ChinaBond VaR
| Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
|---|---|---|---|---|---|---|---|
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.95 | Commercial Bank Counter Market | 0.0012 | 0.0018 |
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.95 | China Inter-Bank Market | 0.0012 | 0.0018 |
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.95 | Shanghai Stock Exchange | 0.0012 | 0.0018 |
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.99 | China Inter-Bank Market | 0.0023 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.99 | Commercial Bank Counter Market | 0.0023 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 1 | 0.99 | Shanghai Stock Exchange | 0.0023 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.95 | China Inter-Bank Market | -0.0006 | 0.0007 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.95 | Commercial Bank Counter Market | -0.0006 | 0.0007 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.95 | Shanghai Stock Exchange | -0.0006 | 0.0007 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.99 | China Inter-Bank Market | 0.0018 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.99 | Shanghai Stock Exchange | 0.0018 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 5 | 0.99 | Commercial Bank Counter Market | 0.0018 | 0.0028 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.95 | China Inter-Bank Market | -0.0044 | -0.0026 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.95 | Commercial Bank Counter Market | -0.0044 | -0.0026 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.95 | Shanghai Stock Exchange | -0.0044 | -0.0026 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.99 | Shanghai Stock Exchange | -0.0010 | 0.0003 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.99 | Commercial Bank Counter Market | -0.0010 | 0.0003 |
| 2026-03-02 | 1980288 | 19西峡债 | 10 | 0.99 | China Inter-Bank Market | -0.0010 | 0.0003 |