Özet:

With the global economic integration and the expansion of the market economy, the expected profits or losses from investments are seriously increasing. The need for risk management that is hosted by savings tools, which make up a significant portion of investments, has become more evident in the 1990s. For this purpose, the Risk Exposure Value (RMD) method is a method developed to measure the most damage that may arise from a financial investment. The method has also been included as a risk measure in the determination of standards in terms of international regulations in order to enhance financial stability. Although the RMD method used to reduce market risks has a variety of advantages, there are also serious criticisms that focus on the weaknesses of the technology. The study discussed Monte Carlo Simulation, Varyans-Kovaryans and Historical Simulation Methods as three basic approaches for RMD calculations. In order to support the framework included in the theoretical section, in the last section, the Turkish Telecommunications A.S. is listed in the BIST 100 Index using the Historical Simulation Method. The Ford Autosan (FROTO) A.Ş.The shares of the shares, the amount of RMD for a default portfolio created from the euro and gold are calculated. The conclusion has been that the RMD method is not only limited to providing a controlling average but can also be used as a tool to increase efficiency and support value creation in.

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