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 assessing
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Effect of potentially modifiable risk factors associated with myocardial infarction in 52 countries (the INTERHEART study): case-control study Summary Background Although more than 80% of the global burden of cardiovascular disease occurs in low-income and middle-income countries‚ knowledge of the importance of risk factors is largely derived from developed countries. Therefore‚ the effect of such factors on risk of coronary heart disease in most regions of the world is unknown. Methods We established
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it obvious as to why genomics has and will continue to be such a vital component in patient care. Medical history is a great indicator of risk factors for patients‚ this includes family history (inherited genes)‚ and social history (lifestyle choices); incorporation of the environment and how a person’s genes react to stressors are also indicative of risk factors. One area of focus in this paper will be the identification of the BRCA 1/2 gene mutation through genetic testing‚ and its profound impact
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Explain in details the risk factor approach to intervention/ prevention effort. What are the pros to using the risk factor approach? What are the cons to using the risk factors approach? Risk factors is a particular factor that‚ when present‚ increases the odds of developing a certain outcome. Risk factors are not deterministic‚ nor they necessary or sufficient conditions for out come to surface (Beaver‚ 2015). In risk factor approach intervention its very important to distinguish between
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Global Financing and Exchange Rate Mechanisms: Counter trade Counter trade is a creative sticky sales project that might not otherwise happen due to currency barriers. Counter trade is an umbrella term for a variety of unconventional reciprocal trading arrangements. It often occurs between developed and developing nations‚ but it also occurs between one developing nation and another( Nelson‚ 1999). It is the trade between two countries in which goods are traded for other goods rather than for
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The relationships between inflation and exchange rate The existence of linkages between the level of the exchange rate and the rate of inflation has been more commonly established in the theoretical literature. Using this definition‚ we can show the link between inflation and exchange rates. What is exchange rate and what is inflation? An exchange rate is the value of one currency expressed in terms of another currency. Exchange rates are expressed as a comparison of the currencies of two countries
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vanilla swap in which it will exchange fixed payments of 8 percent for floating payments of LIBOR + 1 percent. The notional principal is $50 million. LIBOR is expected to 7 percent‚ 9 percent‚ and 10 percent‚ respectively‚ at the end of each of the next three years. a. Determine the net dollar amount to be received (or paid) by Cleveland each year. ANSWER: End of Year: END OF YEAR 1 2 3 LIBOR 7 9 10 Floating Rate Received 8 10 11 Fixed Rate Paid 8 8 8 Swap Differential
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Risk Factors on the Menendez Brothers Case Enid Nieves Regis University MSCR 605- Criminal Psychopathology Criminology is defined as the multidisciplinary study of crime (Bartol and Bartol‚ 2011). To better understand criminality and people who commit crimes‚ it is important to take into consideration different risk factors that influence antisocial behavior. For purpose of this assignment‚ I have chosen The Menendez Brothers‚ who shot and killed their parents. The
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reason of why salvadorans are forcing to leave their homes because there are 20 to 30 homicides daily. But what are the factors that contribute to gang violence in El Salvador?. Some of the factors that contribute to gang violence in poor countries as El Salvador are immigration and deportation‚ lack of parenting‚ lack of protection‚ and juvenile delinquency. One of the factors correlated to gangs violence in El Salvador is the immigration and deportation during the 80s and 90s. El Salvador civil
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http://www.ncbi.nlm.nih.gov/pubmedhealth/PMH0001303/ Causes‚ incidence‚ and risk factors No one knows exactly what causes the sacs‚ or pouches of diverticulosis to form. Eating a low-fiber diet is one of the most likely causes. People who eat mostly processed food‚ as many Americans eat‚ do not get enough fiber in their diet. Processed foods include white rice‚ white bread‚ most breakfast cereals‚ crackers‚ and pretzels. As a result‚ constipation and hard stools are more likely to occur - causing
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