隔夜指数掉期

  • 网络OIS;Overnight Indexed Swaps;overnight index swap
隔夜指数掉期隔夜指数掉期
  1. 尽管一些金融参与者现在正试图通过转向其它基准(例如隔夜指数掉期利率(ois))来弥补这点,但它们不太可能很快取代libor。

    And while some financial players are now trying to atone for this by turning to other benchmarks , such as the OIS , these are unlikely to replace LIBOR soon .

  2. 鉴别货币市场对银行担忧程度的途径之一,是远期利率协议/隔夜指数掉期(fra/ois)息差,该数据衡量向银行提供三个月贷款的纯信贷风险,剔除利率波动影响。

    One way to isolate money market concern about banks is the FRA / OIS spread , which measures the pure credit risk of lending to banks for three months , stripping out interest rate fluctuations .

  3. 黎定得进一步指出,隔夜指数掉期合约可为银行及商业机构司库提供一项灵活的对冲工具。

    Mr latter further remarked that OIS provided a flexible hedging tool for banks and corporate treasurers .

  4. 银行间的无风险息差(银行间隔夜指数掉期息差),是一个与银行同业市场健康程度密切相关的指标。

    A closely watched indicator of the health of interbank markets is the spread that banks pay over a risk-free one ( the interbank-OIS spread ) .