CAS and Encumbered: Difference between pages

From ACT Wiki
(Difference between pages)
Jump to navigationJump to search
imported>Doug Williamson
(Create page. Sources: Linked pages.)
 
imported>Doug Williamson
(Classify page.)
 
Line 1: Line 1:
''Interest rates - reference rates - LIBOR transition - Financial Conduct Authority - fallback - pricing - credit risk.''
An asset is said to be 'encumbered' when it is subject to a right - known as an encumbrance - enjoyed by someone other than the owner of the asset.


Abbreviation for Credit Adjustment Spread.


It reflects the additional credit risk in IBOR rates, compared with risk-free rates.
==See also==
 
*[[Encumbrance]]
 
*[[Unencumbered]]
== See also ==
* [[Credit adjustment spread]]
* [[Credit risk]]
* [[Fallback]]
* [[IBOR]]
* [[ISDA spread adjustment]]
* [[Legacy]]
* [[LIBOR]]
* [[Risk-free rates]] (RFR)
* [[Risk premium]]
* [[Synthetic LIBOR]]
* [[Transition risk]]


[[Category:Accounting,_tax_and_regulation]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Corporate_finance]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Latest revision as of 20:06, 30 June 2022

An asset is said to be 'encumbered' when it is subject to a right - known as an encumbrance - enjoyed by someone other than the owner of the asset.


See also