X hits on this document

Powerpoint document

MANAGING INTEREST RATE RISK: DURATION GAP AND MARKET VALUE OF EQUITY - page 32 / 39

86 views

0 shares

0 downloads

0 comments

32 / 39

Sensitivity of economic value of equity (MVE) versus most likely (zero shock) interest rate scenario

Sensitivity of Economic Value of Equity measures the change in the economic value of the corporation’s equity under various changes in interest rates.  Rate changes are instantaneous changes from current rates.  The change in economic value of equity is derived from the difference between changes in the market value of assets and changes in the market value of liabilities.

Document info
Document views86
Page views86
Page last viewedMon Dec 05 15:12:17 UTC 2016
Pages39
Paragraphs367
Words2250

Comments