Talk:Z-spread

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Isn't the Z-Spread typically to the Treasury curve instead of the swap curve?

Yes. I've corrected that. Finnancier (talk) 06:42, 7 February 2008 (UTC)

[edit] Merger proposal

I propose that Yield curve spread be merged into Z-spread for the following reasons.

• The use of the term yield curve spread to refer to MBS is limited, according to a Google search.
• The term yield curve spread more intuitively refers to the shape of the yield curve, hence its name.
• Both yield curve spread and Z-spread are flat spreads over Treasuries. Because they refer to the same thing, they should have the same page.
• The yield curve spread page should be expanded to include explanations of why a negative yield curve spread is seen as a predictor of future recessions. Finnancier (talk) 06:42, 7 February 2008 (UTC)