Overnight indexed swap

Results: 50



#Item
41Interest rates / Finance / Financial markets / United States housing bubble / Interbank lending market / Market liquidity / Libor / Overnight indexed swap / Bank / Banking / Financial economics / Economics

Liquidity hoarding and interbank market spreads: the role of counterparty risk

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-12-11 04:18:59
42Finance / Interest rates / Overnight indexed swap / Financial risk / Euro Interbank Offered Rate / Liquidity risk / Yield curve / Financial economics / Banking / Economics

Euro money market spreads during the 2007-? financial crisis

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-05-25 04:50:38
43United States housing bubble / Collateral management / Credit / Derivative / Interest rate swap / Libor / Forward contract / Swaption / LCH.Clearnet / Financial economics / Finance / Economics

Derivatives Intelligence OIS Roundtable 2013 Since the latter part of 2007, there has been an increased switch by market participants in adopting overnight indexed swap discounting for interest rate swaps. Last year, Der

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Source URL: www.bloomberg.com

Language: English - Date: 2014-05-16 19:15:31
44Finance / Monetary policy / Interest rates / Central banks / Fixed income market / Yield curve / Quantitative easing / Overnight indexed swap / Interest rate swap / Economics / Macroeconomics / Financial economics

Wo r k i n g Pa p e r S e r i e s no[removed]DeceMBer 2008 Extracting Market Expectations from Yield Curves

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-12-23 02:05:23
45Economics / Euro money market / Money market / Repurchase agreement / Euro / Central bank / Interest rate swap / Swap / Overnight indexed swap / Financial economics / Finance / Financial markets

Euro Money Market Survey November 2007

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-11-29 09:05:06
46Finance / Financial economics / Federal Reserve / Monetary policy / Overnight indexed swap / Federal funds rate / Overnight rate / Libor / Discount window / Banking / Interest rates / Economics

Microsoft Word - Taylor-Williams Black Swan in Money Market _3_.doc

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Source URL: www.stanford.edu

Language: English - Date: 2008-04-02 15:02:09
47Banking / Finance / United States housing bubble / Monetary policy / LIBOR–OIS spread / Overnight indexed swap / Libor / John B. Taylor / Inflation / Economics / Macroeconomics / Interest rates

Microsoft Word - Financial Crisis and Policy Responses

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Source URL: www.stanford.edu

Language: English - Date: 2008-12-11 16:51:08
48Financial economics / Money / SARON / Swiss National Bank / Libor / Overnight rate / Overnight indexed swap / Eurex / Federal funds rate / Interest rates / Banking / Finance

Saron - An innovation for the financial markets Saron - An innovation for the financial markets

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Source URL: www.snb.ch

Language: English
49Interest rates / Finance / LIBOR–OIS spread / United States housing bubble / Financial markets / Overnight indexed swap / Libor / Overnight rate / Yield curve / Economics / Financial economics / Banking

PDF Document

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Source URL: research.stlouisfed.org

Language: English - Date: 2009-07-06 16:26:32
50Interest rates / Finance / LIBOR–OIS spread / Overnight indexed swap / United States housing bubble / Financial markets / Libor / Liquidity risk / Overnight rate / Banking / Economics / Financial economics

PDF Document

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Source URL: research.stlouisfed.org

Language: English - Date: 2009-07-06 16:26:32
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