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  4. 67983310 / OLD KENT FINANCIAL CORP

67983310 / OLD KENT FINANCIAL 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 57.00 57.00 48.00 48.00 57.00 57.00 48.00 48.00
min 2.11 2.75 1.23 1.31 1.89 2.30 1.23 1.29
max 7.49 10.55 4.47 4.45 6.33 8.44 4.52 4.45
mean 3.53 4.71 1.98 2.06 2.99 3.88 2.06 1.97
st.dev. 1.24 1.75 0.62 0.69 1.05 1.40 0.60 0.64
Q5% 2.25 2.95 1.36 1.34 2.06 2.46 1.48 1.33
Q50% 3.00 4.00 1.79 1.90 2.50 3.30 1.81 1.78
Q95% 5.90 8.15 3.03 3.39 5.05 6.59 3.03 3.05

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 1.45 1.77 1.13 1.33 1.40 1.54 1.07 1.20
max 4.06 4.91 4.73 5.10 3.91 4.30 4.73 4.73
mean 2.02 2.43 2.34 2.59 1.88 2.13 2.27 2.41
st.dev. 0.43 0.52 0.88 1.05 0.43 0.45 0.85 0.92
Q5% 1.57 1.87 1.26 1.37 1.44 1.65 1.21 1.29
Q50% 1.93 2.34 2.12 2.25 1.75 2.05 2.08 2.16
Q95% 2.75 3.32 4.02 4.58 2.62 2.91 4.02 4.13

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 2.58 3.33 1.64 1.45 2.42 2.80 1.85 1.58
max 5.28 6.86 5.48 4.85 5.12 5.75 6.16 5.28
mean 3.75 4.85 3.00 2.80 3.60 4.07 3.20 2.93
st.dev. 0.61 0.79 0.85 0.74 0.61 0.66 1.00 0.81
Q5% 2.93 3.80 1.86 1.69 2.78 3.19 2.02 1.79
Q50% 3.66 4.69 2.98 2.83 3.51 3.96 3.03 2.95
Q95% 4.91 6.37 4.52 4.01 4.84 5.34 5.10 4.36

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 14.00 14.00 14.00 14.00 14.00 14.00 14.00 14.00
min 1.76 2.08 1.35 1.35 1.57 1.85 1.35 1.35
max 2.42 2.66 3.00 3.14 2.28 2.49 2.89 3.03
mean 2.14 2.37 2.12 2.14 2.01 2.19 2.09 2.12
st.dev. 0.23 0.20 0.41 0.44 0.23 0.22 0.40 0.42
Q5% 1.80 2.11 1.62 1.62 1.66 1.88 1.62 1.62
Q50% 2.16 2.37 2.08 2.16 2.04 2.22 2.00 2.10
Q95% 2.42 2.65 2.78 2.82 2.28 2.48 2.72 2.78

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 3393.00 3393.00 3384.00 3384.00 3393.00 3393.00 3384.00 3384.00
min 1.35 1.63 1.04 1.03 1.18 1.43 1.03 1.04
max 9.57 10.61 10.92 16.89 8.87 9.90 9.39 12.77
mean 2.11 2.55 2.18 2.38 1.91 2.23 2.15 2.23
st.dev. 0.68 0.86 0.92 1.24 0.63 0.73 0.85 1.02
Q5% 1.56 1.83 1.25 1.30 1.40 1.63 1.24 1.25
Q50% 1.92 2.32 2.00 2.08 1.74 2.02 1.99 2.00
Q95% 3.28 4.09 3.74 4.45 3.03 3.52 3.67 3.95