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Model risk of risk models

88824210 / TISHMAN REALTY & CNSTRUCTION INC


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 765.00 765.00 765.00 765.00 765.00 765.00 765.00 765.00
min 1.23 1.40 1.04 1.10 1.13 1.27 1.02 1.05
max 4.63 5.23 4.88 4.88 4.63 4.74 4.88 4.88
mean 1.81 2.05 1.97 2.06 1.70 1.86 1.96 2.00
st.dev. 0.61 0.72 0.65 0.68 0.62 0.64 0.64 0.66
Q5% 1.34 1.52 1.21 1.26 1.25 1.39 1.22 1.22
Q50% 1.62 1.82 1.84 1.91 1.51 1.66 1.83 1.85
Q95% 3.49 4.09 3.22 3.32 3.32 3.65 3.22 3.26