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Credit Risk Premia

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

Credit Risk Premium

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

Synthetic Credit Risk Premium

The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...

MRP

It stands for market risk premium; in accounting, market risk premium basically has two distinct meanings: "market risk" premium and...

Market Risk Premium

In accounting, market risk premium basically has two distinct meanings: "market risk" premium and market "risk premium". A "market risk"...