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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-05-27 173801 21天津24 1 0.95 Shenzhen Stock Exchange 0.0267 0.0334
2026-05-27 173801 21天津24 1 0.95 China Inter-Bank Market 0.0267 0.0334
2026-05-27 173801 21天津24 1 0.95 Commercial Bank Counter Market 0.0267 0.0334
2026-05-27 173801 21天津24 1 0.95 Shanghai Stock Exchange 0.0267 0.0334
2026-05-27 173801 21天津24 1 0.99 Shenzhen Stock Exchange 0.0396 0.0517
2026-05-27 173801 21天津24 1 0.99 Shanghai Stock Exchange 0.0396 0.0517
2026-05-27 173801 21天津24 1 0.99 China Inter-Bank Market 0.0396 0.0517
2026-05-27 173801 21天津24 1 0.99 Commercial Bank Counter Market 0.0396 0.0517
2026-05-27 173801 21天津24 5 0.95 China Inter-Bank Market 0.0481 0.0629
2026-05-27 173801 21天津24 5 0.95 Shanghai Stock Exchange 0.0481 0.0629
2026-05-27 173801 21天津24 5 0.95 Commercial Bank Counter Market 0.0481 0.0629
2026-05-27 173801 21天津24 5 0.95 Shenzhen Stock Exchange 0.0481 0.0629
2026-05-27 173801 21天津24 5 0.99 Shanghai Stock Exchange 0.0774 0.1032
2026-05-27 173801 21天津24 5 0.99 Shenzhen Stock Exchange 0.0774 0.1032
2026-05-27 173801 21天津24 5 0.99 China Inter-Bank Market 0.0774 0.1032
2026-05-27 173801 21天津24 5 0.99 Commercial Bank Counter Market 0.0774 0.1032
2026-05-27 173801 21天津24 10 0.95 Shenzhen Stock Exchange 0.0551 0.0762
2026-05-27 173801 21天津24 10 0.95 China Inter-Bank Market 0.0551 0.0762
2026-05-27 173801 21天津24 10 0.95 Shanghai Stock Exchange 0.0551 0.0762
2026-05-27 173801 21天津24 10 0.95 Commercial Bank Counter Market 0.0551 0.0762
2026-05-27 173801 21天津24 10 0.99 Shenzhen Stock Exchange 0.0977 0.1321
2026-05-27 173801 21天津24 10 0.99 Commercial Bank Counter Market 0.0977 0.1321
2026-05-27 173801 21天津24 10 0.99 Shanghai Stock Exchange 0.0977 0.1321
2026-05-27 173801 21天津24 10 0.99 China Inter-Bank Market 0.0977 0.1321




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