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
- PORTFOLIO MARKET VALUE SENSITIVITY YIELD CURVE (PMVS-YC)
Shows the estimated loss in pre-tax portfolio market value from an immediate adverse 25 basis point change in the slope (up or down) of the LIBOR yield curve. This disclosure reflects the average of the daily PMVS-YC estimates for the given month or quarter. **Back