Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-01-27 112519055 25恒丰银行CD055 1 0.95 China Inter-Bank Market 0.0002 0.0022
2026-01-27 112519055 25恒丰银行CD055 1 0.99 China Inter-Bank Market 0.0042 0.0064
2026-01-27 112519055 25恒丰银行CD055 5 0.95 China Inter-Bank Market -0.0122 -0.0084
2026-01-27 112519055 25恒丰银行CD055 5 0.99 China Inter-Bank Market -0.0046 -0.0008
2026-01-27 112519055 25恒丰银行CD055 10 0.95 China Inter-Bank Market -0.0315 -0.0260
2026-01-27 112519055 25恒丰银行CD055 10 0.99 China Inter-Bank Market -0.0181 -0.0137




Legislation
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Instructions
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