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Overnight indexed swap
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1	Diagnosing the LIBOR: Strategic Manipulation and Member Portfolio Positions Connan Snider∗ UCLA Thomas Youle† Add to Reading List Source URL: www.webmeets.com Language: English - Date: 2010-02-07 20:53:42 Economy Money Finance Interest rates Banking Systemic risk United States housing bubble Libor Overnight indexed swap Floating interest rate Eurodollar Interest rate swap
2	Microsoft PowerPoint - ETH_RiskConference_LOS.ppt Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2011-09-12 07:53:31 Economy Money Finance Systemic risk Banking Interest rates United States housing bubble Interest rate swap Swap Overnight indexed swap Libor Derivative
3	Financial Analysts Journal, Vol. 70, No):Valuing Derivatives: Funding Value Adjustments and Fair Value John Hull and Alan White1 Joseph L. Rotman School of Management University of Toronto Add to Reading List Source URL: www-2.rotman.utoronto.ca Language: English - Date: 2015-05-07 17:11:08 Systemic risk Derivative Liquidity risk Financial risk Credit default swap Credit risk Libor Futures contract Overnight indexed swap Repurchase agreement Option Arbitrage
4	DecemberInterest Rate Derivative Conventions Contents 1. Description ............................................................................................................................................... Add to Reading List Source URL: www.afma.com.au Language: English Interest rates Interest rate swap Currency swap Swap Derivative Libor Reference rate Forward rate agreement Interest rate derivative Notional amount Overnight indexed swap Basis swap
5	Microsoft PowerPoint - 03_Project Link-24Oct2011b.ppt Add to Reading List Source URL: projects.chass.utoronto.ca Language: English - Date: 2011-10-27 13:25:14 Financial economics Interest rates Credit default swap Libor Swap Government debt Euro LIBOR–OIS spread Overnight indexed swap United States housing bubble Economics Finance
6	Week 1 Michael Rockinger HEC Lausanne Swiss:Finance:Institute February 2015 Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2015-02-23 09:57:13 Banking Finance Overnight indexed swap LIBOR–OIS spread Libor Euro Interbank Offered Rate Interest rate swap Forward rate agreement Yield curve Financial economics Interest rates Economics
7	Rue de la Banque No. 3 ■ February 2015 Disentangling Credit and Liquidity Risks from Interbank Spreads Jean-Paul RENNE Monetary and Financial Analysis Add to Reading List Source URL: www.banque-france.fr Language: English - Date: 2015-02-03 02:09:34 Finance Economics Financial markets Interbank lending market Euro Interbank Offered Rate Overnight indexed swap Liquidity risk Reference rate Eonia Financial economics Interest rates Banking
8	Financial Research and Training Center Discussion Paper Series A Note on Construction of Multiple Swap Curves with and without Collateral Add to Reading List Source URL: www.fsa.go.jp Language: English - Date: 2010-02-03 03:02:25 Interest rates Interest rate swap Libor Yield curve Overnight indexed swap Swap rate Swap Discounting Financial economics Economics Finance
9	Working PaperJune 2009 LIQUIDITY, RISK APPETITE AND EXCHANGE RATE MOVEMENTS DURING THE FINANCIAL CRISIS OFPrepared by Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung* Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-04 04:49:35 Banking Financial markets Interest rates Financial risk LIBOR–OIS spread Overnight indexed swap Interbank lending market Liquidity risk Libor Economics Financial economics Finance
10	MonetaryTrends November 2008 The LIBOR-OIS Spread as a Summary Indicator T Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-07-06 17:34:34 Interest rates Banking Federal Reserve Finance Inflation LIBOR–OIS spread Overnight indexed swap Federal funds rate Libor Economics Macroeconomics Money