| 000 | 00681nam a2200145Ia 4500 | ||
|---|---|---|---|
| 005 | 20260716043951.0 | ||
| 080 | _a11.02.01 M742tr(2009) | ||
| 100 | _aTracey, Mark | ||
| 245 | _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 | ||
| 260 |
_b[Caribbean Centre for Money and Finance] _a[St. Augustine]TT _c2009 |
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| 300 | _a29 p. | ||
| 520 | _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. | ||
| 583 |
_c12/7/09 _kJOYD |
||
| 942 |
_cM _mM742tr(2009) |
||
| 999 |
_c57811 _d57811 |
||