EVE: Difference between revisions

Latest revision as of 09:19, 24 June 2022

Economic Value of Equity.

A concept used in Interest Rate Risk in the Banking Book (IRRBB) analysis.

@@ Line 4: / Line 4: @@
-EVE sensitivity measures the change in net total market value that would result from a defined interest rate shock.
+== See also ==
+* [[Economic value of equity]]
+* [[Interest Rate Risk in the Banking Book]]  (IRRBB)
+[[Category:Accounting,_tax_and_regulation]]
-== See also ==
+[[Category:The_business_context]]
-* [[Economic value]]
+[[Category:Identify_and_assess_risks]]
-* [[Equity]]
+[[Category:Manage_risks]]
-* [[Interest]]
+[[Category:Risk_frameworks]]
-* [[IRRBB]]
+[[Category:Risk_reporting]]
-* [[NII]]
-* [[Shock]]