VaR |
|
|
| |
平安银行 | −7.1761747 | −6.0362999 | −2.8199549 | 39.296074 |
中信银行 | −6.3763524 | −5.739681 | −2.5831642 | 40.511629 |
兴业银行 | −6.0920846 | −6.1960586 | −3.1579076 | 51.83624 |
招商银行 | −6.2319063 | −6.4737456 | −3.2854781 | 52.720275 |
南京银行 | −5.7928163 | −6.2726469 | −3.0542297 | 52.724435 |
浦发银行 | −5.2718432 | −6.3646025 | −2.8024639 | 53.202383 |
光大银行 | −5.8023095 | −5.7096854 | −3.2218248 | 55.526593 |
北京银行 | −5.2478688 | −5.8895538 | −3.0164714 | 57.479932 |
交通银行 | −4.5520941 | −5.486889 | −2.7466021 | 60.33711 |
民生银行 | −4.4302066 | −5.722572 | −2.7253509 | 61.517469 |
华夏银行 | −5.2353907 | −5.8287616 | −3.2277213 | 61.651966 |
建设银行 | −5.8528679 | −5.9658342 | −3.7426749 | 63.946 |
中国银行 | −4.7191852 | −6.014395 | −3.5275868 | 74.749912 |
工商银行 | −4.8158154 | −5.8671736 | −3.6040909 | 74.838642 |
农业银行 | −4.0357787 | −6.3396525 | −3.8346275 | 95.015803 |