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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-08-25 157718 19天津24 1 0.95 China Inter-Bank Market 0.0184 0.0322
2025-08-25 157718 19天津24 1 0.95 Shenzhen Stock Exchange 0.0184 0.0322
2025-08-25 157718 19天津24 1 0.95 Shanghai Stock Exchange 0.0184 0.0322
2025-08-25 157718 19天津24 1 0.95 Commercial Bank Counter Market 0.0184 0.0322
2025-08-25 157718 19天津24 1 0.99 China Inter-Bank Market 0.0397 0.0477
2025-08-25 157718 19天津24 1 0.99 Shenzhen Stock Exchange 0.0397 0.0477
2025-08-25 157718 19天津24 1 0.99 Shanghai Stock Exchange 0.0397 0.0477
2025-08-25 157718 19天津24 1 0.99 Commercial Bank Counter Market 0.0397 0.0477
2025-08-25 157718 19天津24 5 0.95 Shenzhen Stock Exchange 0.0275 0.0587
2025-08-25 157718 19天津24 5 0.95 China Inter-Bank Market 0.0275 0.0587
2025-08-25 157718 19天津24 5 0.95 Shanghai Stock Exchange 0.0275 0.0587
2025-08-25 157718 19天津24 5 0.95 Commercial Bank Counter Market 0.0275 0.0587
2025-08-25 157718 19天津24 5 0.99 Shanghai Stock Exchange 0.0752 0.0919
2025-08-25 157718 19天津24 5 0.99 Commercial Bank Counter Market 0.0752 0.0919
2025-08-25 157718 19天津24 5 0.99 Shenzhen Stock Exchange 0.0752 0.0919
2025-08-25 157718 19天津24 5 0.99 China Inter-Bank Market 0.0752 0.0919
2025-08-25 157718 19天津24 10 0.95 Shenzhen Stock Exchange 0.0239 0.0683
2025-08-25 157718 19天津24 10 0.95 Shanghai Stock Exchange 0.0239 0.0683
2025-08-25 157718 19天津24 10 0.95 Commercial Bank Counter Market 0.0239 0.0683
2025-08-25 157718 19天津24 10 0.95 China Inter-Bank Market 0.0239 0.0683
2025-08-25 157718 19天津24 10 0.99 China Inter-Bank Market 0.0990 0.1208
2025-08-25 157718 19天津24 10 0.99 Commercial Bank Counter Market 0.0990 0.1208
2025-08-25 157718 19天津24 10 0.99 Shanghai Stock Exchange 0.0990 0.1208
2025-08-25 157718 19天津24 10 0.99 Shenzhen Stock Exchange 0.0990 0.1208




Legislation
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Instructions
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