Economic value of equity: Difference between revisions

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imported>Doug Williamson
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* [[Interest]]
* [[Interest]]
* [[IRRBB]]
* [[IRRBB]]
* [[Market value]]
* [[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.


See also