Duration and basis point value are incomplete measures of market risk, particularly for large market moves where prepayment speeds change dramatically and alter the risk profile of a mortgage portfolio.
What does BPV stand for?
BPV stands for Basis Point Value
This definition appears frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of BPV
We have 50 other meanings of BPV in our Acronym Attic
- Bhartiya Patita Uddhar Sabha (Indian health care organization)
- Bereaved Parents of the USA
- Baldwin Park Unified School District (Baldwin Park, CA)
- Biju Patnaik University of Technology (Rourkela, Orissa, India)
- Back Pack Vacuum (various companies)
- Back Pressure Valve (oil and gas industry)
- Backflow Prevention Valve
- Badminton du Pays Voironnais (French badminton club)
- Badminton Point Vienna (club; Vienna, Austria)
- Banca Popolare di Verona (Italian Bank)
- Battle Planning and Visualization
- Benign Positional Vertigo
- Biologie et Pharmacologie du Vieillissement (French: Biology and Pharmacology of Aging)
- Bipolar Violation
- Bipropellant Valve
- Bleeding per Vagina
- Blood Pressure Variability
- Boiler and Pressure Vessel (American Society of Mechanical Engineers)
- Bonnes Pratiques Vétérinaires (French: Good Veterinary Practices)
- Bovine Papilloma Virus
Samples in periodicals archive:
Fixed Income Markets - Overview - Bond Pricing and Yield Measures - Treasury Securities - Corporate Bonds - Global Bonds-I - Global Bonds-II - Duration - Convexity - Basis Point Value - High Yield Bonds - Brady Bonds - Option Embedded Bonds - Collateralised Mortgage Obligations - Interest Rate Swaps - Caps, Floors, Collars and Captions - Forward Rate Agreements - Bond Trading Strategies
Furthermore, this tool provides important sensitivity statistics such as basis point value, duration and convexity, plus valuation models such as Garman Kolhhagen Model for European Style Options, etc.