Spread: Difference between revisions
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* [[Spread bet]] | * [[Spread bet]] | ||
* [[Spread risk]] | * [[Spread risk]] | ||
* [[Spread to Treasury/Governments]] | * [[Spread to Treasury / Governments]] | ||
* [[Standard deviation]] | * [[Standard deviation]] | ||
* [[Swap spread]] | * [[Swap spread]] | ||
Latest revision as of 01:13, 2 January 2023
1. Two-way price quotations.
Bid-offer spread.
2. Borrowing and investment.
The differential between the yields on two fixed-income securities, usually expressed in basis points.
In the corporate borrowing context, it is usually the difference between the yield on a fixed-income corporate security, and a comparable risk-free investment, such as a gilt.
3. Borrowing.
An addition to the interest rate charged to a borrower, reflecting their credit risk.
Also known as credit spread.
4. Statistics.
In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed.
Measured for example by Standard deviation, Variance or Mean deviation.
See also
- Basis point
- Bear spread
- Bid-offer spread
- Bull spread
- Credit adjustment spread
- Credit spread
- Credit spread risk
- ISDA spread adjustment
- Mean deviation
- Performance spread
- Secondary spread
- Skewness
- Spread bet
- Spread risk
- Spread to Treasury / Governments
- Standard deviation
- Swap spread
- Swap spread risk
- TED spread
- Two-way price
- Variance
- Yield
- Yield spread
