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:
Course Level & Number of Courses: Intermediate Level, Library of 17 Courses Instructional Method: Dynamic, Interactive e-learning Recommended Background: Familiarity with basic financial concepts Key Topics Covered: * Fixed Income Markets-Overview * Bond Pricing and Yield Measures * Treasury Securities * Corporate Bonds * Global Bonds-I * Global Bonds-II * Treasury Inflation Protected Securities (TIPS) * Duration * Convexity * Basis Point Value * High Yield Bonds * Brady Bonds * Option Embedded Bonds * Collateralized Mortgage Obligations * Interest Rate Swaps * Caps, Floors, Collars and Captions * Forward Rate Agreements * Bond Trading Strategies * Municipal Bonds For more information visit http://www.
Basis Point Value (BPV) --Concept of Basis Point Value --Relationship between BPV, Duration and Modified Duration --BPV for On-Balance Sheet items --BPV for Off-Balance Sheet items --BPV of a Portfolio 6.