Credit spread and Credit spread risk in the banking book: Difference between pages

Revision as of 09:08, 24 June 2022

Bank supervision - capital adequacy.

(CSRBB).

The risk of adverse effects resulting from a change in credit spreads, arising from a bank's 'banking book'.

The banking book means non-trading activities, contrasted with the 'trading book'.

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+''Bank supervision - capital adequacy.''
-The difference in yield between a given security and a comparable benchmark government security.
+(CSRBB).
-It gives an indication of the issuer’s credit quality.
+The risk of adverse effects resulting from a change in credit spreads, arising from a bank's 'banking book'.
+The banking book means non-trading activities, contrasted with the 'trading book'.
-.
-The difference in value of two securities with comparable maturity and yield but different credit jurisdiction.
-.
-The extra yield on a debt security over the equivalent theoretical 'risk-free' security.  In other words the proportion of the total return that the issuer must pay due to credit risk.
 == See also ==
+* [[Bank supervision]]
+* [[Banking book]]
+* [[Capital adequacy]]
 * [[Credit risk]]
-* [[Credit spread risk]]
+* [[Credit spread]]
 * [[G+]]
+* [[Interest Rate Risk in the Banking Book]]  (IRRBB)
 * [[Risk-free rate of return]]
+* [[Trading book]]
 * [[Yield]]
-[[Category:Corporate_financial_management]]
 [[Category:Financial_risk_management]]
-[[Category:Financial_products_and_markets]]