Insurance Companies

Monte Carlo VaR Results

(1 day) TL

Monte Carlo VaR Results

(10 days) TL

VaR Position/

Current Value of the Portfolio (1 day) %

VaR Position/

Current Value of the Portfolio (10 days) %

ANSGR

480.142

1.518.342

0,43%

1,35%

AKGRT

354.215

1.120.126

0,35%

1,10%

GUSGR

76.417

241.652

0,93%

2,95%

HALKS

124.152

392.603

0,90%

2,85%

ANHYT

52.478

165.950

0,44%

1,38%

AVIVA

41.254

130.457

0,55%

1,75%

RAYSG

185.125

585.417

0,69%

2,17%