00620nam a2200121Ia 450000500170000008000260001710000170004324501640006026000700022430000100029452001760030458300180048020260716043951.0  a11.02.01 M742tr(2009)  aTracey, Mark  aPrincipal component Value at Risk : an application to the measurement of the interest rate risk exposure of Jamaican banks to government of Jamaica (GOJ) bonds  b[Caribbean Centre for Money and Finance]a[St. Augustine]TTc2009  a29 p.  aDevelops 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.  c12/7/09kJOYD