A rise in either LIBOR or its spread over OIS is unsettling.
伦敦同业拆借利率上浮或其与OIS的进一步利差扩大都令人不安。
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。
Both LIBOR and the OIS spread would have to rise by about ten times before reaching the levels they did when Lehman collapsed.
LIBOR和OIS之间的利差要到达雷曼破产时的水平，还有10倍空间可升。
The insertion, last month, of $250 billion of equity into American banks through TARP (a two-percentage-point addition to capital-asset ratios) halved the post-Lehman surge of the LIBOR/OIS spread.
上月通过TARP对美国银行业2500亿美元的股本注入（为资本资产比率增添了两个百分点）促使后雷曼时期飙升的LIBOR/OIS利差回落了一半。
On Sept 15, 2008, the LIBOR OIS spread reached 1.05% and later peaked in Oct at 3.64%.
2008年9月15日，伦敦银行同业拆息与隔夜指数掉期间的息差达到1.05%，并于当年10月达到3.64%的最高水平。
On Sept 15, 2008, the LIBOR OIS spread reached 1.05% and later peaked in Oct at 3.64%.
2008年9月15日，伦敦银行同业拆息与隔夜指数掉期间的息差达到1.05%，并于当年10月达到3.64%的最高水平。
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