Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2022-06-28 1282337 12浦发MTN1 1 0.95 China Inter-Bank Market -0.0033 0.00020
2022-06-28 1282337 12浦发MTN1 1 0.99 China Inter-Bank Market 0.0036 0.0068
2022-06-28 1282337 12浦发MTN1 5 0.95 China Inter-Bank Market -0.0147 -0.0082
2022-06-28 1282337 12浦发MTN1 5 0.99 China Inter-Bank Market 0.00020 0.0059
2022-06-28 1282337 12浦发MTN1 10 0.95 China Inter-Bank Market -0.0344 -0.0252
2022-06-28 1282337 12浦发MTN1 10 0.99 China Inter-Bank Market -0.0118 -0.0072




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