Shift in credit spreads

Bond scenario analysis" module

Define the general widening or narrowing of credit spreads by entering a percentage in the "Default change" input field. You can also enter a securities-related absolute change in basis points in the "Shift [bp]" column.

In contrast to the yields , the changes do not add up here, but the parallel shift only applies to the securities for which you have not made an individual specification in the "Shift [bp]" column.