Credit spread risk: Difference between revisions
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imported>Doug Williamson (Add links.) |
imported>Doug Williamson (Mend link.) |
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* [[CSRBB]] | * [[CSRBB]] | ||
* [[G+]] | * [[G+]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Issuer]] | * [[Issuer]] | ||
* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
Revision as of 09:09, 24 June 2022
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.
