# Overnight Index(ed) Swap, OIS (also referred to in German)

- Canonical URL: https://www.gerhardmerk.de/overnight-indexed-swap-ois-also-referred-to-in-german
- Post ID: 590775
- Modified: 2023-07-25T21:13:18+00:00
- Language: en

## Definition

A swap transaction in which an interest rate linked to a reference overnight interest rate, such as the EONIA, and therefore variable, is exchanged for a fixed interest rate (an interest rate swap, usually short-term, involving the overnight rate being exchanged for some fixed interest rate). - See swap, interest rate-related, overnight rate swap. - See ECB Monthly Report, February 2008, p. 73 (risk profile in OIS); BaFin Annual Report 2010, p. 30 (three-month Libor-OIS swaps 2009 and 2010); ECB Monthly Report, July 2014, p. 76 f. (explanation; turnover; informative value with regard to market expectations). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

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