Economic value of equity

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.

See also

• Economic value
• Equity
• Interest
• Interest Rate Risk in the Banking Book (IRRBB)
• Market value
• NII
• Shock