Economic value of equity: Difference between revisions
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imported>Doug Williamson (Mend link.) |
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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.
