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  4. 56828710 / MARINE MIDLAND BKS INC

56828710 / MARINE MIDLAND BKS INC

1977-05-14 to 1977-10-14
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 106.00 106.00 106.00 106.00 106.00 106.00 106.00 106.00
min 1.70 2.09 1.24 1.80 1.51 1.80 1.11 1.42
max 2.50 3.12 4.46 6.48 2.17 2.68 3.78 5.13
mean 1.97 2.44 2.63 3.76 1.73 2.10 2.27 2.99
st.dev. 0.18 0.23 0.77 1.17 0.14 0.20 0.62 0.91
Q5% 1.74 2.15 1.57 2.01 1.55 1.84 1.45 1.65
Q50% 1.92 2.38 2.47 3.53 1.69 2.05 2.20 2.83
Q95% 2.26 2.80 3.96 5.76 1.97 2.42 3.36 4.55

1980-01-14 to 1980-07-14
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 127.00 127.00 127.00 127.00 127.00 127.00 127.00 127.00
min 1.62 2.00 1.26 1.27 1.41 1.76 1.20 1.26
max 8.96 11.25 5.25 5.55 8.05 9.43 5.94 5.33
mean 2.30 2.93 2.39 2.49 2.05 2.45 2.38 2.39
st.dev. 0.88 1.12 0.86 0.88 0.78 0.92 0.96 0.86
Q5% 1.70 2.11 1.39 1.43 1.48 1.82 1.35 1.39
Q50% 2.06 2.62 2.29 2.40 1.86 2.21 2.22 2.29
Q95% 3.62 4.73 4.10 4.01 3.10 3.99 4.28 4.08

1981-07-14 to 1982-11-14
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 340.00 340.00 340.00 340.00 340.00 340.00 340.00 340.00
min 1.59 1.93 1.19 1.29 1.38 1.68 1.14 1.20
max 3.31 3.86 10.79 16.07 2.99 3.31 8.54 12.48
mean 2.02 2.46 2.20 2.44 1.78 2.12 2.04 2.24
st.dev. 0.29 0.34 0.99 1.49 0.26 0.29 0.80 1.14
Q5% 1.64 2.02 1.32 1.41 1.44 1.74 1.25 1.33
Q50% 1.98 2.39 2.01 2.15 1.75 2.06 1.88 2.02
Q95% 2.54 3.09 3.12 3.35 2.22 2.66 2.90 3.11

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 41.00 41.00 41.00 41.00 41.00 41.00 41.00 41.00
min 1.59 1.75 1.55 1.42 1.49 1.63 1.59 1.51
max 3.20 4.18 4.71 4.60 2.71 3.49 4.65 4.66
mean 2.23 2.79 2.81 2.73 1.98 2.40 2.82 2.78
st.dev. 0.29 0.48 0.79 0.78 0.21 0.34 0.78 0.78
Q5% 2.00 2.36 1.72 1.66 1.77 2.11 1.76 1.67
Q50% 2.19 2.65 2.79 2.72 1.97 2.34 2.83 2.76
Q95% 2.67 3.69 4.45 4.24 2.19 2.99 4.42 4.37

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 3528.00 3528.00 3528.00 3528.00 3528.00 3528.00 3528.00 3528.00
min 1.27 1.41 1.05 1.08 1.17 1.31 1.08 1.07
max 8.96 11.25 25.93 39.01 8.05 9.43 20.31 30.24
mean 1.90 2.27 2.33 2.75 1.74 1.99 2.22 2.45
st.dev. 0.53 0.70 0.98 1.39 0.48 0.57 0.91 1.08
Q5% 1.43 1.61 1.31 1.37 1.33 1.47 1.26 1.34
Q50% 1.79 2.13 2.20 2.43 1.62 1.87 2.09 2.28
Q95% 2.65 3.26 3.61 5.30 2.45 2.81 3.48 3.96