Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-10-14 160418 16农发18 1 0.95 China Inter-Bank Market 0.0128 0.0232
2025-10-14 160418 16农发18 1 0.95 Commercial Bank Counter Market 0.0128 0.0232
2025-10-14 160418 16农发18 1 0.99 Commercial Bank Counter Market 0.0333 0.0372
2025-10-14 160418 16农发18 1 0.99 China Inter-Bank Market 0.0333 0.0372
2025-10-14 160418 16农发18 5 0.95 China Inter-Bank Market 0.0152 0.0379
2025-10-14 160418 16农发18 5 0.95 Commercial Bank Counter Market 0.0152 0.0379
2025-10-14 160418 16农发18 5 0.99 China Inter-Bank Market 0.0589 0.0661
2025-10-14 160418 16农发18 5 0.99 Commercial Bank Counter Market 0.0589 0.0661
2025-10-14 160418 16农发18 10 0.95 China Inter-Bank Market 0.0062 0.0372
2025-10-14 160418 16农发18 10 0.95 Commercial Bank Counter Market 0.0062 0.0372
2025-10-14 160418 16农发18 10 0.99 Commercial Bank Counter Market 0.0646 0.0727
2025-10-14 160418 16农发18 10 0.99 China Inter-Bank Market 0.0646 0.0727




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