Discounting

Discounting [41]

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Bullet points include: Divergence between OIS and repo rates generally much smaller than between either and unsecured (EURIBOR) swap rates Term structure of Eonia versus Eurepo Source: Kemp (2009) and Bloomberg Eonia swap rate minus Eurepo (1 week 1 month 3 months 6 months 1 year

Bullet points include: Divergence between OIS and repo rates generally much smaller than between either and unsecured (EURIBOR) swap rates Term structure of Eonia versus Eurepo Source: Kemp (2009) and Bloomberg Eonia swap rate minus Eurepo (1 week 1 month 3 months 6 months 1 year

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