Table of Credit Adjustment Spread (CAS) values for Risk Free Rates:

 

 

GBP

 

USD

 

CHF

 

YEN

Overnight

-0.0024

0.00644

-0.0551*

-0.01839*

1 week

0.0168

0.03839

-0.0705

-0.01981

1 month

0.0326

0.11448

-0.0571

-0.02923

2 months

0.0633

0.18456

-0.0231

-0.00449

3 months

0.1193

0.26161

0.0031

0.00835

6 months

0.2766

0.42826

0.0741

0.05809

12 months

0.4644

0.71513

0.2048

0.166

 

* Overnight CHF and YEN values refer to Spot/Next dates

 

 

CAS value for Allied Irish Bank (GB) / AIB (NI) Base rate 

 

 

0.05