Credit spread risk

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Revision as of 15:20, 24 August 2016 by imported>Doug Williamson (Create the page. Source: EBA https://www.eba.europa.eu/documents/10180/1084098/EBA-GL-2015-08+GL+on+the+management+of+interest+rate+risk+.pdf)
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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