpose to reach both the objectives and the benefits for each activity, and the benefits and aims of the portfolio of activities. Within risk management process at financial investment companies an essential step is estimating the market risk. VaR – Value at Risk is the most important indicator for estimating this type of risk, for the financial assets portfolio of SIF Banat – Crisana. Some specific aspects, regarding the calculus algorithms and the implementation of variance-covariance matrix at the level of SIF Banat – Crisana’s portfolio are presented in this paper

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