- Joined
- 8/21/11
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AS I understand, Currently there is a practice to discount non-collaterized deals with LIBOR-IRS curve and collaterized (under credit support annex) with OIS curves.
Question: how would you discount CSA deals for currencies with dead OIS markets - through regular Money Market Fixings + IRS or through USDCCY FX Forwards and XCCY?
Question: how would you discount CSA deals for currencies with dead OIS markets - through regular Money Market Fixings + IRS or through USDCCY FX Forwards and XCCY?