ChinaBond VaR
| Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
|---|---|---|---|---|---|---|---|
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.95 | China Inter-Bank Market | -0.0020 | 0.0013 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.95 | Shenzhen Stock Exchange | -0.0020 | 0.0013 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.95 | Shanghai Stock Exchange | -0.0020 | 0.0013 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.99 | China Inter-Bank Market | 0.0046 | 0.0073 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.99 | Shenzhen Stock Exchange | 0.0046 | 0.0073 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 1 | 0.99 | Shanghai Stock Exchange | 0.0046 | 0.0073 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.95 | Shanghai Stock Exchange | -0.0182 | -0.0113 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.95 | Shenzhen Stock Exchange | -0.0182 | -0.0113 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.95 | China Inter-Bank Market | -0.0182 | -0.0113 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.99 | Shanghai Stock Exchange | -0.0048 | 0.0012 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.99 | China Inter-Bank Market | -0.0048 | 0.0012 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 5 | 0.99 | Shenzhen Stock Exchange | -0.0048 | 0.0012 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.95 | Shenzhen Stock Exchange | -0.0412 | -0.0352 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.95 | China Inter-Bank Market | -0.0412 | -0.0352 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.95 | Shanghai Stock Exchange | -0.0412 | -0.0352 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.99 | Shenzhen Stock Exchange | -0.0302 | -0.0251 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.99 | China Inter-Bank Market | -0.0302 | -0.0251 |
| 2024-04-24 | 1705090 | 17黑龙江债03 | 10 | 0.99 | Shanghai Stock Exchange | -0.0302 | -0.0251 |
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