Hull_OFOD9e_MultipleChoice_Questions_Only_Ch09 - Hull...

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Hull: Options, Futures, and Other Derivatives, Ninth Edition Chapter 9: OIS Discounting, Credit Issues, and Funding Costs Multiple Choice Test Bank: Questions 1. Prior to the credit crisis that started in 2007, which of the following was used by derivatives traders for the discount rate when derivatives were valued A. The Treasury rate B. The LIBOR rate C. The repo rate D. The overnight indexed swap rate 2. Since the credit crisis that started in 2007 which of the following have derivatives traders used as the risk-free discount rate for collateralized transactions 3. Which of the following is true 4. Which of the following describes a 3-month overnight indexed swap (OIS)?
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