Timeline for Difference between IRS and OIS
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 17, 2019 at 16:11 | comment | added | Alex C | Libor is still important, for the time being. But in the future other reference rates may win out. | |
| Apr 17, 2019 at 7:08 | comment | added | Shyam | ok, so fundamentally then what is the difference between IRS and OIS. | |
| Apr 17, 2019 at 5:09 | comment | added | Attack68♦ | The rate at which a corporate repays a loan is not based on the index (OIS or LIBOR) it is based on their credit worthiness. A corporate should hedge with whatever the terms of their floating rate loan are. Historically Libor has been chosen for its widely available publication and liquidity of IRSs. This may change in the future | |
| Apr 17, 2019 at 3:45 | comment | added | Shyam | then all corporates would want to use OIS right, why get into LIBOR? | |
| Apr 16, 2019 at 19:15 | history | answered | Attack68♦ | CC BY-SA 4.0 |