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OIS vs. LIBOR: Understanding Interest Rates by Chantal Aviles is a document available to read on EtoBox.

What is OIS vs. LIBOR: Understanding Interest Rates about?

The document discusses the difference between the OIS (Overnight Indexed Swap) rate and the LIBOR (London Interbank Offered Rate). It explains that before 2008, the spread between the two rates was minimal, but the financial crisis caused the LIBOR-OIS spread to increase as LIBOR came to incorporate more credit risk, while OIS is virtually risk-free. It also provides a graph showing the changing spread before and during the crisis. The document then discusses the three main types of yield curves - normal, i

Author

Chantal Aviles

Language

EN