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  4. 63540510 / NATIONAL CITY CORP

63540510 / NATIONAL CITY CORP

1987-10-19 to 1988-01-19
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 64.00 64.00 64.00 64.00 64.00 64.00 64.00 64.00
min 1.62 1.93 1.50 1.66 1.98 1.62 1.66 1.52
max 7.98 9.81 11.46 11.80 7.62 8.41 11.89 10.99
mean 3.98 4.90 3.37 3.58 3.97 4.24 3.69 3.34
st.dev. 1.61 2.05 2.21 2.23 1.47 1.72 2.26 2.11
Q5% 2.08 2.40 1.63 2.14 2.17 2.20 1.82 1.63
Q50% 3.62 4.49 2.68 2.85 3.64 3.87 2.94 2.68
Q95% 6.91 8.57 8.24 8.57 6.72 7.34 8.60 7.92

1990-07-14 to 1991-03-14
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 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.23 1.84 1.40 1.94 1.24 1.40 1.19 1.51
max 3.24 3.74 5.27 8.51 3.60 3.37 5.25 5.62
mean 1.85 2.38 2.62 3.41 2.02 1.96 2.35 2.66
st.dev. 0.47 0.38 0.97 1.49 0.55 0.46 0.86 1.00
Q5% 1.29 1.93 1.61 1.95 1.33 1.45 1.36 1.55
Q50% 1.72 2.22 2.31 2.85 1.93 1.83 2.07 2.40
Q95% 2.77 3.20 4.58 6.40 3.06 2.88 3.97 4.63

1998-08-14 to 1998-11-14
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 65.00 65.00 65.00 65.00 65.00 65.00 65.00 65.00
min 1.33 1.46 1.39 1.38 1.27 1.36 1.40 1.38
max 2.71 3.02 6.77 10.71 2.69 2.79 5.24 8.05
mean 1.89 2.10 2.72 2.94 1.85 1.94 2.65 2.79
st.dev. 0.38 0.43 1.16 1.86 0.39 0.39 0.93 1.37
Q5% 1.34 1.48 1.44 1.43 1.29 1.38 1.50 1.43
Q50% 1.95 2.17 2.45 2.47 1.90 2.00 2.46 2.45
Q95% 2.42 2.69 4.23 4.48 2.39 2.49 4.29 4.23

2001-03-14 to 2001-11-14
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 168.00 168.00 168.00 168.00 168.00 168.00 168.00 168.00
min 1.30 1.46 1.12 1.15 1.21 1.34 1.12 1.13
max 2.68 3.16 3.19 3.86 2.51 2.84 2.81 3.38
mean 1.74 2.01 1.99 2.08 1.64 1.83 2.02 2.04
st.dev. 0.39 0.49 0.35 0.39 0.37 0.43 0.35 0.37
Q5% 1.34 1.49 1.37 1.43 1.25 1.38 1.40 1.40
Q50% 1.64 1.90 2.00 2.09 1.54 1.72 2.02 2.05
Q95% 2.54 2.99 2.48 2.60 2.38 2.69 2.53 2.54

2007-12-14 to 2009-06-14
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 264.00 264.00 264.00 264.00 264.00 264.00 264.00 264.00
min 1.61 1.97 1.69 1.86 1.58 1.70 1.51 1.73
max 15.80 19.29 20.10 28.58 20.62 16.70 16.26 22.74
mean 3.91 4.63 3.44 3.58 4.24 4.10 3.37 3.46
st.dev. 2.31 2.82 1.74 2.12 2.93 2.45 1.59 1.85
Q5% 1.79 2.20 1.89 2.11 1.80 1.88 1.88 1.91
Q50% 3.21 3.78 3.06 3.13 3.34 3.37 3.05 3.09
Q95% 8.82 10.59 5.59 5.95 10.29 9.36 5.48 5.64

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 5398.00 5398.00 5389.00 5389.00 5398.00 5398.00 5389.00 5389.00
min 1.18 1.28 1.04 1.10 1.10 1.21 1.05 1.08
max 15.80 19.29 24.42 38.32 20.62 16.70 20.23 28.87
mean 1.81 2.17 2.36 2.78 1.75 1.89 2.22 2.44
st.dev. 0.83 1.03 1.05 1.67 0.97 0.88 0.90 1.17
Q5% 1.32 1.49 1.30 1.34 1.24 1.37 1.28 1.30
Q50% 1.62 1.92 2.13 2.35 1.54 1.68 2.05 2.17
Q95% 2.79 3.49 4.25 5.99 2.78 2.92 3.59 4.53