In finance, a credit spread is the difference in yield between different securities due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate.
See also
| Bond market | |
|---|---|
| Types of bonds by issuer | |
| Types of bonds by payout | |
| Derivatives | |
| Pricing | |
| Yield analysis | |
| Credit and spread analysis |
Credit analysis · Credit risk · Credit spread · Yield spread · Option adjusted spread |
| Interest rate models | |
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