Economic value of equity: Difference between revisions
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imported>Doug Williamson (Added link) |
imported>Doug Williamson (Mend link.) |
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* [[Equity]] | * [[Equity]] | ||
* [[Interest]] | * [[Interest]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Market value]] | * [[Market value]] | ||
* [[NII]] | * [[NII]] | ||
* [[Shock]] | * [[Shock]] | ||
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.
