Date | Bond Code | Bond Name | Holding Period | Confidence level | Market | VaR | CVaR |
---|---|---|---|---|---|---|---|
2024-10-29 | 240401.IB | 24农发01 | 1 | 0.95 | 银行间债券市场 | 0.0089 | 0.0157 |
2024-10-29 | 240401.IB | 24农发01 | 1 | 0.95 | 柜台 | 0.0089 | 0.0157 |
2024-10-29 | 240401.IB | 24农发01 | 1 | 0.99 | 银行间债券市场 | 0.0213 | 0.0358 |
2024-10-29 | 240401.IB | 24农发01 | 1 | 0.99 | 柜台 | 0.0213 | 0.0358 |
2024-10-29 | 240401.IB | 24农发01 | 5 | 0.95 | 银行间债券市场 | 0.0052 | 0.0193 |
2024-10-29 | 240401.IB | 24农发01 | 5 | 0.95 | 柜台 | 0.0052 | 0.0193 |
2024-10-29 | 240401.IB | 24农发01 | 5 | 0.99 | 柜台 | 0.0301 | 0.0635 |
2024-10-29 | 240401.IB | 24农发01 | 5 | 0.99 | 银行间债券市场 | 0.0301 | 0.0635 |
2024-10-29 | 240401.IB | 24农发01 | 10 | 0.95 | 银行间债券市场 | -0.0093 | 0.0091 |
2024-10-29 | 240401.IB | 24农发01 | 10 | 0.95 | 柜台 | -0.0093 | 0.0091 |
2024-10-29 | 240401.IB | 24农发01 | 10 | 0.99 | 银行间债券市场 | 0.0207 | 0.0702 |
2024-10-29 | 240401.IB | 24农发01 | 10 | 0.99 | 柜台 | 0.0207 | 0.0702 |