LearningMarkets.com: Understanding the LIBOR OIS Spread
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Added: 2 years ago
From: LearningMarkets
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  • I have two questions

    1. Is OIS rate same as the Fed funds rate?

    2. If the LIBOR OIS spread is wide that indicates credit is tight. What happens if OIS rate is high, LIBOR is just a little bit higher than OIS rate, which results in smaller spread - what does this situation indicate?

    navinzworld 2 months ago

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