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Principal component Value at Risk : an application to the measurement of the interest rate risk exposure of Jamaican banks to government of Jamaica (GOJ) bonds (Record no. 34494)

MARC details
000 -LEADER
fixed length control field	00652nam a2200133Ia 4500
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number	11.02.01 M742tr(2009)
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Tracey, Mark
245 ## - TITLE STATEMENT
Title	Principal component Value at Risk : an application to the measurement of the interest rate risk exposure of Jamaican banks to government of Jamaica (GOJ) bonds
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc.	[Caribbean Centre for Money and Finance]
Place of publication, distribution, etc.	[St. Augustine]TT
Date of publication, distribution, etc.	2009
300 ## - PHYSICAL DESCRIPTION
Extent	29 p.
520 ## - SUMMARY, ETC.
Summary, etc.	Develops an additional Value at Risk (VaR) framework for measuring and monitoring risk, contingent on changes in the interest rate term structure of government of Jamaica.
583 ## - ACTION NOTE
Time/date of action	12/7/09
Action agent	JOYD
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type	Monograph
Call number suffix	M742tr(2009)

Holdings
Withdrawn status	Lost status	Damaged status	Not for loan	Home library	Current library	Date acquired	Total Checkouts	Full call number	Barcode	Date last seen	Price effective from	Koha item type
				CARICOM Documentation Centre	CARICOM Documentation Centre	08/05/2023		11.02.01 M742tr(2009)	0000000028508	08/05/2023	08/05/2023	Monograph