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  4. 7591EP10 / REGIONS FINANCIAL CORP NEW

7591EP10 / REGIONS FINANCIAL CORP NEW

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 1.77 2.20 1.38 1.38 1.63 1.90 1.38 1.38
max 12.82 14.83 6.57 6.04 12.18 12.61 6.83 6.19
mean 3.21 3.82 2.73 2.69 3.22 3.35 2.78 2.69
st.dev. 1.92 2.31 0.95 0.93 1.84 1.93 0.97 0.93
Q5% 1.86 2.37 1.61 1.61 1.83 2.01 1.62 1.61
Q50% 2.57 3.00 2.48 2.48 2.53 2.74 2.48 2.48
Q95% 6.96 7.98 4.43 4.30 6.52 6.78 4.49 4.31

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 1.51 1.78 1.11 1.40 1.36 1.58 1.10 1.21
max 2.30 2.86 3.87 4.32 1.99 2.46 3.88 3.87
mean 1.74 2.10 1.97 2.19 1.56 1.83 1.96 2.02
st.dev. 0.17 0.23 0.55 0.72 0.14 0.18 0.52 0.59
Q5% 1.55 1.84 1.27 1.43 1.39 1.63 1.28 1.29
Q50% 1.69 2.04 1.86 1.94 1.52 1.78 1.86 1.86
Q95% 2.05 2.55 2.91 3.62 1.83 2.19 2.86 3.10

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 1.74 2.15 1.49 1.50 1.64 1.85 1.46 1.48
max 6.82 8.24 4.90 4.85 6.26 7.08 5.28 4.85
mean 3.39 4.14 2.47 2.46 3.23 3.58 2.51 2.46
st.dev. 1.14 1.37 0.73 0.72 1.06 1.18 0.78 0.72
Q5% 1.90 2.33 1.54 1.54 1.78 2.02 1.54 1.54
Q50% 3.33 4.07 2.24 2.27 3.24 3.54 2.38 2.23
Q95% 5.44 6.54 3.66 3.61 4.99 5.63 3.76 3.61

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 1.38 1.56 1.04 1.03 1.29 1.44 1.03 1.02
max 2.88 3.37 6.14 5.97 2.73 3.05 6.32 5.93
mean 1.84 2.13 2.21 2.19 1.72 1.93 2.20 2.18
st.dev. 0.37 0.45 0.76 0.77 0.36 0.40 0.75 0.74
Q5% 1.41 1.61 1.19 1.17 1.32 1.47 1.18 1.17
Q50% 1.77 2.04 2.21 2.23 1.64 1.85 2.19 2.18
Q95% 2.68 3.14 3.35 3.29 2.53 2.83 3.33 3.27

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 1.40 1.61 1.30 1.44 1.40 1.42 1.23 1.33
max 9.32 10.78 8.48 8.80 9.47 9.71 8.24 8.55
mean 3.60 4.13 3.10 3.16 3.39 3.74 3.07 3.11
st.dev. 1.50 1.74 1.20 1.28 1.46 1.57 1.17 1.22
Q5% 1.88 2.12 1.70 1.70 1.75 1.93 1.70 1.70
Q50% 3.29 3.75 2.88 2.90 3.04 3.41 2.84 2.88
Q95% 6.93 7.95 5.52 5.74 6.70 7.21 5.48 5.65

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 6543.00 6543.00 6534.00 6534.00 6543.00 6543.00 6534.00 6534.00
min 1.15 1.35 1.04 1.03 1.13 1.24 1.03 1.02
max 12.82 14.83 13.18 20.55 12.18 12.61 10.03 15.46
mean 2.09 2.48 2.39 2.59 1.90 2.18 2.27 2.41
st.dev. 0.79 0.98 1.11 1.37 0.73 0.83 0.94 1.14
Q5% 1.39 1.54 1.25 1.30 1.30 1.43 1.25 1.26
Q50% 1.86 2.22 2.14 2.25 1.67 1.95 2.06 2.15
Q95% 3.43 4.20 4.66 5.09 3.12 3.61 4.18 4.63