By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix LIBOR continues to be a substantial part of conversations in the financial world, particularly as this interest rate has been on the rise... Read More
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and FVA for OTC derivatives—and then dives deeper into the relationship between the two concepts.