Overnight indexed swap (ois)
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
Yen and dollar funding discrepancies hit Nikkei options market
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Overnight indexed swap (ois) articles
Legacy issues and the lack of alternative benchmarks mean Libor will remain the default benchmark of choice for OTC transactions
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
Sponsored forum: US inflation derivatives
As 2012 drew to a close, Goldman Sachs was involved in the first trades using the new standardised credit support annex (CSA), a document that had been in the works for two years. That was entirely appropriate....
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.