Value – at - Risk metoda za upravljanje tržišnim rizicima
Value - at - Risk Method for Managing Market Risk

Summary/Abstract: In this paper we observed movement of exchange rate for a period of two years, discussing various aspects of evaluation parameters, values at risk and process most commonly used valuation models the value at risk (VaR). Value at Risk (VaR) method is a statistical method that assesses the future risk of a financial instrument or the total portfolio and strives to express overall risk of financial institution with one number. The aim of this paper is to determine the value at risk using the standard VaR model, according to which financial institutions should take the necessary steps to protect the commercial portfolio and determine the appropriate amount of capital at risk.

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