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YouTube T4-32: Fixed income: Bond DV01 (aka, price value of basis point)

Nicole Seaman

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Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 4, One-factor Risk Metrics and Hedges). The DV01 stands for "dollar value of an .01% (one basis point)." It is also called the Price Value of a Basis Point (PVBP). It is the bond's or fixed income portfolio's dollar change given a one basis point decline in the yield.


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