Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2024-04-30 101901271 19鲁高速MTN002 1 0.95 China Inter-Bank Market 0.0101 0.0167
2024-04-30 101901271 19鲁高速MTN002 1 0.99 China Inter-Bank Market 0.0233 0.0235
2024-04-30 101901271 19鲁高速MTN002 5 0.95 China Inter-Bank Market 0.0062 0.0200
2024-04-30 101901271 19鲁高速MTN002 5 0.99 China Inter-Bank Market 0.0335 0.0354
2024-04-30 101901271 19鲁高速MTN002 10 0.95 China Inter-Bank Market -0.0087 0.0099
2024-04-30 101901271 19鲁高速MTN002 10 0.99 China Inter-Bank Market 0.0305 0.0316




Legislation
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Instructions
1.For more data please visit ChinaBond Dr.Quant, ChinaBond datagate and authorized data vendors.2.VaR: 021-60813529/hanmh@chinabond.com.cn3.Quality Control: 021-60813562/cbpc_complaints@chinabond.com.cn4.Internet Explorer 11 or Google Chrome is recommended.