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- Overnight_indexed_swap abstract "An overnight indexed swap (OIS) is an interest rate swap where the periodic floating payment is generally based on a return calculated from a daily compound interest investment. The reference for a daily compounded rate is an overnight rate (or overnight index rate) and the exact averaging formula depends on the type of such rate.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 wikiPageLength "5876".
- Overnight_indexed_swap wikiPageOutDegree "31".
- Overnight_indexed_swap wikiPageRevisionID "666615916".
- Overnight_indexed_swap wikiPageWikiLink Alan_Greenspan.
- Overnight_indexed_swap wikiPageWikiLink Bank.
- Overnight_indexed_swap wikiPageWikiLink Bank_of_England.
- Overnight_indexed_swap wikiPageWikiLink Basis_point.
- Overnight_indexed_swap wikiPageWikiLink Category:Derivatives_(finance).
- Overnight_indexed_swap wikiPageWikiLink Category:Economics_terminology.
- Overnight_indexed_swap wikiPageWikiLink Category:Interbank_offered_rates.
- Overnight_indexed_swap wikiPageWikiLink Central_bank.
- Overnight_indexed_swap wikiPageWikiLink Counterparty.
- Overnight_indexed_swap wikiPageWikiLink Credit_crunch.
- Overnight_indexed_swap wikiPageWikiLink Credit_risk.
- Overnight_indexed_swap wikiPageWikiLink Creditworthiness.
- Overnight_indexed_swap wikiPageWikiLink Eonia.
- Overnight_indexed_swap wikiPageWikiLink Eurodollar.
- Overnight_indexed_swap wikiPageWikiLink Federal_Reserve_System.
- Overnight_indexed_swap wikiPageWikiLink Federal_funds_rate.
- Overnight_indexed_swap wikiPageWikiLink Financial_crisis_of_2007–08.
- Overnight_indexed_swap wikiPageWikiLink Financial_crisis_of_2007–2010.
- Overnight_indexed_swap wikiPageWikiLink Interest_rate_swap.
- Overnight_indexed_swap wikiPageWikiLink LIBOR.
- Overnight_indexed_swap wikiPageWikiLink Libor.
- Overnight_indexed_swap wikiPageWikiLink Liquidity_risk.
- Overnight_indexed_swap wikiPageWikiLink London_Interbank_Offered_Rate.
- Overnight_indexed_swap wikiPageWikiLink Money_market.
- Overnight_indexed_swap wikiPageWikiLink Nationalisation_of_Northern_Rock.
- Overnight_indexed_swap wikiPageWikiLink Overnight_rate.
- Overnight_indexed_swap wikiPageWikiLink PIGS_(economics).
- Overnight_indexed_swap wikiPageWikiLink PIIGS.
- Overnight_indexed_swap wikiPageWikiLink SONIA_(interest_rate).
- Overnight_indexed_swap wikiPageWikiLink Subprime_mortgage_crisis.
- Overnight_indexed_swap wikiPageWikiLink TED_spread.
- Overnight_indexed_swap wikiPageWikiLink US_Federal_Reserve.
- Overnight_indexed_swap wikiPageWikiLinkText "OIS".
- Overnight_indexed_swap wikiPageWikiLinkText "Overnight indexed swap".
- Overnight_indexed_swap hasPhotoCollection Overnight_indexed_swap.
- Overnight_indexed_swap wikiPageUsesTemplate Template:Derivatives_market.
- Overnight_indexed_swap wikiPageUsesTemplate Template:Finance_stub.
- Overnight_indexed_swap wikiPageUsesTemplate Template:Not_a_typo.
- Overnight_indexed_swap wikiPageUsesTemplate Template:Reflist.
- 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 hypernym Swap.
- Overnight_indexed_swap comment "An overnight indexed swap (OIS) is an interest rate swap where the periodic floating payment is generally based on a return calculated from a daily compound interest investment.".
- 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 wasDerivedFrom Overnight_indexed_swap?oldid=666615916.
- Overnight_indexed_swap isPrimaryTopicOf Overnight_indexed_swap.