Credit spread risk

From ACT Wiki
Revision as of 11:13, 21 February 2018 by imported>Doug Williamson (Categorise.)
Jump to navigationJump to search

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.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Credit_spread_risk&oldid=12750’