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Showing posts from January, 2018

Change of benchmark overnight index is a difficult task: 2017 year-end review

Is SARON, as of 1st January 2018, the CHF benchmark for all OIS trades and all CSAs? Has TOIS been discontinued at the same date? If no, please read my blog from February 2017 and its follow-ups. If yes, I apologize for my doubts and congratulate the CHF market for that amazing achievement that I though was impossible. Blog written on 27 February 2017 and scheduled to be published on 1 January 2018.