Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2022-12-09 166210 PR浦交01 1 0.95 Shanghai Stock Exchange -0.0017 0.0098
2022-12-09 166210 PR浦交01 1 0.99 Shanghai Stock Exchange 0.0229 0.0265
2022-12-09 166210 PR浦交01 5 0.95 Shanghai Stock Exchange -0.0333 -0.0086
2022-12-09 166210 PR浦交01 5 0.99 Shanghai Stock Exchange 0.0195 0.0272
2022-12-09 166210 PR浦交01 10 0.95 Shanghai Stock Exchange -0.0789 -0.0451
2022-12-09 166210 PR浦交01 10 0.99 Shanghai Stock Exchange -0.0072 0.0032




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