818 10422 15380 1605 142906 125114 49349 145862 36847

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Unformatted text preview: -1.605 -142.906 -125.114 49.349 -145.862 -36.847 224.041 163.846 -64.300 101.447 531.973 193.881 -184.144 83.924 -178.727 -290.448 -173.248 154.222 -244.355 516.309 140.405 198.239 -107.624 417.630 128.125 352.472 59.992 -217.856 -189.822 224.807 133.714 461.165 -240.294 455.908 -184.648 -91.540 -425.319 -139.047 -177.704 104.453 177.261 -382.719 -148.753 -106.500 -77.141 189.556 -32.895 353.418 70.133 319.565 -29.243 52.977 -99.269 -331.778 -92.201 70.850 745.008 30.251 67.644 45.708 58.255 213.446 369.637 214.482 194.790 49.667 619.992 35.062 -468.382 42.980 39.790 -198.227 92.720 -174.884 -210.449 21.958 419.358 86.278 132.299 5.461 -266.283 -80.430 22.597 133.531 -226.206 89.276 -10.663 15.658 -310.821 -160.434 -19.051 231.230 354.161 170.368 107.266 -149.854 232.269 248.673 234.099 -384.329 -136.446 168.132 218.920 389.387 -517.584 151.703 -443.771 76.900 -5.069 36.739 8.158 -407.979 -134.535 -1.317 -39.527 -106.806 81.773 66.084 24.220 183.266 160.293 -140.254 -368.655 28.793 -269.654 6.190 118.447 -123.665 4.760 -158.143 -9.112 53.136 -415.380 77.907 -3.028 270.657 -127.358 -14.140 -113.140 -144.589 -84.537 -192.484 503.665 217.911 -6.977 278.643 34.529 -41.796 -140.474 -38.420 206.200 17.001 145.668 -194.981 474.825 66.161 130.322 327.292 -84.917 -147.163 -28.112 -57.468 279.138 131.510 379.909 -54.978 100.145 -90.464 584.107 130.648 -150.385 239.799 250.331 -137.415 -31.244 112.971 2.706 165.714 346.417 -26.634 333.105 -206.563 -386.430 -137.839 -174.483 -181.347 238.780 42.529 216.157 -122.908 -316.152 121.826 202.375 120.396 -423.968 -167.067 150.095 -198.185 -174.581 114.948 297.653 -106.284 6.214 75.900 402.944 -124.832 49.069 -349.550 158.614 -123.697 -273.443 -43.126 118.453 190.542 494.222 254.941 -559.398 231.111 43.995 24.929 -158.178 828.366 310.606 -96.657 -690.204 166.998 165.472 -139.366 Portfolio D JIA FTSE 100 CAC40 Nikkei 225 Investments 4000 3000 1000 2000 This spreadsheet calculates scenarios using the volatility updating procedure. Portfolio values for September 26, 2008 are in column G and losses between September 25 and September 26 , 2008 are in column I 2.509 230.263 0.739 3.155 -533.163 0.0001157 38.444 Scenario Loss ('000s) 131 1442.735 494 828.366 329 745.008 227 703.977 339 619.992 441 584.107 74 559.723 193 554.131 283 531.973 292 516.309 415 503.665 487 494.222 427 474.825 304 461.165 225 459.078 306 455.908 238 449.940 98 438.294 349 419.358 142 419.276 216 418.645 296 417.630 141 413.219 477 402.944 132 399.074 376 389.387 437 379.909 242 371.791 335 369.637 237 364.821 221 360.216 21 355.540 365 354.161 320 353.418 298 352.472 451 346.417 256 337.925 194 336.623 110 333.111 453 333.105 249 330.724 228 328.604 430 327.292 31 324.139 322 319.565 73 314.594 233 311.011 135 310.629 495 310.606 473 297.653 185 295.422 435 279.138 418 278.643 197 277.985 47 276.971 127 276.664 223 274.028 55 272.538 408 270.657 20 261.475 254 258.778 488 254.941 205 251.353 445 250.331 370 248.673 175 247.188 444 239.799 459 238...
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