Credit spread - Revision history

imported>Doug Williamson: Add link.

2022-07-06T12:05:11Z

Add link.

2021-03-29T19:40:57Z

Remove duplication.

← Older revision		Revision as of 19:40, 29 March 2021
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	3~~. ''Debt security.''~~		3. ''Other borrowings.''

	~~The extra yield on a debt security over the equivalent theoretical 'risk-free' security.~~

	~~In other words the proportion of the total return that the issuer must pay due to credit risk.~~


	4. ''Other borrowings.''

	Similarly, the extra interest payable on a borrowing - over the reference 'risk-free' market interest rate - to reflect a borrower's credit risk.		Similarly, the extra interest payable on a borrowing - over the reference 'risk-free' market interest rate - to reflect a borrower's credit risk.

2021-03-27T21:28:42Z

Add 4th definition. Sources: linked pages.

← Older revision		Revision as of 21:28, 27 March 2021
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	In other words the proportion of the total return that the issuer must pay due to credit risk.		In other words the proportion of the total return that the issuer must pay due to credit risk.


			4. ''Other borrowings.''

			Similarly, the extra interest payable on a borrowing - over the reference 'risk-free' market interest rate - to reflect a borrower's credit risk.


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	* [[G+]]		* [[G+]]
	* [[Risk-free rate of return]]		* [[Risk-free rate of return]]
			* [[Risk-free rates]]
	* [[Security]]		* [[Security]]
			* [[Spread]]
	* [[Yield]]		* [[Yield]]

2021-03-25T15:25:46Z

Add headers.

← Older revision		Revision as of 15:25, 25 March 2021
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	1.		1. ''Securities - issuer's credit quality.''

	The difference in yield between a given security and a comparable benchmark government security.		The difference in yield between a given security and a comparable benchmark government security.
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	2.		2. ''Securities - value differential.''

	The difference in value of two securities with comparable maturity and yield but different credit jurisdiction.		The difference in value of two securities with comparable maturity and yield but different credit jurisdiction.


	3.		3. ''Debt security.''

	The extra yield on a debt security over the equivalent theoretical 'risk-free' security.		The extra yield on a debt security over the equivalent theoretical 'risk-free' security.
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	* [[G+]]		* [[G+]]
	* [[Risk-free rate of return]]		* [[Risk-free rate of return]]
			* [[Security]]
	* [[Yield]]		* [[Yield]]

2019-08-23T06:39:26Z

Layout.

← Older revision		Revision as of 06:39, 23 August 2019
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	3.		3.

	The extra yield on a debt security over the equivalent theoretical 'risk-free' security. In other words the proportion of the total return that the issuer must pay due to credit risk.		The extra yield on a debt security over the equivalent theoretical 'risk-free' security.

			In other words the proportion of the total return that the issuer must pay due to credit risk.

2018-02-21T11:02:43Z

Categorise.

← Older revision		Revision as of 11:02, 21 February 2018
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	* [[Risk-free rate of return]]		* [[Risk-free rate of return]]
	* [[Yield]]		* [[Yield]]

			[[Category:Corporate_financial_management]]
			[[Category:Financial_risk_management]]
			[[Category:Financial_products_and_markets]]

2018-02-05T20:14:13Z

2016-08-24T15:09:40Z

Add links.

2016-05-11T11:27:58Z

Layout.

← Older revision		Revision as of 11:27, 11 May 2016
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	1~~. The difference in yield between a given security and a comparable benchmark government security. It gives an indication of the issuer’s credit quality~~.		1.

	2. The difference in ~~value of two securities with~~ comparable ~~maturity and yield but different credit jurisdiction~~.		The difference in yield between a given security and a comparable benchmark government security.

	3. The extra yield on a debt security over the equivalent theoretical 'risk-free' security. In other words the proportion of the total return that the issuer must pay due to credit risk.		It gives an indication of the issuer’s credit quality.


			2.

			The difference in value of two securities with comparable maturity and yield but different credit jurisdiction.


			3.

			The extra yield on a debt security over the equivalent theoretical 'risk-free' security. In other words the proportion of the total return that the issuer must pay due to credit risk.

2016-02-11T12:30:31Z

Added extra line space before See also

← Older revision		Revision as of 12:30, 11 February 2016
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	3. The extra yield on a debt security over the equivalent theoretical 'risk-free' security. In other words the proportion of the total return that the issuer must pay due to credit risk.		3. The extra yield on a debt security over the equivalent theoretical 'risk-free' security. In other words the proportion of the total return that the issuer must pay due to credit risk.


	== See also ==		== See also ==