EVE: Difference between revisions

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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.




== See also ==
== See also ==
* [[Economic value]]
* [[Economic value of equity]]
* [[Equity]]
* [[Interest]]
* [[IRRBB]]
* [[IRRBB]]
* [[NII]]
* [[Shock]]

Revision as of 21:44, 29 October 2016

Economic Value of Equity.

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


See also