Many insurers are continuing to discount their derivatives trades at Libor, despite a general acceptance that the overnight indexed swap (OIS) rate is the correct rate to use to value ...

The financial crisis drummed home that the overnight indexed swap (OIS) rate should be used to discount cash-collateralised derivatives. Banks had previously discounted everything at Libor, even ...

Pricing and risk analytics provider Numerix has released the latest version of its CrossAsset analytics tool to support overnight index swaps (OIS) discounting. Version 10.0 includes new capabilities ...

NEW YORK--(BUSINESS WIRE)--Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, released in its latest version of Numerix CrossAsset ...

Markit has expanded the number of instruments that its clients can price using overnight index swap curves, added support for more currencies to the OIS curve pricing in its Portfolio Valuations ...

Numerix, the leading provider of cross-asset analytics for derivatives valuations and risk management, released in its latest version of Numerix CrossAsset new capabilities to help clients manage the ...

Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management, and Prism Valuation, a leading provider of independent valuation and risk ...

Some academically oriented readers may get a bit upset at this statement, but most financial derivatives pricing in practice comes down to this basic formula. The net present value (NPV) of a ...