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This article and Libor-OIS spread cover essentially the same material:
Thoughts? Bongo matic 22:57, 6 December 2009 (UTC)
Anders: I think we should merge them - the taxonomical incorrectness is outweighed by the level of overlap. The Libor-OIS spread can be a simple sub-section within the OIS page. Separately, we should show which market participants typically enter into OIS contracts - does anyone know? Presumably not just banks - or else the Libor-OIS spread wouldn't tell us much about interbank stresses (except in terms of 3mo vs overnight risk). — Preceding unsigned comment added by 194.143.158.20 ( talk) 16:08, 3 October 2011 (UTC)
Easier to merge them, create a sub-section about the OIS-LIBOR swap. This is an encyclopaedia, not a dictionary. Yves.Lehmann 19 October 2011 — Preceding unsigned comment added by Yves.lehmann ( talk • contribs) 11:26, 20 October 2011 (UTC)
How about also mentioning the Euribor/OIS swap spread? — Preceding unsigned comment added by Ocdnctx ( talk • contribs) 02:03, 29 November 2011 (UTC)
Not sure how to fix it, or I would - could just delete it, but this seems worse than replacing it with something useful. — Preceding unsigned comment added by 141.228.106.151 ( talk) 15:05, 22 January 2013 (UTC)
Information in this article is out of date. LIBOR as the basis for the OIS swaps were replaced by the central bank designated overnight rates. In the U.S. this is SOFR. 159.53.78.251 ( talk) 13:11, 14 July 2023 (UTC)
![]() | This article is rated Start-class on Wikipedia's
content assessment scale. It is of interest to the following WikiProjects: | ||||||||||||||||||||
|
This article and Libor-OIS spread cover essentially the same material:
Thoughts? Bongo matic 22:57, 6 December 2009 (UTC)
Anders: I think we should merge them - the taxonomical incorrectness is outweighed by the level of overlap. The Libor-OIS spread can be a simple sub-section within the OIS page. Separately, we should show which market participants typically enter into OIS contracts - does anyone know? Presumably not just banks - or else the Libor-OIS spread wouldn't tell us much about interbank stresses (except in terms of 3mo vs overnight risk). — Preceding unsigned comment added by 194.143.158.20 ( talk) 16:08, 3 October 2011 (UTC)
Easier to merge them, create a sub-section about the OIS-LIBOR swap. This is an encyclopaedia, not a dictionary. Yves.Lehmann 19 October 2011 — Preceding unsigned comment added by Yves.lehmann ( talk • contribs) 11:26, 20 October 2011 (UTC)
How about also mentioning the Euribor/OIS swap spread? — Preceding unsigned comment added by Ocdnctx ( talk • contribs) 02:03, 29 November 2011 (UTC)
Not sure how to fix it, or I would - could just delete it, but this seems worse than replacing it with something useful. — Preceding unsigned comment added by 141.228.106.151 ( talk) 15:05, 22 January 2013 (UTC)
Information in this article is out of date. LIBOR as the basis for the OIS swaps were replaced by the central bank designated overnight rates. In the U.S. this is SOFR. 159.53.78.251 ( talk) 13:11, 14 July 2023 (UTC)