--- title: Firms layout: default ---

Model risk of risk models

  1. Home
  2. Model risk of risk models
  3. Firms
  4. 45965010 / INTERNATIONAL HOLDINGS CORP

45965010 / INTERNATIONAL HOLDINGS CORP

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 397.00 397.00 397.00 397.00 397.00 397.00 397.00 397.00
min 1.26 1.42 1.24 1.24 1.18 1.29 1.24 1.24
max 3.91 4.47 8.04 10.17 3.56 4.06 7.04 8.54
mean 1.81 2.10 2.40 2.52 1.64 1.88 2.35 2.43
st.dev. 0.41 0.50 0.85 0.99 0.36 0.43 0.80 0.89
Q5% 1.35 1.53 1.47 1.52 1.24 1.40 1.45 1.48
Q50% 1.70 1.94 2.22 2.37 1.56 1.75 2.21 2.29
Q95% 2.56 2.98 4.09 4.11 2.31 2.67 4.02 4.09