Multiple Choice
Since the 2008 credit crisis
A) LIBOR has replaced OIS as the discount rate for non-collateralized swaps
B) OIS has replaced LIBOR as the discount rate for non-collateralized swaps
C) LIBOR has replaced OIS as the discount rate for collateralized swaps
D) OIS has replaced LIBOR as the discount rate for collateralized swaps
Correct Answer:

Verified
Correct Answer:
Verified
Q3: Suppose that OIS rates of all maturities
Q3: Which of the following involves most credit
Q4: In the U.S.,which of the following is
Q5: Which of the following is true<br>A) CVA
Q5: As a bank`s borrowing rate increases,which of
Q6: Which of the following is true<br>A) OIS
Q10: A bank has three uncollateralized transactions with
Q10: Accountants like to value a derivatives portfolio
Q13: When a bank's borrowing rate goes up,which
Q16: Prior to the credit crisis that started