Übersetzung für "Spread duration" in Deutsch

The payment of the VAT is spread over the duration of the financing.

Well, for instance, the high spread duration of long-dated corporate bonds makes them particularly susceptible to spread widening.

From table 1, we can see that spread duration for the high yield floating rate market is 2.1 years.

Corporate bonds however also carry credit spread duration – the sensitivity of prices to moves in credit spreads (the market price of default risk).

Under a bearish scenario, with wider spreads and lower yields, the lower spread duration of the FRN market also plays in its favour relative to the fixed rate market (dashed blue circle).

However, the spread duration is around half that of the more traditional high yield universe at 4.1 years.

This cushion, calculated as the index’s OAS/Libor spread divided by its spread duration, was below 10bps barely one year ago, a level which practically priced in perfection.

On the other hand, if spreads were to tighten from current levels, we would expect the high yield floating rate market to see an associated capital gain smaller than the more traditional high yield universe, given lower spread duration and, on average, a smaller degree of call protection (a provision designed to protect bondholders by preventing the early redemption of a bond).

Lower valuations mean that investors have a bigger cushion before losing money from the credit component of the bond: for instance, for A-rated euro debt, which has a spread of 123 basis points (bps) over the risk-free rate and a spread duration (sensitivity to spread changes) of 5.12 years, the spread would need to widen by a further 62 bps before investors lose money (again, on the credit component of the bond).

The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.

Greater flexibility in working arrangements is reducing the size through spreading the duration of the peak.

When judging the sensory properties of the sun protection product according to the invention, especially those such as whitening effect on the skin upon spreading, gliding of the cream body between the fingers (texture), film thickness upon spreading (spreading effect), duration of spreading effect, tackiness after spreading, softness after spreading, fatty touch after spreading, gloss after spreading, powdery touch after spreading and general skin comfort must be taken into account.