Glossary entry

German term or phrase:

Kreditpreisschwankungen

English translation:

fluctuations in credit spreads

Added to glossary by Natalie Wilcock (X)
Jun 28, 2002 09:56
21 yrs ago
German term

Kreditpreisschwankungen

German to English Bus/Financial Investment / Securities
Der Schutz des Portfolios gegen Kreditausfälle und gegen Kreditpreisschwankungen ist eine wichtige, nicht mehr zu vernachlässigende Komponente des Portfoliomanagements geworden
Change log

Aug 9, 2005 14:55: Natalie Wilcock (X) changed "Field (specific)" from "(none)" to "Investment / Securities"

Proposed translations

4 hrs
Selected

fluctuation in credit spreads

I suspect this also refers to credit derivatives; when using these instruments you usually decompose the total return on an asset into a "risk-free" interest rate (Libor or a similar reference rate for the short-term range, or the zero-coupon government yield curve for the medium to long end) and a credit spread which reflects the borrower's (issuer's) relative risk compared to an investment that is considered risk-free.
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4 KudoZ points awarded for this answer.
+1
12 mins

fluctuation in interest (rates)

"credit price" is interest (Zinsen in German)
Peer comment(s):

agree Eva Blanar
18 mins
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14 mins

lending rate fluctuation

or: fluctuation of lending rates.

Hope this helps
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