Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2021-01-25 1282337 12浦发MTN1 1 0.95 China Inter-Bank Market 0.0816 0.1538
2021-01-25 1282337 12浦发MTN1 1 0.99 China Inter-Bank Market 0.2536 0.2987
2021-01-25 1282337 12浦发MTN1 5 0.95 China Inter-Bank Market 0.1512 0.313
2021-01-25 1282337 12浦发MTN1 5 0.99 China Inter-Bank Market 0.5346 0.6346
2021-01-25 1282337 12浦发MTN1 10 0.95 China Inter-Bank Market 0.1789 0.4093
2021-01-25 1282337 12浦发MTN1 10 0.99 China Inter-Bank Market 0.7203 0.8608




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