Şunu aradınız:: credit spread risk (shift 1bp): (İngilizce - Slovence)

credit spread risk
tveganje spremembe kreditnega razmika

credit spread
kreditni razmik

spread risk
tveganje razpona

spread risk sub-module
podmodul tveganja razpona

total return, credit spread or credit swaps,
zamenjavami skupnih donosov, kreditnih razmikov ali kreditov,

credit spread risk, including the gamma and cross-gamma effects;
tveganje spremembe kreditnega razmika, vključno z učinki game in navzkrižne game;

credit spreads.
kreditni razponi;

unearned credit spreads
pričakovana neplačila nerealiziranega kreditnega razmika

analysis of credit spreads
analiza „kreditnih razmikov“

is the credit spread of the counterparty at tenor ti, used to calculate the cva of the counterparty.
kreditni razmik nasprotne stranke pri trajanju (tenor) ti, uporabljen za izračun cva nasprotne stranke.

a call option combined with an increase in the credit spread of the instrument if the call is not exercised;
opcijo odpoklica skupaj s povečanjem kreditnega razmika instrumenta, če se odpoklic ne uveljavi;

where the model uses credit spread sensitivities to parallel shifts in credit spreads, an institution shall use the following formula:
kadar model uporablja občutljivosti kreditnega razmika na vzporedne premike v kreditnih razmikih, institucija uporabi naslednjo formulo:

the credit spread portfolio (csp) and public sector portfolio (psp) (estimated at approximately eur 134 billion at 31 december 2009),
portfelj kreditnega razmika (credit spread portfolio) in portfelj javnega sektorja (public sector portfolio) (po ocenah naj bi 31. decembra 2009 znašala približno 134 milijard eur),

the sensitivity of the values of assets, liabilities and financial instruments to changes in the level or in the volatility of credit spreads over the risk-free interest rate term structure (spread risk);
občutljivost vrednosti sredstev, obveznosti in finančnih instrumentov na spremembe v ravni ali nepredvidljivost kreditnega razpona preko časovne strukture netvegane obrestne mere (tveganje razpona);

a call option combined with a change in reference rate where the credit spread over the second reference rate is greater than the initial payment rate minus the swap rate;
opcijo odpoklica skupaj s spremembo referenčne obrestne mere, če je kreditni razmik v zvezi z drugo referenčno obrestno mero večji od stopnje prvega plačila, zmanjšane za obrestno mero zamenjave;

however, due to their long maturities and with the market credit spread widening since acquisition, the securities suffered from a significant discount in terms of market price.
vendar se je zaradi njihove dolge zapadlosti in zaradi tega, ker se je kreditni razmik na trgu od prevzema naprej večal, tržna cena vrednostnih papirjev precej zmanjšala.

where the model uses second-order sensitivities to shifts in credit spreads (spread gamma), the gammas shall be calculated based on the formula in paragraph 1.
kadar model uporablja občutljivosti drugega reda na premike v kreditnih razmikih (razmik gama), se game izračunajo na podlagi formule iz odstavka 1.

credit spreads for bonds with a 1- and 3-year maturity — kpn
kreditni razmiki z rokom plačila od 1 do 3 let – kpn

the group expects market conditions to stabilise from 2014 and credit spreads to converge towards their historic mean.
skupina dexia pričakuje, da naj bi se njeni tržni pogoji stabilizirali od leta 2014 dalje, kreditni razmiki pa bi se približali smeri preteklega povprečja.

credit spreads for bonds with a 1- and 3-year maturity — france télécom
kreditni razmiki z rokom plačila v obdobju od 1 do 3 let – france télécom