银行间隔夜指数掉期息差扩阔为最大值已持续了两年多。
隔夜指数掉期指将隔夜利率交换成为若干固定利率的利率掉期。
Overnight Index swap an interest rate swap involving the overnight rate being exchanged for some fixed interest rate.
[color=#0000FF]第二个警报是LIBOR与相对无风险利率,亦被称为OIS(隔夜指数掉期利率),两者的差距不断拉大。
The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).
[color=#0000FF]第二个警报是LIBOR与相对无风险利率,亦被称为OIS(隔夜指数掉期利率),两者的差距不断拉大。
The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).
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