Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-07-01 112414206 24江苏银行CD206 1 0.95 China Inter-Bank Market 0.0063 0.0120
2025-07-01 112414206 24江苏银行CD206 1 0.99 China Inter-Bank Market 0.0175 0.0233
2025-07-01 112414206 24江苏银行CD206 5 0.95 China Inter-Bank Market 0.0008 0.0126
2025-07-01 112414206 24江苏银行CD206 5 0.99 China Inter-Bank Market 0.0223 0.0323
2025-07-01 112414206 24江苏银行CD206 10 0.95 China Inter-Bank Market -0.0142 0.0011
2025-07-01 112414206 24江苏银行CD206 10 0.99 China Inter-Bank Market 0.0225 0.0294




Legislation
Any Institution or Individual who intends to use ChinaBond Pricing Data Products to develop products, or use index data as benchmark, as well as to develop the passive investment products, ETF products and derivatives, shall apply to ChinaBond Pricing Center Co., Ltd. separately in writing.Contact information: 010-88170470/0475/dataservice@chinabond.com.cn 
Instructions
1.For more data please visit ChinaBond Dr.Quant, ChinaBond datagate and authorized data vendors.2.VaR: 021-60813529/hanmh@chinabond.com.cn3.Quality Control: 021-60813562/cbpc_complaints@chinabond.com.cn4.Internet Explorer 11 or Google Chrome is recommended.