More on OIS Discounting

The demand for OIS discounting has grown significantly since 2007 where companies found it increasingly difficult to raise funds at the benchmark funding term. As Libor-OIS spreads widened, funders were forced to look to the overnight market which...
On-Demand Webinar
The G5 currencies (USD, EUR, GBP, JPY and CHF), along with a few others, have well-developed Overnight Index Swap (OIS) markets, enabling practitioners to construct OIS curves which can then be used to discount derivative cash flows collateralized...
On-Demand Webinar

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