EFRAG and Economic value of equity: Difference between pages

Revision as of 21:42, 29 October 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.

@@ Line 1: / Line 1: @@
-''Financial reporting''.
+''Interest rate risk analysis''.
-'''E'''uropean '''F'''inancial '''R'''eporting '''A'''dvisory '''G'''roup.
+(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 ==
-* [[European Financial Reporting Advisory Group]]
+* [[Economic value]]
-* [[Financial reporting]]
+* [[Equity]]
-* [[Financial Reporting Standard]]  (FRS)
+* [[Interest]]
-* [[Generally accepted accounting principles]]  (GAAP)
+* [[IRRBB]]
-* [[IFRS Foundation]]
+* [[NII]]
-* [[International Accounting Standards]]  (IAS)
+* [[Shock]]
-* [[International Accounting Standards Board]]  (IASB)
-* [[International Financial Reporting Interpretations Committee]]
-* [[International Financial Reporting Standards]]  (IFRS)
-* [[International Financial Reporting Standards Foundation]]
-* [[International GAAP]]
-* [[International Organization of Securities Commissions]]  (IOSCO)
-[[Category:Accounting,_tax_and_regulation]]
-[[Category:The_business_context]]
-[[Category:Corporate_finance]]
-[[Category:Investment]]
-[[Category:Long_term_funding]]
-[[Category:Compliance_and_audit]]
-[[Category:Ethics]]
-[[Category:Identify_and_assess_risks]]
-[[Category:Manage_risks]]
-[[Category:Risk_frameworks]]
-[[Category:Risk_reporting]]
-[[Category:Financial_products_and_markets]]