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 Mark Tracey1 Financial Stability Department Research & Economic Programming Division Bank of Jamaica Abstract This paper develops an effective value at risk (VaR) methodology to complement existing Bank of Jamaica financial stability assessment tools. This methodology employs principal component analysis and key rate durations for
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DECLARATION We hereby declare that‚ this project is the result of our own original research and no part of it has been presented for any purpose. Other people’s ideas used have been duly acknowledged. Candidates Name: …………………………… Signature……………………………………… Date…………………………………………… Candidates Name: …………………………… Signature……………………………………… Date…………………………………………… Candidates Name: …………………………… Signature……………………………………… Date…………………………………………… Candidates Name: …………………………… Signature………………………………………
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Measuring Macroeconomic Activity; Spending by Individuals‚ Firms‚ and Governments on Real Goods and Services Does either player have a dominant strategy? Explain. In the payoff matrix above‚ both drivers must swerve to avoid a head-on collision. If both swerve to different sides‚ they will avoid collision. However‚ if they choose to swerve the same side‚ they will collide. Is there Nash equilibrium in this game? Explain While driving makes communication difficult (i.e.‚ one driver cannot
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NPC Natural Product Communications Phenolic Composition‚ Antioxidant Capacity and Antibacterial Activity of Selected Irish Brassica Vegetables 2011 Vol. 6 No. 9 1299 - 1304 Amit Kumar Jaiswal‚ Gaurav Rajauria‚ Nissreen Abu-Ghannam* and Shilpi Gupta School of Food Science and Environmental Health‚ College of Sciences and Health‚ Dublin Institute of Technology‚ Cathal Brugha Street‚ Dublin 1‚ Ireland nissreen.abughannam@dit.ie Received: November 28th‚ 2010; Accepted: May 22nd‚ 2011
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droplets with respect to heat capacity and droplet size Abstract Define Using Molecular dynamic simulation a cluster of particles was modelled and their behaviour analysed with respect to temperature change. As proof of a specific state i.e. solid‚ the Mean squared displacement was calculated and illustrated with respect to time. This occurred for varying temperatures. From the internal energy of the system per time step‚ the heat capacity was determined. Heat capacity was then plotted against
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Outline and evaluate research in to the duration‚ capacity and encoding information in short term memory. Introduction Memory is divided into three categories. These categories consist of: sensory memory‚ short term memory and long term memory‚ out of these short term memory is the main focus in this essay. It has been widely researched due to interest of how much memory can be stored‚ how long this memory can be stored for and what information is memorised. Duration Short term memory is a
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ways of reconciling capacity and demand in either a service or manufacturing organisation you are familiar with. . Submitted in partial fulfilment of the Master of Commerce Degree in Strategic Management and Corporate Governance Part 1.2 1. DEFINITIONS Capacity is defined as the “specific ability of an entity (person or organisation) or resource ‚ measured in quantity and level of quality ‚ over an extended period.” (Source : http // : www.businessdictionary.com) Capacity utilisation is the
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Qualitative research would streamline the capacity of Wendy’s to enhance its brand. The research framework will help in streamlining the capacity of Wendy’s to compete effectively with the dominant market leaders. Question 1 In order to expand further in the United States‚ qualitative research will be the main frameworks of survey by Wendy’s. Although the company has a substantial market share‚ it still needs to invest extensively in order to enhance is capacity to compete with rivals. Consequently
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Japan Polysilicon Market Outlook to 2018 - Driven by Rising Solar Power Capacity presents a comprehensive analysis of the industry covering aspects including market size by revenue‚ by production & demand volume and market segmentation by types of grades of polysilicon available and by the different end user industries of polysilicon (solar industry and semiconductor industry). The report also entails a detailed description on the recent trends and developments in the market and company profile of
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Case 8 The Accra Beach Hotel: Block Booking of Capacity during a Peak Period Question 1 What factors lead to variations in demand for rooms at a hotel such as the Accra Beach? Answer: There are 3 factors that will lead to variations in demand for rooms at a hotel‚ which are seasonal cycle‚ economic cycle and days of the week. Seasonal cycle - Hotel such as Accra Beach will depends highly on seasonal cycle‚ hotel will be in low demand on September (64.7%) as it is in peak hurricane
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