credit spread

基本解釋

And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
緊接著著重分析企業(yè)債券信用風(fēng)險(xiǎn)的表現(xiàn)之一——企業(yè)債券的信用利差風(fēng)險(xiǎn)。
After discuss in this article, we found that in our corporate bond market, such credit spread is artificially constrained.
經(jīng)本文研究發(fā)現(xiàn)，在我國(guó)企業(yè)債券市場(chǎng)上，這樣的信用價(jià)差是被人為壓抑的。
There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.
信用衍生工具的主要品種有信用違約互換、總收益互換、信用違約期權(quán)、信用利差期權(quán)、信用聯(lián)系票據(jù)。

Here is a chart which shows the credit spread of high yield bonds vs. the default rate of high yield bonds since 1997.
FORBES: Connect
The credit spread simply measures how much more high yield bonds yield than treasuries of similar maturities (read more on the basics of credit spreads here).
FORBES: Connect
The upside over the life of the bond, if any, comes from any fall in interest rates and, in the case of corporate or emerging-market bonds, from a contraction in the credit spread—that is, from the perception in the market that borrowers are more likely than they were to repay investors when the bond matures.
ECONOMIST: Buttonwood

Credit t spread 債券息差
Credit -spread Products 差產(chǎn)品
Credit spread risk 信用價(jià)差風(fēng)險(xiǎn);利差風(fēng)險(xiǎn);信用風(fēng)險(xiǎn)差風(fēng)險(xiǎn)溢價(jià)
the option credit spread 選擇權(quán)的信用價(jià)差
credit spread narrowing 信用利差緊縮

信用價(jià)差
The article adopts structure method to measure Chinese listing companies default distance, recovery rate and credit spread and come into being an integrated and serial judge with long time data collection and massive samples.2.
采用結(jié)構(gòu)法,以我國(guó)數(shù)據(jù)度量上市公司違約距離、回收率和信用價(jià)差,計(jì)算時(shí)間跨度長(zhǎng)、樣本多,形成了對(duì)整體情況和時(shí)間序列的判斷。
信用利差
And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
緊接著著重分析企業(yè)債券信用風(fēng)險(xiǎn)的表現(xiàn)之一——企業(yè)債券的信用利差風(fēng)險(xiǎn)。
信用差價(jià)
信用溢價(jià)
信貸息差
債券息差