Since the latter part of 2007, there has been an increased switch by market participants in adopting overnight indexed swap discounting for interest rate swaps. Last year, Derivatives Intelligence brought you its first OIS Roundtable, where discussions focused on challenges surrounding CSAs and valuations, and the subsequent technology developments being made by financial services companies. This year, DI takes the discussion further, looking more closely at areas including those currencies outside of G10 and how the Standard CSA initiative is progressing.
Managing Editor Rob McGlinchey sat down with senior officials from The Royal Bank of Scotland, Bloomberg and LCH.Clearnet’s SwapClear to discuss the latest trends, developments and challenges in OIS.
Click here to download the OIS Roundtable 2013 in PDF format.
