Utilising a Value at Risk Methodology - Essay Example

This brief analysis covers different share listings, investors and their listing s and de-listings. The second chapter offers a detailed review of the literature discussing the history, different methodologies and advantages of the Value at Risk methodologies used. The third chapter, the methodology chapter, puts the VaR methodologies in the present context and elaborates different equations used to analyze market data. The fourth chapter offers the analysis of the portfolio risk of the Chinese stock market using the VaR methodology (GARCH model).

The fifth chapter concentrates on the conclusions derived from the analysis of the study.This is to certify that this dissertation is the result of an original investigation. The material has not been used in the submission for any other qualification. Full acknowledgment has been given to all sources used.I wish to profoundly thank my parents for giving me substantial financial support for studying in the UK which I had yearned for so long to come and gain insight. I would also offer my gratitude and thanks to my supervisor Tony Hall and course leader Jason Law whose insight and experience showed me the right path and guidance to complete this project.

My acknowledgment would not be complete if I miss thanking other tutors and classmates who were the source of learning and enjoyment throughout my stay at the university.With China’s rapid transition to a modern economy, all of its business sectors and industries are undergoing dynamic changes. A substantial amount of working capital is required by business firms, and economic development in China demands the rapid advancement of capital markets. In retrospect, the first stock in China, Shen BaoAn, was issued in 1983.

By then China had no securities exchange, and stock trading activities were operated virtually underground.