Resource Type Import And Export Enterprise Risk Value Management Research

Accompany with the development of the global economics, the requirement of the resource product has been fluctated wildly.This kind of product has been controlled under the national law, every country is trying to protect it by policy.In another hand, after the global economic crisis in2008.the economy has been felled down all the time, also the product prices. All the profit of the companies went down, the risk is raising day after day, under this background, how to predict the risk of the market becoming more and more important.WengFu Gulf Resource Guangxi limited company mainly import and export resource products, such as coal,Metals, Chemical, fertilizer and rubber. The market includes Europe and Southeast Asia, and dealing in goods or future. After the global crisis, this company has faced lots of risk related with prices, the traditional way to predict the price crisis does not work anymore, it leads to big loss in especially coal trade. For solving this problem, the managing group decide to do some effort on price risk management.This dissertation is mainly use POT model based on extreme theory to evaluate the value at risk. The classic Asian cola index BJ index has been chosen for this research.Also using the GARCH model to evaluate the volatility of the price, and reach the feature of the volatility by quantification.By the analysis of the extrem theory based value at risk and volatility of the price, we reach the more accurate evaluation to the price risk, it could be used as reference for the trade, not only for coal.this is also could be used in other products like rubber in the future. To promote the whole company operating the ability of the risk.