除了无效的假设外，另一个限制是VaR的应用过于简单。 VaR仅说明发生

In addition to the invalid assumption Another limitation is the application of VaR too simple. VaR instructions only (100-X)% when the minimum loss occur in extreme cases. It did not provide any further information about the extreme cases, such as the average losses and loss distribution. In other words, with the same portfolio VaR may not contain the same level of risk.

In addition to the invalid assumption, another limitation is that The application of VaR is too simple. VaR only indicates the minimum amount of loss in the event of (100-X)% extreme. It did not provide any further information on extreme situations, such as average losses and loss allocations. In other words, portfolios with the same VaR may not contain the same level of risk.

In addition to the invalid hypothesis, another limitation is that the application of VaR is too simple. Var only indicates the minimum amount of loss in case of (100-x)% extreme situation. It did not provide any further information on extreme situations, such as average losses and loss allocation. In other words, a portfolio with the same var may not contain the same level of risk.<br>