Browse Investing

Benchmark Spread Measures

Benchmark spread terms for credit spreads, default spreads, government spreads, OAS, nominal spreads, and Z-spreads.

Benchmark spread measures compare a bond’s yield or price-implied return with a reference curve such as Treasuries, government bonds, swaps, or model-implied discount rates.

Use this branch when relative value depends on which spread convention is being quoted and what benchmark it uses.

Key Terms in This Branch

TermWhat it clarifies
Credit SpreadYield compensation over a reference rate for credit and related risks.
Default SpreadSpread connected to default-risk compensation.
G-SpreadSpread over an interpolated government bond curve.
Nominal SpreadSimple spread to a selected benchmark yield.
Option-Adjusted SpreadSpread adjusted for embedded-option value under model assumptions.
Z-SpreadConstant spread added to a spot curve to discount cash flows.

What to Verify

Check benchmark curve, interpolation method, option model, cash-flow assumptions, settlement date, price source, currency, tax status, and whether the spread is quoted on the same basis as the comparison security.

Common Mistakes

  • Comparing OAS and nominal spread without explaining the option adjustment.
  • Ignoring benchmark-curve choice.
  • Treating modeled spread precision as if it removes estimation risk.
  • Reading a spread change without checking whether the bond price or the benchmark moved.

In this section

Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.

Credit Spread

Extra bond yield investors demand over a safer benchmark to compensate for credit risk and related fixed-income risks.

Default Spread

A default spread is the yield premium investors require for default risk relative to safer bonds with similar maturity.

G-Spread

Bond spread measure comparing a bond's yield with the yield of a government bond of similar maturity.

Nominal Spread

Nominal spread is the yield difference between a bond and a comparable Treasury benchmark without adjusting for curve shape.

OAS

Fixed-income spread measure that removes embedded-option value so callable or prepayable bonds can be compared more fairly.

Z-Spread

Fixed-income spread measure that adds one constant spread to each point on the benchmark spot curve to match a bond's price.

Revised on Sunday, June 21, 2026