Economic value of equity: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Added link) |
imported>Doug Williamson (Classify page.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 13: | Line 13: | ||
* [[Equity]] | * [[Equity]] | ||
* [[Interest]] | * [[Interest]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Market value]] | * [[Market value]] | ||
* [[NII]] | * [[NII]] | ||
* [[Shock]] | * [[Shock]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 09:07, 24 June 2022
Interest rate risk analysis.
(EVE).
Economic Value of Equity is a concept used in Interest Rate Risk in the Banking Book (IRRBB) analysis.
EVE sensitivity measures the change in net total market value that would result from a defined interest rate shock.
