Quality spread differential
id:
quality-spread-differential-244-2475619
title:
Quality spread differential
text:
Quality spread differential (QSD) arises during an interest rate swap in which two parties of different levels of creditworthiness experience different levels of interest rates of debt obligations. A positive QSD means that a swap is in the interest of both parties.
A QSD is the difference between the default-risk premium differential on the fixed- rate debt and the default-risk premium differential on the floating-rate debt. In general, the former is greater than the latter.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Quality_spread_differential
date created:
date modified:
2022-10-07T23:09:46Z
main entity:
{"identifier":"Q7268792","url":"https://www.wikidata.org/entity/Q7268792"}
image:
fields total:
13
integrity:
13