CAS: Difference between revisions
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imported>Doug Williamson (Create page. Sources: Linked pages.) |
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* [[Credit adjustment spread]] | * [[Credit adjustment spread]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[Credit sensitive rate]] (CSR) | |||
* [[Fallback]] | * [[Fallback]] | ||
* [[IBOR]] | * [[IBOR]] | ||
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[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Corporate_finance]] | [[Category:Corporate_finance]] | ||
[[Category:Financial_products_and_markets]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Investment]] | [[Category:Investment]] | ||
[[Category:Long_term_funding]] | [[Category:Long_term_funding]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Risk_reporting]] | |||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] | ||
[[Category: | [[Category:The_business_context]] | ||
Latest revision as of 07:09, 4 October 2024
Interest rates - reference rates - LIBOR transition - Financial Conduct Authority - fallback - pricing - credit risk.
Abbreviation for Credit Adjustment Spread.
It reflects the additional credit risk in IBOR rates, compared with risk-free rates.
