EVE: Difference between revisions

Revision as of 21:40, 29 October 2016

Economic Value of Equity.

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.

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