EVE and Risk free: Difference between pages

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Economic Value of Equity.
The term ''risk free'' refers to theoretical assets on which the risk free rate of return is earned.


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 ==
* [[Risk free rate of return]]


== See also ==
[[Category:Long_term_funding]]
* [[Economic value]]
[[Category:Corporate_finance]]
* [[Equity]]
[[Category:Corporate_finance]]
* [[Interest]]
[[Category:Corporate_finance]]
* [[IRRBB]]
[[Category:Manage_risks]]
* [[NII]]
* [[Shock]]

Revision as of 11:20, 27 June 2014

The term risk free refers to theoretical assets on which the risk free rate of return is earned.


See also

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