# Spread risk

- Canonical URL: https://www.gerhardmerk.de/spread-risk-2
- Post ID: 590138
- Modified: 2023-07-25T21:11:50+00:00
- Language: en

## Definition

In a credit relationship, the risk that, due to special market circumstances, the interest rate differential between a risky and a risk-free bond may change while the credit rating remains unchanged. - See credit risk, credit default swap, risk management. - Cf. ECB Monthly Bulletin, November 2006, p. 43 (relationship between credit spreads and implied stock price volatility; overview). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

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