Asset-Swap Spread

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Definition: Asset-Swap Spread

Asset-Swap Spread
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Full Definition of Asset-Swap Spread

The difference between the yield of a bond and the LIBOR curve, expressed in basis points. The asset-swap spread is designed to show the credit risk associated with the bond. Analysts will typically look at both the Z-spread and the asset-swap spread to see if there are discrepancies in a bond’s price. Unlike the Z-spread, the asset-swap spread is calculated using the bond’s yield to maturity.

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https://payrollheaven.com/define/asset-swap-spread/
Modern Language Association (MLA):
Asset-Swap Spread. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 19, 2024 https://payrollheaven.com/define/asset-swap-spread/.
Chicago Manual of Style (CMS):
Asset-Swap Spread. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/asset-swap-spread/ (accessed: April 19, 2024).
American Psychological Association (APA):
Asset-Swap Spread. PayrollHeaven.com. Retrieved April 19, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/asset-swap-spread/

Definition Sources

Definitions for Asset-Swap Spread are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 20th November, 2021 | 0 Views.