MVPE

MVPE
market value of portfolio equity (MVPE)
The difference between the sum of the present values of all cash flows from assets and the sum of the present values of all cash flows from liabilities. In other words, the market value of the institution's capital account. Defined by the Office of Thrift Supervision ( OTS) to represent the difference between the market value of a financial institution's assets and liabilities plus or minus the value of any off-balancesheet positions. This is a proxy or estimate used for capital when the sensitivity of capital to changes in prevailing interest rates is calculated. As used by thrift institutions and the OTS, the term has been replaced by " net portfolio value" or NPV.
As used by bankers and banking regulators, the term is slowly being replaced by " economic value of equity" or EVE.
See net economic value and value at risk. American Banker Glossary

Financial and business terms. 2012.

Игры ⚽ Поможем написать реферат

Look at other dictionaries:

  • MVPE — Multi Version Personal Editor Editor unter IBM VM/CMS mit Versionsverwaltungsmöglichkeiten, Nachfolger von P EDIT …   Acronyms

  • MVPE — Multi Version Personal Editor Editor unter IBM VM/CMS mit Versionsverwaltungsmöglichkeiten, Nachfolger von P EDIT …   Acronyms von A bis 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… …   Financial and business terms

  • market value simulation — The process of generating multiple forecasts for future interest rate scenarios and then discounting the estimated cash flows anticipated under those rate scenarios. The results of market value simulation are a range of forecasted market values… …   Financial and business terms

  • economic value of equity — ( EVE) One measure of exposure to interest rate risk. The difference between the sum of the present values of all cash flows from assets and the sum of the present values of all cash flows from liabilities. This difference is a proxy or estimate… …   Financial and business terms

  • EVE — economic value of equity (EVE) One measure of exposure to interest rate risk. The difference between the sum of the present values of all cash flows from assets and the sum of the present values of all cash flows from liabilities. This difference …   Financial and business terms

  • market value of portfolio equity — ( MVPE) The difference between the sum of the present values of all cash flows from assets and the sum of the present values of all cash flows from liabilities. In other words, the market value of the institution s capital account. Defined by the …   Financial and business terms

Share the article and excerpts

Direct link
… Do a right-click on the link above
and select “Copy Link”