Economic value of equity: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
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* [[Interest]] | * [[Interest]] | ||
* [[IRRBB]] | * [[IRRBB]] | ||
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* [[NII]] | * [[NII]] | ||
* [[Shock]] | * [[Shock]] | ||
Revision as of 11:21, 2 November 2016
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.
