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  4. 64944510 / NEW YORK COMMUNITY BANCORP INC

64944510 / NEW YORK COMMUNITY BANCORP INC

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 1.60 1.80 1.26 1.23 1.40 1.69 1.31 1.25
max 4.10 5.04 13.56 13.31 3.60 4.37 13.75 13.50
mean 2.29 2.76 3.21 3.16 2.03 2.41 3.35 3.19
st.dev. 0.68 0.86 2.23 2.19 0.58 0.73 2.27 2.22
Q5% 1.68 1.95 1.40 1.39 1.49 1.75 1.49 1.39
Q50% 1.99 2.42 2.52 2.52 1.79 2.11 2.57 2.52
Q95% 3.80 4.65 7.47 7.47 3.34 4.04 7.47 7.47

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 1.85 2.33 1.16 1.17 1.59 1.99 1.21 1.16
max 6.77 9.95 5.94 5.94 5.49 7.78 5.94 5.94
mean 2.58 3.32 2.25 2.25 2.21 2.79 2.31 2.25
st.dev. 0.85 1.17 1.02 1.02 0.71 0.95 1.03 1.02
Q5% 1.89 2.40 1.20 1.22 1.62 2.04 1.26 1.20
Q50% 2.28 2.89 2.01 2.01 1.95 2.46 2.03 2.00
Q95% 4.17 5.54 4.62 4.63 3.61 4.53 4.68 4.61

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 376.00 376.00 376.00 376.00 376.00 376.00 376.00 376.00
min 1.36 1.56 1.11 1.17 1.27 1.42 1.12 1.13
max 6.07 6.92 6.48 6.68 5.66 6.30 6.33 6.52
mean 2.72 3.09 2.49 2.55 2.53 2.82 2.47 2.50
st.dev. 0.97 1.09 0.95 0.96 0.96 1.00 0.95 0.96
Q5% 1.56 1.79 1.40 1.45 1.44 1.62 1.38 1.41
Q50% 2.49 2.84 2.26 2.31 2.27 2.58 2.23 2.27
Q95% 4.59 5.22 4.47 4.55 4.47 4.75 4.46 4.49

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 3810.00 3810.00 3801.00 3801.00 3810.00 3810.00 3801.00 3801.00
min 1.26 1.56 1.05 1.08 1.08 1.37 1.06 1.06
max 7.11 9.95 13.56 13.31 5.96 7.80 13.75 13.50
mean 2.30 2.85 2.54 2.73 2.01 2.45 2.45 2.56
st.dev. 0.69 0.89 0.99 1.10 0.61 0.75 0.96 1.01
Q5% 1.55 1.84 1.33 1.38 1.40 1.62 1.32 1.35
Q50% 2.10 2.62 2.37 2.54 1.83 2.25 2.28 2.40
Q95% 3.72 4.64 4.31 4.53 3.27 3.98 4.28 4.34