Asset-Swap Spread

Business, Legal & Accounting Glossary

Definition: Asset-Swap Spread


Asset-Swap Spread


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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Asset-Swap Spread. PayrollHeaven.com. Retrieved November 30, 2021, 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.