UOB Annual Report 2002 - United Overseas Bank
UOB Annual Report 2002 - United Overseas Bank
UOB Annual Report 2002 - United Overseas Bank
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Group Daily VaR Distribution for <strong>2002</strong><br />
75<br />
70<br />
Number Of Days<br />
60<br />
45<br />
30<br />
15<br />
0<br />
54<br />
Number Of Days: 251<br />
Minimum: $5.9 million<br />
Maximum: $10.1 million<br />
Average: $7.6 million<br />
28<br />
28<br />
23<br />
19<br />
15<br />
5<br />
7<br />
0<br />
2<br />
0<br />
10.5<br />
VaR ($ million)<br />
Group Daily VaR Distribution for 2001*<br />
60<br />
50<br />
54<br />
52<br />
Number Of Days: 250<br />
Number Of Days<br />
40<br />
30<br />
20<br />
10<br />
0<br />
0 1<br />
10<br />
15<br />
17<br />
14<br />
11<br />
VaR ($ million)<br />
12<br />
22 21<br />
17<br />
10<br />
Minimum: $4.5 million<br />
Maximum: $10.9 million<br />
Average: $6.8 million<br />
4<br />
1 0<br />
* Excluding OUB Group.<br />
The Group's daily trading income for <strong>2002</strong>, averaging $0.88 million, ranged between a low of<br />
$(4.6) million and a high of $5.5 million:<br />
Group Daily Trading Income Distribution for <strong>2002</strong><br />
75<br />
Number Of Days<br />
60<br />
45<br />
30<br />
22<br />
38<br />
53<br />
60<br />
37<br />
Number Of Days: 251<br />
Minimum: $(4.6) million<br />
Maximum: $5.5 million<br />
Average: $0.88 million<br />
15<br />
0<br />
13<br />
10<br />
9<br />
5<br />
0 1<br />
3<br />
0<br />
(6)-(5) (5)-(4) (4)-(3) (3)-(2) (2)-(1) (1)-0 0-1 1-2 2-3 3-4 4-5 5-6 6-7<br />
Profit And Loss ($ million)<br />
UNITED OVERSEAS BANK 47
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