Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2022-01-27 1282337 12浦发MTN1 1 0.95 China Inter-Bank Market 0.0052 0.0151
2022-01-27 1282337 12浦发MTN1 1 0.99 China Inter-Bank Market 0.0326 0.0437
2022-01-27 1282337 12浦发MTN1 5 0.95 China Inter-Bank Market 0.0026 0.0247
2022-01-27 1282337 12浦发MTN1 5 0.99 China Inter-Bank Market 0.0614 0.0896
2022-01-27 1282337 12浦发MTN1 10 0.95 China Inter-Bank Market -0.0141 0.0211
2022-01-27 1282337 12浦发MTN1 10 0.99 China Inter-Bank Market 0.07 0.1202




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