- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 29. Credit Analysis Models
- Subject 1. Modeling Credit Risk and the Credit Valuation Adjustment
CFA Practice Question
The most commonly used measure of credit risk is ______.
B. G spread
C. P spread
A. S spread
B. G spread
C. P spread
Correct Answer: B
It is known as the credit risk: the difference between the yields to maturity on a corporate bond and a government bond with the same maturity.
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