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Generic Credit Spread |
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Generic credit spread Refers to the corporate bond spread for a particular credit rating and expiry. For example, 10-year single A corporates were priced or trading at 130 basis points above Treasuries last night, or said diffrently, 130 is the generic credit spread for 10-year single A corporates. Generic Credit Spread The difference in yield between two debt securities with the same features except riskiness. That is, the generic credit spread is the difference between a yield on a debt security with a given credit rating and the yield on another with the same coupon rate and maturity but a different credit rating. In all cases, the riskier debt security will have a higher yield. It is also simply called a credit spread. See also: Risk premium. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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