The Application Of VaR Model In The Market Risk Management Of Structured Wealth Management Products

Residents in our country in recent years,unprecedented strong investment deman d,bank finance gradually become commercial Banks implement the transformation an d upgrading of the new trend of development.Structural varieties is the collocation of fixed income and derivatives,most financial capital to risk-free assets;At the same ti me,using the risk-free return investment derivatives,its leveraged and win high yield into reality.But,in addition to the ordinary audience,some Banks’ risk control depart ment also structured financial products as high yield,low risk deposit facility.As it is,the risk management for Banks in structured finance revealed a number of drawbacks.Investors the risk of failing to focus on the product,and the lack of corresponding la ws and regulations in our country.Crash in from 2015 to 2016,however,let many var ieties of structured investment benefit is zero or even negative,structured finance hav e fallen sharply,the number of sale that in bank financial markets now account for les s than ten percent.At present,China’s Banks gradually realize structured financial pro ducts have the high risk,regulation,gradually began to pay much attention to this kin d of product development still exist many problems,but under such situation,the risk management research of institutional financial product has certain necessity.This article from the present situation of structured financial products constitute a principle,classification and the market risk management,etc.,for a variety of struct ural finance market risk management to be further discussed.Based on monte carlo si mulation model of the risk value of risk assessment methods,with bank of communic ations launched "price of bullish across" "two-way shark fin" comparative analysis of the two products as a case for its products deeply on the risk assessment,trying to find out the source of risk.For investors,commercial Banks and regulators of risk manage ment improvement recommendations.Can the bank structured financial varieties of m arket risk management and investors of market risk analysis as a reference.