Economic Value of Equity: Full Revaluation under ±200 bp
This lesson is part of the course
In this lesson
You discount Quillmoor Bank's asset and liability cash flows at the base curve and at shocked curves, measure the change in the economic value of equity and compare the worst case with Tier 1 capital.
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Lessons in this course
- Net Interest Income, NIM & the Rate/Volume Split Locked
- Repricing Gap by Time Bucket & the Cumulative Gap Locked
- NII Sensitivity: ±200 bp Parallel Rate Shock Locked
- Duration of Assets & Liabilities and the Duration Gap Locked
- Economic Value of Equity: Full Revaluation under ±200 bp Locked
- Liquidity Coverage Ratio: HQLA, Haircuts & Run-off Rates Locked
- Net Stable Funding Ratio: ASF & RSF Factors Locked
- Funds Transfer Pricing: FTP Margin by Product Locked