Credit spread risk: Difference between revisions

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imported>Doug Williamson
(Mend link.)
imported>Doug Williamson
(Mend links.)
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* [[Credit risk]]
* [[Credit risk]]
* [[Credit spread]]
* [[Credit spread]]
* [[CSRBB]]
* [[Credit spread risk]]
* [[Credit spread risk in the banking book]] (CSRBB)
* [[G+]]
* [[G+]]
* [[Interest Rate Risk in the Banking Book]]  (IRRBB)
* [[Interest Rate Risk in the Banking Book]]  (IRRBB)

Revision as of 12:55, 24 June 2022

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