Basis point value
id:
basis-point-value-286-17630039
title:
Basis point value
text:
In finance, basis point value (BPV) denotes the change in the price of a bond given a basis point change in the yield of the bond. Basis point value tells us how much money the positions will gain or lose for a 0.01% per annum parallel movement in the yield curve. It is specified for interest rate risk and quantifies the interest rate risk for small changes in interest rates. The basis point value of a bond is roughly proportional to its duration.
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wiki
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encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Basis_point_value
date created:
date modified:
2022-06-28T07:41:36Z
main entity:
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13
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