Am Markt braut sich was zusammen: Risk-Parameter Ted-Spread ...

stokk, Sonntag, 25.09.2016, 19:22 (vor 1772 Tagen)6791 Views
bearbeitet von unbekannt, Sonntag, 25.09.2016, 20:03

...diese Woche um 35% gestiegen.
Any comments?


The TED spread is the difference between the three month T-bill interest rate and three month LIBOR. The TED spread is a measure of liquidity and shows the degree to which banks are willing to lend money to one another.

The TED spread can be used as an indicator of credit risk. This is because U.S. T-bills are considered risk free while the LIBOR rate reflects the credit risk of lending to commercial banks. As the TED spread increases, the risk of default (also known as counterparty risk) is considered to be increasing, and investors will have a preference for safe investments. As the spread decreases, the risk of default is considered to be decreasing.[1]

gesamter Thread:

RSS-Feed dieser Diskussion


Wandere aus, solange es noch geht.