Credit spread

Credit spread

Credit spread may refer to:


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  • credit spread — USA credit default spread, Also known as a credit default swap spread or a credit spread (or sometimes, simply, the spread). In derivatives, an amount, typically specified in basis points, above LIBOR that a …   Law dictionary

  • Credit Spread — Der Credit Spread ist ein Renditezuschlag, den Investoren bei einer Anlage in ausfallrisikobehaftete Unternehmensanleihen erhalten. Der Credit Spread kompensiert den Anleger für die mit der Investition verbundenen Risiken. Der Credit Spread wird… …   Deutsch Wikipedia

  • credit spread — Applies to derivative products. Difference in the value of two options, when the value of the one sold exceeds the value of the one bought. One sells a credit spread. Antithesis of a debit spread Related: quality spread. Bloomberg Financial… …   Financial and business terms

  • Credit Spread — 1. The spread between Treasury securities and non Treasury securities that are identical in all respects except for quality rating. 2. An options strategy where a high premium option is sold and a low premium option is bought on the same… …   Investment dictionary

  • Credit spread — Related:Quality spread * * * credit spread UK US noun [U] ► FINANCE, STOCK MARKET the difference between the interest paid on bonds that have a low level of risk, such as those sold by the US Treasury, and the interest paid on those that have a… …   Financial and business terms

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • Credit spread (bond) — Finance Financial markets Bond market …   Wikipedia

  • Credit Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… …   Investment dictionary

  • Credit spread warrant — A warrant (ie securitized option) that has as an underlying, the credit spread of a debt issuer …   Wikipedia

  • credit spread options — See credit options. American Banker Glossary …   Financial and business terms

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