Spread: Difference between revisions
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1. | 1. ''Two-way price quotations''. | ||
Bid-offer spread. | Bid-offer spread. | ||
2. | 2. ''Borrowing and investment''. | ||
The differential between the yields on two fixed-income securities, usually expressed in basis points. | 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. | |||
In statistics, the extent to which data are clustered centrally, or more widely dispersed. | 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. | Measured for example by Standard deviation, Variance or Mean deviation. | ||
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== See also == | == See also == | ||
* [[Basis point]] | * [[Basis point]] | ||
* [[Bear spread]] | |||
* [[Bid-offer spread]] | * [[Bid-offer spread]] | ||
* [[Bull spread]] | |||
* [[Credit adjustment spread]] | |||
* [[Credit spread]] | |||
* [[Credit spread risk]] | |||
* [[ISDA spread adjustment]] | |||
* [[Mean deviation]] | * [[Mean deviation]] | ||
* [[Performance spread]] | |||
* [[Secondary spread]] | |||
* [[Skewness]] | * [[Skewness]] | ||
* [[Spread bet]] | |||
* [[Spread risk]] | |||
* [[Spread to Treasury / Governments]] | |||
* [[Standard deviation]] | * [[Standard deviation]] | ||
* [[Swap spread]] | |||
* [[Swap spread risk]] | |||
* [[TED spread]] | |||
* [[Two-way price]] | |||
* [[Variance]] | * [[Variance]] | ||
* [[Yield]] | |||
* [[Yield spread]] | |||
[[Category:Corporate_financial_management]] | |||
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
