Spread: Difference between revisions
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imported>Doug Williamson (Add 3rd definition. Sources: linked pages.) |
imported>Doug Williamson (Add link.) |
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* [[Standard deviation]] | * [[Standard deviation]] | ||
* [[TED spread]] | * [[TED spread]] | ||
* [[Two-way price]] | |||
* [[Variance]] | * [[Variance]] | ||
* [[Yield]] | * [[Yield]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
Revision as of 23:19, 6 September 2021
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.
