Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2020-10-30 1282337 12浦发MTN1 1 0.95 China Inter-Bank Market 0.0753 0.1598
2020-10-30 1282337 12浦发MTN1 1 0.99 China Inter-Bank Market 0.2893 0.3149
2020-10-30 1282337 12浦发MTN1 5 0.95 China Inter-Bank Market 0.1353 0.3236
2020-10-30 1282337 12浦发MTN1 5 0.99 China Inter-Bank Market 0.6081 0.6689
2020-10-30 1282337 12浦发MTN1 10 0.95 China Inter-Bank Market 0.1549 0.4204
2020-10-30 1282337 12浦发MTN1 10 0.99 China Inter-Bank Market 0.8145 0.907




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