q | vmin | beta | gamma | LTV* | VaRlmax | LTVlmax |
5 | 1.50 | 2.8571 | 0.7000 | 1.3083 | 22.2109 | 1.00 |
5 | 0.85 | 2.8571 | 1.2353 | 1.3083 | 25.4609 | 1.00 |
15 | 1.50 | 0.9524 | 0.7000 | 1.3083 | 7.2109 | 1.00 |
15 | 0.85 | 0.9524 | 1.2353 | 1.3083 | 16.9609 | 1.00 |