Spread risk

Spread risk means the risk of loss on a position that could result from a change in the bid or offer price of such position relative to a risk free or funding benchmark, including when due to a change in perceptions of performance or liquidity of the position.

Source

12 CFR § 1240.202

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Scoping language

Terms set forth in 1240.2 and used in this subpart have the definitions assigned in 1240.2.

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