q

v_min

beta

gamma

LTV^*

VaR_lmin

LTV_lmin

VaR_lmax

LTV_lmax

5

1.50

1.9048

0.7000

0.8722

10.4435

0.88

18.4997

0.87

5

0.85

1.9048

1.2353

0.8722

13.3035

0.88

21.3272

0.87

15

1.50

0.6349

0.7000

0.8722

-2.7565

0.88

5.4497

0.87

15

0.85

0.6349

1.2353

0.8722

5.8235

0.88

13.9322

0.87