ChinaBond VaR
| Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
|---|---|---|---|---|---|---|---|
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.95 | Commercial Bank Counter Market | 0.0104 | 0.0215 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.95 | Shanghai Stock Exchange | 0.0104 | 0.0215 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.95 | China Inter-Bank Market | 0.0104 | 0.0215 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.99 | Commercial Bank Counter Market | 0.0313 | 0.0363 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.99 | Shanghai Stock Exchange | 0.0313 | 0.0363 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 1 | 0.99 | China Inter-Bank Market | 0.0313 | 0.0363 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.95 | Commercial Bank Counter Market | 0.0015 | 0.0263 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.95 | China Inter-Bank Market | 0.0015 | 0.0263 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.95 | Shanghai Stock Exchange | 0.0015 | 0.0263 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.99 | China Inter-Bank Market | 0.0483 | 0.0593 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.99 | Commercial Bank Counter Market | 0.0483 | 0.0593 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 5 | 0.99 | Shanghai Stock Exchange | 0.0483 | 0.0593 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.95 | China Inter-Bank Market | -0.0151 | 0.0199 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.95 | Shanghai Stock Exchange | -0.0151 | 0.0199 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.95 | Commercial Bank Counter Market | -0.0151 | 0.0199 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.99 | Shanghai Stock Exchange | 0.0510 | 0.0665 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.99 | China Inter-Bank Market | 0.0510 | 0.0665 |
| 2024-09-20 | 1780311 | 17遵义旅投债01 | 10 | 0.99 | Commercial Bank Counter Market | 0.0510 | 0.0665 |
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