Abstract
The theoretical foundations for assessing the risk / profitability of the variational series of a financial instrument based on the VaR-model are considered. The paper considers some mathematical models for assessing financial risk at a given level of probability, which allows to provide support for making management decisions about financial risk management. A hypothesis was put forward and proved that using the developed VaR-model it is possible to estimate the minimum price levels of a financial asset on the next monthly timeframe at a given risk level and to obtain a forecast of the closing price of a SiM1 futures contract. The novelty of the conducted research lies in the fact that an approach based on the VaR-model is proposed, which allows to provide support for making management decisions in order to open long and short positions with a futures contract SiМ1 on the derivatives exchange market for speculative purposes.
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