Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
---|---|---|---|---|---|---|---|
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.95 | Shanghai Stock Exchange | 0.0028 | 0.0071 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.95 | Shenzhen Stock Exchange | 0.0028 | 0.0071 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.95 | Commercial Bank Counter Market | 0.0028 | 0.0071 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.95 | China Inter-Bank Market | 0.0028 | 0.0071 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.99 | Shanghai Stock Exchange | 0.0090 | 0.0202 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.99 | China Inter-Bank Market | 0.0090 | 0.0202 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.99 | Shenzhen Stock Exchange | 0.0090 | 0.0202 |
2025-06-18 | 1542018 | 15天津债18 | 1 | 0.99 | Commercial Bank Counter Market | 0.0090 | 0.0202 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.95 | Commercial Bank Counter Market | -0.0054 | 0.0040 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.95 | Shenzhen Stock Exchange | -0.0054 | 0.0040 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.95 | Shanghai Stock Exchange | -0.0054 | 0.0040 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.95 | China Inter-Bank Market | -0.0054 | 0.0040 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.99 | Shanghai Stock Exchange | 0.0073 | 0.0307 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.99 | China Inter-Bank Market | 0.0073 | 0.0307 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.99 | Commercial Bank Counter Market | 0.0073 | 0.0307 |
2025-06-18 | 1542018 | 15天津债18 | 5 | 0.99 | Shenzhen Stock Exchange | 0.0073 | 0.0307 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.95 | Shenzhen Stock Exchange | -0.0190 | -0.0068 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.95 | Commercial Bank Counter Market | -0.0190 | -0.0068 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.95 | China Inter-Bank Market | -0.0190 | -0.0068 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.95 | Shanghai Stock Exchange | -0.0190 | -0.0068 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.99 | Commercial Bank Counter Market | -0.0042 | 0.0259 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.99 | China Inter-Bank Market | -0.0042 | 0.0259 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.99 | Shenzhen Stock Exchange | -0.0042 | 0.0259 |
2025-06-18 | 1542018 | 15天津债18 | 10 | 0.99 | Shanghai Stock Exchange | -0.0042 | 0.0259 |