-
1 Portfolio-Sensitivitätsanalyse
Portfolio-Sensitivitätsanalyse f BÖRSE, FIN, STAT portfolio sensitivity analysis (Analyse des zinsinduzierten Kursrisikos von Zinsinstrumenten mit der Sensitivitätskennzahl PVBP = present value of a basis point = price value of a basis point = Basispunkt-Sensitivität; cf PVBP)Business german-english dictionary > Portfolio-Sensitivitätsanalyse
См. также в других словарях:
PVBP — Price Value of a Basis Point (Business » Stock Exchange) … Abbreviations dictionary
PVBP — See: price value of a basis point … Financial and business terms
Price Value of a Basis Point - PVBP — A measure used to describe how a basis point change in yield affects the price of a bond. Also knows as the value of a basis point (VBP) or basis point value (BPV). There is an inverse relationship between bond price and yield. As bond prices… … Investment dictionary
Price value of a basis point (PVBP) — Also called the dollar value of a basis point, a measure of the change in the price of the bond if the required yield changes by one basis point. The New York Times Financial Glossary … Financial and business terms
price value of a basis point — ( PVBP) Also called the dollar value of a basis point; a measure of the change in the price of a bond if the required yield changes by one basis point. Bloomberg Financial Dictionary … Financial and business terms
Risque de taux — Le risque de taux d un actif financier (respectivement passif financier) est la variation du prix ou de la valorisation de cet actif (respectivement passif) résultant d une variation des taux d intérêt. Différences de mesure Les mesures du risque … Wikipédia en Français