ChinaBond VaR
| Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
|---|---|---|---|---|---|---|---|
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.95 | Commercial Bank Counter Market | 0.0101 | 0.0199 |
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.95 | China Inter-Bank Market | 0.0101 | 0.0199 |
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.95 | Shanghai Stock Exchange | 0.0101 | 0.0199 |
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.99 | Shanghai Stock Exchange | 0.0299 | 0.0420 |
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.99 | Commercial Bank Counter Market | 0.0299 | 0.0420 |
| 2025-09-12 | 2080011 | 20豫辉债 | 1 | 0.99 | China Inter-Bank Market | 0.0299 | 0.0420 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.95 | Shanghai Stock Exchange | 0.0157 | 0.0373 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.95 | Commercial Bank Counter Market | 0.0157 | 0.0373 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.95 | China Inter-Bank Market | 0.0157 | 0.0373 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.99 | China Inter-Bank Market | 0.0594 | 0.0860 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.99 | Commercial Bank Counter Market | 0.0594 | 0.0860 |
| 2025-09-12 | 2080011 | 20豫辉债 | 5 | 0.99 | Shanghai Stock Exchange | 0.0594 | 0.0860 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.95 | Shanghai Stock Exchange | 0.0147 | 0.0447 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.95 | China Inter-Bank Market | 0.0147 | 0.0447 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.95 | Commercial Bank Counter Market | 0.0147 | 0.0447 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.99 | China Inter-Bank Market | 0.0754 | 0.1123 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.99 | Shanghai Stock Exchange | 0.0754 | 0.1123 |
| 2025-09-12 | 2080011 | 20豫辉债 | 10 | 0.99 | Commercial Bank Counter Market | 0.0754 | 0.1123 |
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