credit spread

基本解释

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。
After discuss in this article, we found that in our corporate bond market, such credit spread is artificially constrained.
经本文研究发现，在我国企业债券市场上，这样的信用价差是被人为压抑的。
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种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。

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

信用价差
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.
采用结构法,以我国数据度量上市公司违约距离、回收率和信用价差,计算时间跨度长、样本多,形成了对整体情况和时间序列的判断。
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.
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。
信用差价
信用溢价
信贷息差
债券息差