Economic value of equity: Difference between revisions

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* [[Equity]]
* [[Equity]]
* [[Interest]]
* [[Interest]]
* [[IRRBB]]
* [[Interest Rate Risk in the Banking Book]] (IRRBB)
* [[Market value]]
* [[Market value]]
* [[NII]]
* [[NII]]
* [[Shock]]
* [[Shock]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]

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.


See also