...违约风险(default risk),指交易一方不愿或无力支付约定款项而交易另一方遭受损失的性;另一是信用价差风险(credit spread risk),指信用品质的引起信用价差的而的损失。
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信贷利差风险(credit spread risk) 是指资金需求者的信用等级资产评级被下调, 信贷利差扩大而导致的资产经济的价值或市值下降可能性, 此类风险强调资产的质量价值...
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cfa汇率升值 ... duration久期 = - 债券价格变化率/收益(利率)变化率(计算出来是正数?)。 credit spread risk信用风险差:风险溢价 downgrade risk降级风险。 ...
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corporate credit spread risk 公司信用额度风险
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
另一个观察信用风险的途径:比较伦敦同业拆借率较银行信用违约互换升水的情况,信用违约互换是衡量违约的工具。
Yet just because credit risk is more evenly spread does not necessarily mean the system as a whole is safe.
然而信贷风险更均匀的分布并不一定意味着整个银行系统是安全的。
And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
紧接着着重分析企业债券信用风险的表现之一——企业债券的信用利差风险。
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