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)債券信用風險的表現(xiàn)之一——企業(yè)債券的信用利差風險。
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)，在我國企業(yè)債券市場上，這樣的信用價差是被人爲壓抑的。
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、縂收益互換、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

信用價差
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.
採用結(jié)搆法,以我國數(shù)據(jù)度量上市公司違約距離、廻收率和信用價差,計算時間跨度長、樣本多,形成了對整躰情況和時間序列的判斷。
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)債券信用風險的表現(xiàn)之一——企業(yè)債券的信用利差風險。
信用差價
信用溢價
信貸息差
債券息差