VaR |
|
|
| |
光大银行 | −5.2353907 | −8.5255805 | −4.8391688 | 101.31257 |
浦发银行 | −7.1761747 | −6.187288 | −2.4881464 | 52.091697 |
民生银行 | −6.0920846 | −6.6422886 | −3.3588342 | 70.320369 |
北京银行 | −5.8023095 | −6.9549581 | −3.5244904 | 73.788537 |
招商银行 | −6.2319063 | −7.8360077 | −3.592182 | 75.205725 |
兴业银行 | −5.2718432 | −8.2641224 | −3.7815326 | 79.16996 |
农业银行 | −5.2478688 | −6.186945 | −3.7900727 | 79.348755 |
南京银行 | −5.7928163 | −8.8809217 | −3.9154097 | 81.972802 |
工商银行 | −4.4302066 | −6.6853721 | −4.1551992 | 86.993024 |
华夏银行 | −6.3763524 | −7.6395909 | −4.1681172 | 87.263474 |
中国银行 | −4.7191852 | −7.0546526 | −4.3340679 | 90.737809 |
建设银行 | −5.8528679 | −7.1648149 | −4.4322386 | 92.793104 |
平安银行 | −4.0357787 | −9.5384712 | −4.4957892 | 94.123596 |
交通银行 | −4.5520941 | −7.7786059 | −4.5118174 | 94.459162 |
中信银行 | −4.8158154 | −9.1106612 | −4.6850012 | 98.084928 |