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EVE Sensitivity Estimates ALCO members are considering the following EVE sensitivity estimates. The figures refer to the percentage change in market value of equity compared

EVE Sensitivity Estimates

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ALCO members are considering the following EVE sensitivity estimates. The figures refer to the percentage change in market value of equity compared with the base rate forecast scenario. What does the information say about the bank's overall interest rate risk? Discuss the role and impact of embedded options. ALCO members are considering the following EVE sensitivity estimates. The figures refer to the percentage change in market value of equity compared with the base rate forecast scenario. What does the information say about the bank's overall interest rate risk? Discuss the role and impact of embedded options

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