About DV01

The DV01 indicates how the value of a derivative changes for a 1basispoint shift of the yield curve. It is calculates as a 1 basispoint parallel shift in the yield curve. The DV01 (or basispoint sensitivity) is one of the most important risk parameters for derivative users as it gives a clear indication of your current value at risk.

DV01 is specialized in custom made reports of a wide range of financial derivatives. We focus solely on pre & post-trade analysis like price discovery for treasury and risk managers. Our data are sourced independently.