Table 4 Quarterly and yearly VaR of China' TPP platforms (yuan mn)
From: Operational risk assessment of third-party payment platforms: a case study of China
VaR | 90% | 95% | 99% | 99.9% | 99.97% |
|---|---|---|---|---|---|
Quarterly | 73.01 | 97.29 | 169.95 | 362.23 | 538.95 |
Yearly | 146.04 | 194.58 | 339.89 | 724.46 | 1077.91 |