Credit spread risk: Difference between revisions
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imported>Doug Williamson m (Categorise.) |
imported>Doug Williamson (Add links.) |
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* [[G+]] | * [[G+]] | ||
* [[IRRBB]] | * [[IRRBB]] | ||
* [[Issuer]] | |||
* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
* [[Security]] | |||
* [[Yield]] | * [[Yield]] | ||
[[Category:Corporate_financial_management]] | [[Category:Corporate_financial_management]] | ||
[[Category:Financial_risk_management]] | [[Category:Financial_risk_management]] | ||
Revision as of 13:49, 22 August 2019
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.
