Credit spread risk: Difference between revisions
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imported>Doug Williamson (l) |
imported>Doug Williamson m (Categorise.) |
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* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
* [[Yield]] | * [[Yield]] | ||
[[Category:Corporate_financial_management]] | |||
[[Category:Financial_risk_management]] |
Revision as of 11:13, 21 February 2018
1.
Any risk of adverse effects resulting from a change in credit spreads.
2.
The risk of losses in the value of securities, resulting from a worsening of the credit risk of the issuer.