stasya project 1

1. TED spread: The TED spread is an indicator of perceived credit risk in the general economy. An

increase in the TED spread is a sign that lenders believe the risk of default on interbank loans (also

known as counterparty risk) is increasing.

2. Credit spread: A credit spread is the difference in yield between a U.S. T- bond and a debt security

with the same maturity but of lesser quality. Widening credit spreads indicate growing concern about

the ability of corporate (and other private) borrowers to service their debt while narrowing credit

spreads indicate improving private creditworthiness.


Skills: Excel

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Project ID: #15332480

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