Financial Analysis

Short-Term Solvency Ratio

May 17, 2021
Banking

Tiered CD

May 18, 2021

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The sensitivity of a credit spread. It measures the change in fair value of a credit derivative (e.g., a credit default swap) in response to an upward shift of a given number of basis points in the par credit default swap spread curve of each reference entity in the reference group.

In the case of a single entity, only the default curve of the single reference entity is shifted a certain number of basis points.

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