q | vmin | beta | gamma | LTV* | VaRlmin | LTVlmin | VaRlmax | LTVlmax |
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 |