Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-07-18 102382042 23青岛北发MTN003 1 0.95 China Inter-Bank Market -0.0013 0.0038
2025-07-18 102382042 23青岛北发MTN003 1 0.99 China Inter-Bank Market 0.0077 0.0187
2025-07-18 102382042 23青岛北发MTN003 5 0.95 China Inter-Bank Market -0.0162 -0.0071
2025-07-18 102382042 23青岛北发MTN003 5 0.99 China Inter-Bank Market -0.0004 0.0200
2025-07-18 102382042 23青岛北发MTN003 10 0.95 China Inter-Bank Market -0.0374 -0.0269
2025-07-18 102382042 23青岛北发MTN003 10 0.99 China Inter-Bank Market -0.0223 -0.0009




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