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credit spread
noun
Extra interest charged to borrowers with a bad credit rating
Exact(51)
Well, there's a credit spread out there for US Treasury.
The credit spread reflects the probability of default.
In this model, more volatile or more procyclical inflation lead to quantitatively important credit spread increases.
New Jersey legislators just introduced a bill that would give buyers a $15,000 credit spread over three years.
Second, financial innovations that first appeared in the 1920s, notably consumer credit, spread in the postwar decades.
This chapter begins by introducing the two most common credit derivatives credit default swaps and credit spread options—and continues with OTC exotic options.
Similar(9)
This risk is measured by the spread dubbed the credit spread that these bonds offer over Treasuries: the greater the risk, the higher this is.Last year, the big money was made from falling credit spreads.
It also brought down credit spreads.
And credit spreads were at historic lows.
One of those, higher credit spreads, has indeed appeared.
There is some evidence of a growing divergence between credit spreads and credit ratings.
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