Volatility averaged over 5 days of
ECL over the past 3 years.Return distribution of ECL over
the past 3 years.
Correlation of ECL with market
return over the past 3 years.Correlation of ECL with market
return over time for the past 3 years.Development of beta for ECL for
the past 3 years.
Correlation of ECL with sector
returns over the past 3 years.Linear regression coefficients of
ECL with sector returns over the past 3 years.