Business and Personal Finance Dictionary

# A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 

• DURATION MVPE
  
  The measured interest rate sensitivity of bank equity calculated with the use of duration methodology. The modified duration of equity. This name is used to distinguish between MVPE rate sensitivity calculated using duration methodology and the more common VAR calculation using economic value simulation methodology.
  
  Back