The empirical study on index of Shanghai security market shows it's reasonable and necessary to incorporate event risk to VaR models.

通过对上海指数的实证研究表明，资产的事件风险是不可忽略的，考虑事件风险的在险价值更加合理。

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Mr Sargent's structural models could guide assumptions in Mr Sims's VAR equations.

撒金特先生的模型结构可以指导西马斯先生VAR等式中的假设。

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And then this thesis summarized the parameter estimation methods of the quantile regression models including Bayesian analysis, and introduced the calculation and evaluation methods of VaR in detail.

然后总结了分位回归模型的参数估计方法和贝叶斯理论分析，并详细归纳了风险价值的计算方法、评价方法。

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They do not accept responsibility for their lack of cooperation with regulators, or, administrative decisions related to changes in VAR models and the tweaking of asset valuations.

FORBES: J.P. Morgan Did Not Learn Any Lessons From 2008

Its biggest customers early on were central and commercial banks, which began using RiskMetrics' models to meet VAR-based capital adequacy requirements.

FORBES: Risks