Overnight indexed swap (OIS)
Real money accounts have driven a 30% increase in sales accross the sector
Moving reference rate from Fed funds to GC repo rate to pose few problems
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Overnight indexed swap (OIS) articles
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
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....
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.