00681nam a2200145Ia 4500 20260716043951.0 11.02.01 M742tr(2009) Tracey, Mark 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 [Caribbean Centre for Money and Finance] [St. Augustine]TT 2009 29 p. 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. 12/7/09 JOYD M M742tr(2009) 57811 57811