More on OIS Discounting

How will the evolution of the interest rate options market toward the OIS approach impact pricing and modeling risks?  As part of our ongoing exploration into the market’s increasing complexities given OIS discounting and multi-curve approaches, we’...
Written Blog
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals. As part of our ongoing series on the impact of Overnight Index Swaps (OIS) discounting on valuation approaches, Numerix recently hosted...
Written Blog
With many of the world’s financial institutions in the process of migrating to new market standards, questions remain as to the potential impact on existing portfolios, as well as how to effectively manage instruments with longer-dated maturities...
Written Blog
Numerix CrossAsset, Version 10.0 Provides Model Innovation for Multi-Curve Pricing
New York, NY – March 13, 2012 – Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, released...
Press Release
Market participants are seeking a deeper understanding when it comes to the potential impact of moving to OIS discounting. The recent uptick in OIS curves as the valuation discounting basis for collateralized derivative deals, and the use of dual-...
Written Blog
Get up to speed quickly on OIS discounting – from foundations to advanced applications
Since the global financial crisis, OIS Discounting has emerged as a market standard for valuing swaps and interest rate derivatives, but the speed and level of...
Event Recording
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through central counterparties. Since clearinghouses use Overnight Index Swap (OIS) discounting for pricing collateralized swaps instead of...
On-Demand Webinar
Overnight Index Swap (OIS) discounting and Funding Valuation Adjustment (FVA) have been hot topics in the Over-the-Counter (OTC) derivatives market since the global financial crisis. While practitioners generally agree that fully collateralized...
On-Demand Webinar
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. The white paper also includes a case...
White Paper
Numerix is proud to join with PRMIA to present the OIS Discounting Master Class Video Series
The series is a collection of on-demand Master Class video lectures which provide hands-on technical instruction for pressing challenges around OIS...
Event Recording

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