Examples of 'credit spread' in a sentence
Meaning of "credit spread"
credit spread: In finance, a credit spread refers to the difference in interest rates between two financial instruments. It is commonly used to assess the credit risk of bonds or loans, with a higher credit spread indicating higher risk
Show more definitions
- extra interest charged to borrowers with a bad credit rating
How to use "credit spread" in a sentence
Basic
Advanced
credit spread
Proxy was used to determine credit spread.
Rating and credit spread information is provided by issuer.
The revised valuation is provided by a model which uses the initial credit spread.
The credit spread has been included in both cases.
The third chapter provides a stochastic model to calculate the daily sovereign credit spread.
The credit spread reflects the risk of default.
The targets exclude the positions from the provincial credit spread overlay strategy described below.
An increase in credit spread generally decreases the value of a debt security.
Of which: proxy was used to determine credit spread.
Credit spread option.
Market risk also includes credit spread risk on these invested assets.
Credit spread options.
Total return, credit spread or credit swaps.
Credit spread swap.
The high-yield spread is also commonly known as the credit spread.
See also
The bear call credit spread involves two call options.
In fiscal 2018, the Fund introduced the provincial credit spread overlay strategy.
Credit spread risk is an important but often ignored component of income investing.
For liabilities, Risk free rate + own credit spread liquidity spreads.
Find the credit spread for loans and the deposit franchise spread for deposits.
Other than Credit default swaps, Credit spread options, Total return swaps.
The credit spread corresponding to the probability of default of the assets ;.
The credit spread corresponding to the expected loss resulting from downgrading of the assets ;.
The average credit spread in the base case using this methodology is calculated to be 2.3.
Credit spread risk, including the gamma and cross-gamma effects ;.
You'll also be interested in:
Examples of using Credit
Show more
You might have my credit card on file
Credit analysis and interest rate forecasts
I just checked my credit card charges online
Examples of using Spread
Show more
To spread the drops out as far as possible
I do not want to spread any panic or alarm
Spread from benchmark at issuance basis points
