Why should I choose AnalystNotes?
Simply put: AnalystNotes offers the best value and the best product available to help you pass your exams.
Basic Question 0 of 6
Which spread measure is considered to be an indicator of the risk and liquidity in the money markets?
B. Z-spread
C. LIBOR-OIS spread
A. Swap spread
B. Z-spread
C. LIBOR-OIS spread
User Contributed Comments 0
You need to log in first to add your comment.
I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
explain the swap rate curve and why and how market participants use it in valuation;
calculate and interpret the swap spread for a given maturity;
describe short-term interest rate spreads used to gauge economy-wide credit risk and liquidity risk;
CFA® 2025 Level II Curriculum, Volume 4, Module 26.