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  4. 90890610 / UNIONBANCAL CORP

90890610 / UNIONBANCAL CORP

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 1.55 1.88 1.26 1.38 1.37 1.65 1.26 1.29
max 5.11 5.95 6.47 8.70 4.68 5.34 6.67 6.89
mean 2.84 3.35 2.82 2.89 2.55 2.98 2.78 2.83
st.dev. 0.72 0.84 1.08 1.20 0.65 0.75 1.04 1.11
Q5% 1.84 2.18 1.51 1.51 1.63 1.94 1.49 1.49
Q50% 2.75 3.23 2.54 2.56 2.45 2.88 2.54 2.53
Q95% 4.04 4.76 4.90 5.00 3.62 4.24 4.78 4.94

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 1.66 1.97 1.26 1.17 1.52 1.75 1.24 1.20
max 5.27 6.55 4.60 4.60 4.57 5.63 4.60 4.60
mean 3.09 3.80 2.40 2.33 2.73 3.28 2.62 2.35
st.dev. 0.97 1.24 0.80 0.78 0.79 1.05 0.83 0.79
Q5% 1.76 2.14 1.34 1.25 1.67 1.88 1.33 1.29
Q50% 3.12 3.88 2.25 2.22 2.70 3.34 2.46 2.22
Q95% 4.67 5.77 3.87 3.62 4.07 4.98 4.30 3.72

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 1.21 1.53 1.67 2.32 1.11 1.28 1.08 1.63
max 3.28 3.90 4.62 6.41 3.15 3.45 2.72 4.50
mean 1.85 2.28 2.93 4.05 1.66 1.96 1.82 2.85
st.dev. 0.40 0.46 0.90 1.25 0.36 0.42 0.46 0.88
Q5% 1.36 1.72 1.68 2.33 1.26 1.47 1.16 1.64
Q50% 1.78 2.23 2.91 4.04 1.60 1.90 1.80 2.84
Q95% 2.62 3.12 4.44 6.15 2.36 2.75 2.63 4.32

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 224.00 224.00 224.00 224.00 224.00 224.00 224.00 224.00
min 1.54 1.82 1.38 1.38 1.38 1.62 1.38 1.38
max 7.17 8.60 39.51 38.00 6.36 7.56 40.68 39.15
mean 2.93 3.47 4.42 4.46 2.65 3.07 4.43 4.43
st.dev. 1.12 1.37 4.05 3.97 0.99 1.19 4.11 4.03
Q5% 1.82 2.11 1.75 1.77 1.63 1.90 1.75 1.76
Q50% 2.61 3.06 3.07 3.12 2.35 2.73 3.04 3.10
Q95% 5.42 6.48 11.26 11.26 4.83 5.72 11.26 11.26

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 5021.00 5021.00 5012.00 5012.00 5021.00 5021.00 5012.00 5012.00
min 1.20 1.33 1.04 1.06 1.11 1.24 1.06 1.08
max 10.01 12.61 39.51 38.00 8.63 10.76 40.68 39.15
mean 2.09 2.56 2.79 3.30 1.88 2.21 2.41 2.81
st.dev. 0.68 0.90 1.44 1.93 0.59 0.74 1.27 1.47
Q5% 1.39 1.59 1.35 1.42 1.28 1.45 1.29 1.37
Q50% 1.93 2.33 2.49 2.75 1.74 2.03 2.20 2.51
Q95% 3.35 4.25 5.06 6.96 2.94 3.59 4.06 5.15