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- Overnight_indexed_swap abstract "An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling. The fixed rate of OIS is typically an interest rate considered less risky than the corresponding interbank rate (LIBOR) because there is limited counterparty risk.The LIBOR–OIS spread is the difference between LIBOR and the (OIS) rates. The spread between the two rates is considered to be a measure of health of the banking system. It is an important measure of risk and liquidity in the money market, considered by many, including former US Federal Reserve chairman Alan Greenspan, to be a strong indicator for the relative stress in the money markets. A higher spread (high Libor) is typically interpreted as indication of a decreased willingness to lend by major banks, while a lower spread indicates higher liquidity in the market. As such, the spread can be viewed as indication of banks' perception of the creditworthiness of other financial institutions and the general availability of funds for lending purposes.The LIBOR–OIS spread has historically hovered around 10 basis points (bps). However, in the midst of the financial crisis of 2007–2010, the spread spiked to an all-time high of 364 basis points in October 2008, indicating a severe credit crunch. Since that time the spread has declined erratically but substantially, dropping below 100 basis points in mid-January 2009 and returning to 10–15 basis points by September 2009.".
- Overnight_indexed_swap wikiPageExternalLink dollar-libor-ois-spread-at-2-year-high-amid-europe-bank-concern.html.
- Overnight_indexed_swap wikiPageID "19406872".
- Overnight_indexed_swap wikiPageRevisionID "574282081".
- Overnight_indexed_swap hasPhotoCollection Overnight_indexed_swap.
- Overnight_indexed_swap subject Category:Derivatives_(finance).
- Overnight_indexed_swap subject Category:Economics_terminology.
- Overnight_indexed_swap subject Category:Interbank_offered_rates.
- Overnight_indexed_swap type Abstraction100002137.
- Overnight_indexed_swap type InterbankOfferedRates.
- Overnight_indexed_swap type MagnitudeRelation113815152.
- Overnight_indexed_swap type Rate115286249.
- Overnight_indexed_swap type Relation100031921.
- Overnight_indexed_swap comment "An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling.".
- Overnight_indexed_swap label "Overnight Index Swap".
- Overnight_indexed_swap label "Overnight indexed swap".
- Overnight_indexed_swap label "Overnight indexed swap".
- Overnight_indexed_swap sameAs Overnight_Index_Swap.
- Overnight_indexed_swap sameAs Overnight_indexed_swap.
- Overnight_indexed_swap sameAs m.04n01ys.
- Overnight_indexed_swap sameAs Q2042390.
- Overnight_indexed_swap sameAs Q2042390.
- Overnight_indexed_swap sameAs Overnight_indexed_swap.
- Overnight_indexed_swap wasDerivedFrom Overnight_indexed_swap?oldid=574282081.
- Overnight_indexed_swap isPrimaryTopicOf Overnight_indexed_swap.