LIBOR-OIS spread/Definition

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Revision as of 04:49, 14 October 2009 by imported>Nick Gardner (New page: <noinclude>{{Subpages}}</noinclude> The difference between ''LIBOR'' and the Overnight Indexed Rate[http://research.stlouisfed.org/publications/es/08/ES0825.pdf] that is used as an measure...)
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LIBOR-OIS spread [r]: The difference between LIBOR and the Overnight Indexed Rate[1] that is used as an measure of the state of confidence in the money market.

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