Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
---|---|---|---|---|---|---|---|
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.95 | Shanghai Stock Exchange | 0.0068 | 0.0146 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.95 | China Inter-Bank Market | 0.0068 | 0.0146 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.95 | Commercial Bank Counter Market | 0.0068 | 0.0146 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.99 | Shanghai Stock Exchange | 0.0227 | 0.0292 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.99 | China Inter-Bank Market | 0.0227 | 0.0292 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 1 | 0.99 | Commercial Bank Counter Market | 0.0227 | 0.0292 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.95 | China Inter-Bank Market | 0.0095 | 0.0268 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.95 | Shanghai Stock Exchange | 0.0095 | 0.0268 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.95 | Commercial Bank Counter Market | 0.0095 | 0.0268 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.99 | China Inter-Bank Market | 0.0440 | 0.0585 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.99 | Commercial Bank Counter Market | 0.0440 | 0.0585 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 5 | 0.99 | Shanghai Stock Exchange | 0.0440 | 0.0585 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.95 | China Inter-Bank Market | 0.0074 | 0.0314 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.95 | Commercial Bank Counter Market | 0.0074 | 0.0314 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.95 | Shanghai Stock Exchange | 0.0074 | 0.0314 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.99 | China Inter-Bank Market | 0.0549 | 0.0748 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.99 | Shanghai Stock Exchange | 0.0549 | 0.0748 |
2024-06-17 | 1680143 | 16贵阳停车场债01 | 10 | 0.99 | Commercial Bank Counter Market | 0.0549 | 0.0748 |