摘要：Market risk is one of the most important risks that financial institutions are faced with. The value-at-risk (VAR) method for risk measurement and risk management has been developed in the last decade. In this article the author outlines basic elements and hypotheses of risk value concept and the example of calculation for simple and more complex portfolio. Finally, he gives comprehensions about market risk and problems of introduction the risk value methodology in doing business of Croatian financial institutions.
