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  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-09-30 1980108 19郯国资债 1 0.95 Commercial Bank Counter Market 0.0026 0.0072
2025-09-30 1980108 19郯国资债 1 0.95 China Inter-Bank Market 0.0026 0.0072
2025-09-30 1980108 19郯国资债 1 0.95 Shanghai Stock Exchange 0.0026 0.0072
2025-09-30 1980108 19郯国资债 1 0.99 Shanghai Stock Exchange 0.0089 0.0228
2025-09-30 1980108 19郯国资债 1 0.99 China Inter-Bank Market 0.0089 0.0228
2025-09-30 1980108 19郯国资债 1 0.99 Commercial Bank Counter Market 0.0089 0.0228
2025-09-30 1980108 19郯国资债 5 0.95 Shanghai Stock Exchange 0.0014 0.0115
2025-09-30 1980108 19郯国资债 5 0.95 Commercial Bank Counter Market 0.0014 0.0115
2025-09-30 1980108 19郯国资债 5 0.95 China Inter-Bank Market 0.0014 0.0115
2025-09-30 1980108 19郯国资债 5 0.99 Shanghai Stock Exchange 0.0153 0.0455
2025-09-30 1980108 19郯国资债 5 0.99 Commercial Bank Counter Market 0.0153 0.0455
2025-09-30 1980108 19郯国资债 5 0.99 China Inter-Bank Market 0.0153 0.0455
2025-09-30 1980108 19郯国资债 10 0.95 Shanghai Stock Exchange -0.0030 0.0111
2025-09-30 1980108 19郯国资债 10 0.95 China Inter-Bank Market -0.0030 0.0111
2025-09-30 1980108 19郯国资债 10 0.95 Commercial Bank Counter Market -0.0030 0.0111
2025-09-30 1980108 19郯国资债 10 0.99 Shanghai Stock Exchange 0.0163 0.0579
2025-09-30 1980108 19郯国资债 10 0.99 China Inter-Bank Market 0.0163 0.0579
2025-09-30 1980108 19郯国资债 10 0.99 Commercial Bank Counter Market 0.0163 0.0579




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