Spread: Difference between revisions
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imported>Doug Williamson (Clarify second definition.) |
imported>Doug Williamson (Add 3rd definition. Sources: linked pages.) |
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3. ''Statistics''. | 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. | In statistics, spread is the extent to which data are clustered centrally, or more widely dispersed. | ||
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* [[Basis point]] | * [[Basis point]] | ||
* [[Bid-offer spread]] | * [[Bid-offer spread]] | ||
* [[Credit spread]] | |||
* [[Mean deviation]] | * [[Mean deviation]] | ||
* [[Secondary spread]] | * [[Secondary spread]] | ||
Revision as of 21:24, 27 March 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.
