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Basic Question 11 of 12
Which spread reflects risk in the banking system the most accurately?
B. Ted spread
C. Z spread
A. Swap spread
B. Ted spread
C. Z spread
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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt
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.