风险因素 | 变化率% | 变化赋值 | 风险值 | 敏感度 |
r1 | 10 | 0.7260 | 0.6217 | 0.0017 |
−10 | 0.5940 | 0.6197 | −0.0004 | |
r2 | 10 | 0.7810 | 0.6218 | 0.0018 |
−10 | 0.6390 | 0.6181 | −0.0021 | |
r3 | 10 | 0.7370 | 0.6212 | 0.0011 |
−10 | 0.6030 | 0.6199 | −0.0002 | |
r4 | 10 | 0.5610 | 0.6217 | 0.0017 |
−10 | 0.4590 | 0.6181 | −0.0021 | |
r5 | 10 | 0.5500 | 0.6213 | 0.0013 |
−10 | 0.4500 | 0.6197 | −0.0004 | |
r6 | 10 | 0.8910 | 0.6227 | 0.0027 |
−10 | 0.7290 | 0.6191 | −0.0010 | |
r7 | 10 | 0.9020 | 0.6231 | 0.0031 |
−10 | 0.7380 | 0.6200 | −0.0001 | |
r8 | 10 | 0.7700 | 0.6215 | 0.0015 |
−10 | 0.6300 | 0.6184 | −0.0018 | |
r9 | 10 | 0.8910 | 0.6296 | 0.0096 |
−10 | 0.7290 | 0.6186 | −0.0016 | |
r10 | 10 | 0.4840 | 0.6211 | 0.0011 |
−10 | 0.3960 | 0.6210 | 0.0009 | |
r11 | 10 | 0.9570 | 0.6260 | 0.0060 |
−10 | 0.7830 | 0.6114 | −0.0087 | |
r12 | 10 | 0.7810 | 0.6224 | 0.0024 |
−10 | 0.6390 | 0.6194 | −0.0007 |