Credit spread risk

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Revision as of 12:56, 24 June 2022 by imported>Doug Williamson (Remove surplus link.)

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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

Credit risk
Credit spread
Credit spread risk in the banking book (CSRBB)
G+
Interest Rate Risk in the Banking Book (IRRBB)
Issuer
Risk-free rate of return
Security
Yield

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