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Credit Spread Exposure

A type of credit risk exposure that involves a position in an instrument associated with a specific risk that arises...

    SDV01

    An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...

      CR01

      It stands for credit risk spread; a measure of credit default swap (CDS) value sensitivity. It measures the credit sensitivity...